Projects

Closed access

Financial mathematics

Credit portfolio software/model

Implementation as part of a small team of CPV model for a leading banking group in Germany, deployed in over hundreds banks. Highly performant, scalable software.

Tech: C#, MS-SQL
Math: mathematical finance, linear algebra, probability theory
Status:finished
Credit pricing

Software to price credits in commercial banks.

Tech: R
Math: mathematical finance
Status:finished
DBA in banks

Various projects on building optimal databases together with ETL process for terabytes of data in banks

Tech: SQL
Math:
Status:finished

Quantitative linguistics

Automatic evaluation of conference call transcripts

Automatic evaluation of 10000+ conference call transcripts together with linguistic analyses of textes and information extraction.

Tech: python, nltk
Math:
Status:finished

Open access

Web

cffiddle.net

Create, manipulate and share cash flows

Balance of power in German Parlament of 2009 according to Banzhaf power index
Tech: PaaS: AWS (EB); framework: django; front-end: jQuery+bootstrap
Math: financial math
Status: raw, in development
lingvometer.com

Measure linguistic intelligence

Tech: PaaS: AWS (EB, S3); framework: django; front-end: jQuery+bootstrap
Math: mathematical finance, markov random fields, cellular automata, probability theory
Status: advanced, frozen
powdist.com

Measure the real balance of power. Approximately 400 parlaments power divisions are evaluated.

Balance of power in German Parlament of 2009 according to Banzhaf power index
Tech: PaaS: heroku, AWS (S3); framework: django; library: powerindex
Math: generating functions, combinatorics, votings
Status: raw, frozen

Libraries

powerindex

Calculate Banzhaf and Shapley-Shubik power indices

Tech: python/matplotlib
Math: generating functions, combinatorics, votings
Status: advanced, used in powdist.com
pyEdgeworthBox

Draw the Edgeworth Box - a representation of pure exchange economy actively used teaching microeconomics courses

Edgeworth Box

Tech: python/matplotlib
Math: microeconomics, numerical calculus
Status: intermediate, frozen