Double Degree Master student at Ensae Paris and Imperial College London. Interested in Mathematical finance, Machine Learning, Deep Learning.
I open source some of my projects here.
| Type | Project Name | Subject | Year | School | Description | Programming Language |
|---|---|---|---|---|---|---|
| Data science | web-scraping | Web-scraping | 2023 | INRAE | Automated retrieval of information on food products using web-scraping. | Python |
| Data science | Find-My-Friends | PCA, Non-supervised ML, Clustering | 2021 | ENSAE First Year | This project aims to create a visual interface similar to a dating app that matches users with groups through a PCA-based algorithm. | Python |
| Data science | Food-classification | ML, Classifiers | 2023 | INRAE | Create a "Multi-Class Classification" using different Machine Learning technics. | Python |
| Data science | DJ_AI | ML, Classifiers | 2023 | Personal | Automate the creation of Spotify playlists. | Python |
| Data science | Deep-Learning-high-frequency-price-changes | Deep-Learning | 2024 | Imperial | Leverages deep learning to predict high-frequency price changes of two US stocks | Python |
| Data science | Multi-Armed-Bandits | Reinforcement Learning, Multi-armed bandits | 2024 | Imperial | Explores the fundetional ideas of reinforcement learning, exploitation and exploration | Python |
| Financial mathematics | LTS_Forecasting | Time series, ARIMA | 2022 | ENSAE | Predict the prices of dairy product in France using linear time series models. | R |
| Financial mathematics | Garch_Model_Assets | GARCH, Régression Linéaire, Hidden Markov Model | 2022 | CREST | Predict the prices of dairy product in France using linear time series models. | R |
| Financial mathematics | Monte_Carlo_Option_Pricing | MC, Quasi MC, Multi-Level MC | 2023 | ENSAE | Compute the price of an Asian option (standard Monte Carlo, Quasi Monte Carlo and Multi-Level Monte Carlo). | Python |
| Financial mathematics | Quantitative-Risk-Management | Risk Management, VaR, ES, Time Series | 2023 | Imperial | Statistical analysis and modelling of financial data, as well as risk forecasting using extreme value theory. | Python |
| Financial mathematics | Asset-Pricing-with-Liquidity-Risk | Portfolio Management, CAPM, Liquidity | 2023 | Imperial | Calculate and visualize illiquidity measures, volatility, and returns. | Python |
| Financial mathematics | Rough-Volatility | Statistics, Volatility | 2023 | Imperial | Analyzing the volatility of financial markets. | Python |
| Optimization | G-Research-Quant-challenge | Dynamic transport optimization | 2023 | Personal | Dynamic transport optimization. | Python |
| Programming | Mini-Games-in-C | C | 2024 | Imperial | This repository encompass various functionalities, including a Tic-Tac-Toe game, implementations of the Sieve of Eratosthenes algorithm, and operations on polynomials. | C |
| Programming | Options-Pricer | Black-Scholes, European options, American options, Asian options | 2022 | ENSAE | Exploit the object-oriented programming features of C++. | C++ |
| Programming | hackaton_sia_Oasis | Tezos BlockChain, Web3 | 2023 | Personal | Coding competition focused on Tezos BlockChain and Web3 organized by Sia Partners. | Solidity |
| Programming | multiclass_cascade_classifier | PyPI Python Package | 2023 | INRAE | Development and implementation part in a functional Python package, accessible from Pypi, of a cascade classifier. | Python |
Contacts : thomas.aujoux23@imperial.ac.uk / thomas.aujoux@ensae.fr / thomas.aujoux@gmail.com