This section shows some of the projects I have done as a result of my learning process or hobby. All these exercises are for purely educational purposes.
Optimization and Simulation
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Financial pricing models
Modelling Monte Carlo and Black Scholes functions to determine the pricing of european vanilla options with cash dividends.
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Multiobjective optimization for a travel problem
Using Platypus -a framework for evolutionary computing- for multiobjective optimization in the context of travel problem.
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Optimization algorithmics
Developing and implementing different algorithmics to solve several optimization problems.
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Simulation algorithmics with statistical analysis
Developing and implementing different algorithmics to solve several simulation problems with statistical analysis performed.