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Achievements

Achievement: QuickdrawAchievement: YOLOAchievement: Pull Sharkx2

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NikhilAPatel/README.md

Hi there 👋

I'm Nikhil Patel, a master's student studying computer science at UMich!


💡 I'm currently working on:
  • Parallel Monte Carlo LSM: Parallelizing Least-Squares Monte Carlo simulations for pricing path dependent options. I'm using openmp to construct a manager that is able to dynamically allocate threads between simulating and regressing in order to achieve comparable accuracy to a sequential algorithm while enjoying a linear speedup with increased processor counts.
  • Budget Constrainted Influence Maximization of Crypto Price through Airdrops: Uses agent-based modeling to investigate the emergence of herding behavior in Crypto markets under different conditions and the role of airdrops and reputation through the lens of a budget-constrained maximization problem.
  • AlphaMax: A Proximal Policy Optimizing agent that captures asset price dynamics, market volatility, and non-linear relationships through Geometric Brownian Motion modeling, Kalman Filtering, and Fourier-Based Spectral Estimation.
  • AlphaTax: A comprehensive machine learning pipeline that incorporates dimensionality reduction techniques and regressive models such as GARCH (Generalized Autoregressive Conditional Heteroscedasticity) and ARIMA (Autoregressive Integrated Moving Average) to construct a portfolio of stocks that accurately reflects the performance of a particular target stock with specific applications in Tax-Loss Harvesting.
  • nikhilpatel.me: My personal portfolio site.

📍 Pinned below are some of my past projects:

Pinned Loading

  1. AmericanOptionPricing AmericanOptionPricing Public

    Parallelizing Monte Carlo LSM for Path-Dependent Options

    C++ 1

  2. A-Hybrid-Learning-Approach-to-Generating-Synthetic-Positions-for-Tax-Loss-Harvesting A-Hybrid-Learning-Approach-to-Generating-Synthetic-Positions-for-Tax-Loss-Harvesting Public

    Jupyter Notebook

  3. AlphaMax AlphaMax Public

    A Reinforcement Learning-Driven Algorithmic Trading System for Optimizing Risk-Adjusted Returns

    Jupyter Notebook 2

  4. SarsIo SarsIo Public

    Public version of in-progress Sars.io, a browser game using Javascript and the Spring Framework for Java to demonstrate the effects and importance of social distancing in regards to mitigating the …

    JavaScript

  5. CryptoABM CryptoABM Public

    Python 1