ls -la projects/

projects

projects

Products, tools and research in quantitative finance and software engineering.

03 projects
web app private access 2026

quant-prep

live

From technical PDFs to focused quantitative interview practice.

ReactTypeScriptPythonSupabase
Chrome extension in development 2026

leetcode-companion

repo

Turn every Accepted submission into a durable, spaced-repetition learning loop.

TypeScriptWXTFSRSGitHub API
web game live 2026

lucarne-26

repo

World-Cup-themed free-kick game — Magnus-effect ball physics, slow-motion replay and a Supabase leaderboard (RLS + OAuth).

ReactCanvasSupabase

research

selected studies

Physics-Informed Neural Networks for option pricing

Implemented a PINN to solve the Black–Scholes PDE for European option pricing through PDE-residual minimization and automatic differentiation.

Heston model calibration

Calibrated the Heston stochastic-volatility model with the Carr–Madan FFT method, then compared FFT and neural-network approaches for accuracy, speed and stability.