Skip to content
View felipejpenagos's full-sized avatar
🏔️
🏔️
1 follower · 0 following

Block or report felipejpenagos

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
felipejpenagos/README.md

Hi there 👋,

My name is Felipe, I'm a financial engineering and math student at Duke. Interested in operations research, computational mathematics, and philosophy!

🔬 What I'm Currently Working On

  • Student Researcher (Duke Pratt School of Engineering) — contributing to the Python redevelopment of Dr. Henri P. Gavin’s stochastic optimization and statistical analysis library for CEE251L. Check it out here, Multivarious!

🌐 Open to collaborating on projects that apply theory to real-world challenges. Reach me at felipe.jaramillo@duke.edu

Pinned Loading

  1. Quantitative-Risk-Management-Fintech545 Quantitative-Risk-Management-Fintech545 Public

    Covers probability theory, time series analysis, risk metrics e.g. as VaR and Excepted Shortfall, stress testing and scenario analysis, factor models, Markowitz portfolio optimization, and derivati…

    Jupyter Notebook

  2. Uncertainty-Design-and-Optimization Uncertainty-Design-and-Optimization Public

    Design for problems with incomplete information, constraining regulations, and uncertainty propagation. Probability theory and stochastic modeling. Evaluation via sensitivity and risk analysis. App…

    MATLAB

  3. hpgavin/multivarious hpgavin/multivarious Public

    a multitude of various .py functions for multivariable things like signal processing, fitting models, ODE's, linear systems, probability distributions, and optimization

    Python 3 4

  4. Capstone-Research-Modeling-Market-Geometry Capstone-Research-Modeling-Market-Geometry Public

    A project exploring the geometric structure of volatility surfaces using PCA, curvature analysis, and stochastic modeling to identify systematic patterns in option markets.

  5. Nonlinear-Optimization-Algorithms Nonlinear-Optimization-Algorithms Public

    Exchange Analysis Project – Uncertainty, Design and Optimization – Originally by Professor Henri P Gavin, Ph.D. Duke University Civil and Environmental Engineering

    Python

  6. adityaraju926/ml-project-540 adityaraju926/ml-project-540 Public

    Jupyter Notebook 1