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julaborde/README.md

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  1. ClimateProjection ClimateProjection Public

    Climate emulator using neural networks and Gaussian processes to replicate Earth system model outputs at low computational cost.

    Jupyter Notebook

  2. CorrosionPrediction-06-2024 CorrosionPrediction-06-2024 Public

    Worked with the French Alternatives and Atomic Energy Commission (CEA) on an AI model to predict corrosive attacks. Uses of numeric tools and regression algorithms: arranged and preprocessed data f…

    Python

  3. RobustPricingExoticOptions-03-2025 RobustPricingExoticOptions-03-2025 Public

    Robust pricing of exotic options using martingale optimal transport and entropic regularization.

    Python 1

  4. VolatilityForecasting-05-2024 VolatilityForecasting-05-2024 Public

    Predicted SPY volatility using classical (ARCH, GARCH) and rough models; assessed forecast accuracy and derived trading strategies (time series analysis, range-based estimators).

    Jupyter Notebook