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1. Portfolio-Construction---Factor-Model Portfolio-Construction---Factor-Model Public

   Streamlit-based portfolio construction dashboard implementing a multifactor model with factor exposure targeting, portfolio optimization, and interactive visualization of portfolio weights and risk…

   Python 1

2. Options-Pricing-and-Volatility-Surface-Modeling-in-Python Options-Pricing-and-Volatility-Surface-Modeling-in-Python Public

   Python library pricing options across 7 models: Black-Scholes, Binomial Tree, Monte Carlo, Finite Difference (Explicit/Implicit/Crank-Nicolson), Heston, Merton Jump Diffusion, and SABR. Calibrated …

   Jupyter Notebook

3. Multi-Asset-Portfolio-Risk-Engine-VaR-CVaR-Backtesting Multi-Asset-Portfolio-Risk-Engine-VaR-CVaR-Backtesting Public

   Institutional-style market risk pipeline for a multi-asset $1M portfolio. Computes VaR and CVaR via three methods (Historical Simulation, Parametric, Monte Carlo), validates models with Kupiec and …

   Jupyter Notebook

4. EGARCH-Based-Sectoral-Volatility-Forecasting-and-Crisis-Sensitivity-Analysis EGARCH-Based-Sectoral-Volatility-Forecasting-and-Crisis-Sensitivity-Analysis Public

   Volatility modeling of major NIFTY sector indices using GARCH and EGARCH frameworks, including stationarity diagnostics, rolling out-of-sample forecasts, and analysis of sectoral risk dynamics duri…

   R 1

5. Sentiment-Signals-in-Equity-Returns Sentiment-Signals-in-Equity-Returns Public

   A project exploring the relationship between financial news sentiment and short-term stock returns using FinBERT, VADER, feature engineering, and predictive modeling.

   Jupyter Notebook

6. Credit-Risk-Modeling-in-Consumer-Banking Credit-Risk-Modeling-in-Consumer-Banking Public

   Implements the Basel III credit risk framework (PD, LGD, EAD) using Logistic & Linear Regression on Lending Club loan data (2007–2014)

   Jupyter Notebook