Technical

Projects in quantitative finance, data science, econometrics and software engineering.

[2024] Deriving Optimal Hedging Ratios

[2024] A Systematic Approach to Footy Tipping

[2024] Notes on Decomposition, Sensitivity and Attribution

[2024] Is There Evidence for Momentum and Mean Reversion in Asset Class Returns? (Backup link)

[2024] Explanatory Masks for Interpretable Financial Analysis

[2024] Critiquing Diversification Benefits through a Simplified Conditional Correlation Estimator, (Backup link)

[2024] A Practical Guide to Factor Covariance Matrix Construction

[2024] Diverging from the Norm: An Examination of Non-Normality and its Measurement in Asset Class Returns, (Backup link)

[2024] Expressing Steady State Assumptions in Time Series Forecasting: AR and VAR models

[2024] Forecasting Returns from Hedging Foreign Assets

[2023] Return Volatility Estimates: A Review and Practical Analysis, (Backup link)

[2023] Impact of covariance matrix estimator choice on yield curve decomposition with PCA, (Backup link)

[2023] Subsampling leaf variables as an optimisation in Monte-Carlo simulations

[2023] Analysis of covariance matrix estimators for simple portfolio optimisation

[2022] Flow programming for computer vision applications

[2022] In browser TensorFlow object detection demo

[2021] Playlist optimisation for Spotify

[2021] Mapping Melbourne's cycling infrastructure with OpenLayers

[2021] Extracting Colour Palettes with Unsupervised Learning

[2021] Agent based modelling exploration

[2020] Statistical analysis of service deserts in Victoria: report, code

[2020] SortStream ML powered document sorting

[2020] DocDump text and document metadata extraction

[2020] Automated data exploration in R: code: Titanic example Economic example

[2019] Unsupervised ML image embedding to measure art style and visual similarity

[2019] Dimensionality reduction for art style embeddings

[2019] Navigation App for Urban Cyclists: Write up Code "The Submarine" feature

[2019] Exploration of ML Document Classification Techniques - Code

[2019] Interacting agent simulation and statistical physics to model fashion epidemics

[2019] Deep Dream implementation in Keras

[2018] A replication and extension of the paper "The Impact of Economic Conditions on Participation in Disability Programs: Evidence from the Coal Boom and Bust"

[2018] Economic and financial market evaluation with similarity methods

[2018] How Animal Investors Beat the Market

[2018] URL Sketchifier: Give your urls a look that Gmail will flag as suspicious

[2018] Logistic Regression — Understanding Explainable AI: write up code

[2018] Decision Trees — Understanding Explainable AI: write up code

[2018] Building Google's art and culture portrait matcher

[2018] Analysing bird flight by merging videos in MATLAB

[2017] Developing a compass web app with mobile sensor integration

[2017] Developing autoencoders for image correction

[2017] Mini-max algorithm for Connect 4

Creative

Projects in generative art, image manipulation.

[2023] Sumimasen: A collection of images from Japan. Buy a physical copy on Amazon

[2022] Weighted attractor rendering

[2022] Rendering attractors at 60 FPS

[2022] Organic growth emulation in TouchDesigner

[2022] Esher's Cube Space Division in TouchDesigner

[2022] Creating sunset gradients in P5.js

[2022] Creating abstract images from lines

[2021] Abstract visualisation of what a state of the art object detection model is seeing

Other

[2024] Papers I have found interesting

[2024] Datasets I have found useful

[2024] Git Guide