PhD student specializing in stochastic volatility modeling, PDE-based pricing, and high-performance computing (C++/CUDA) for quantitative finance.
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AUT
- auckland
Highlights
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signatory
signatory PublicForked from patrick-kidger/signatory
Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
C++
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Cpp-High-Performance-Second-Edition
Cpp-High-Performance-Second-Edition PublicForked from PacktPublishing/Cpp-High-Performance-Second-Edition
C++ High Performance Second Edition, published by Packt
C++
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The-Art-of-Writing-Efficient-Programs
The-Art-of-Writing-Efficient-Programs PublicForked from PacktPublishing/The-Art-of-Writing-Efficient-Programs
The Art of Writing Efficient Programs, published by Packt
C
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