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goofygamer/README.md

Hello, I am Sankalp and welcome to my GitHub profile!

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👩‍💻 About Me:

I am pursuing my Master's in FinMath from UChicago and actively pursuing opportunities in the field of Quant Research and Development. Prior to that, I graduated with a Econ + Math degree from UNCW.

  • For the last two years, I worked as a Macroeconomic Researcher at the Federal Reserve Bank of Chicago.

  • I had a wide range of responsibilities at the Fed including simulation modeling, stochastic and markov processes, low-level optimization, and data manipulation for extremely large datasets.

  • Currently, I am utilizing my time learning data structure concepts and implementing them through various projects.

  • How to reach me: Linkedin Badge or Website

🛠️ Languages and Tools:

Python  C++  Matlab  Julia  MySQL  RStudio 

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  1. GAN-Transformers-Synthetic-Data GAN-Transformers-Synthetic-Data Public

    This project explores the use of Generative Adversarial Networks (GANs) and Transformer models to generate synthetic financial time-series data.

    Jupyter Notebook 1

  2. Deep-Reinforcement-Learning-Trade-Execution Deep-Reinforcement-Learning-Trade-Execution Public

    A Deep Reinforcement Learning agent trained to solve the optimal trade execution problem, reducing costs by over 40% against industry benchmarks.

    Jupyter Notebook

  3. mahabharataGPT mahabharataGPT Public

    A GPT implementation trained on the corpus of the Hindu epic, the Mahabharata.

    Jupyter Notebook 1

  4. MonteCarloExotics---Python MonteCarloExotics---Python Public

    Jupyter Notebook