Trying to build cool stuff.
Some of my interests are Philosophy, Mathematics, Stochastics, Financials, and Tech.
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Instituto Superior Técnico
- Lisbon
- https://orcid.org/0009-0005-7258-5903
- in/diogofranquinho
Popular repositories Loading
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LSVCalibrationANeuralNetworkApproach
LSVCalibrationANeuralNetworkApproach PublicHow to calibrate a local stochastic volatility model using neural networks. Improvements include; incorporation of real data, refined control variate, and extension to directional (bid-ask) setting…
Python 1
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MScStochasticsFinancialMathematics
MScStochasticsFinancialMathematics PublicA collection of projects from my masters degree
Jupyter Notebook
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FrameworkForShortTermMidPricePrediction
FrameworkForShortTermMidPricePrediction PublicFramework for generating order book data from raw updates, modelling, and signal generation for mid-price prediction.
Python
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