GARCH-FX

A novel stochastic volatility forecasting framework using a Gamma-distributed GARCH(1,1) extension with regime-switching noise scaling. Benchmarked against Heston dynamics and submitted research on SSRN & MPRA.

EGARCH Portfolio Optimizer

Portfolio optimizer implementing Mean-Variance Optimization with volatility from an EGARCH(1,1) model and asset prices simulated via a Merton Jump Diffusion process. Built fully from scratch in C++ and Python using yfinance & NumPy.

Multi-Objective Portfolio

Built a modular quantitative finance engine for multi-objective portfolio optimization, integrating Black-Litterman, API-driven data, persistent storage and clean object-oriented design.