Skip to content
View JuanPVenegas13's full-sized avatar

Block or report JuanPVenegas13

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned Loading

  1. JumpDiffPortfolio JumpDiffPortfolio Public

    Regime-switching portfolio allocation: CTMDP + jump-diffusion, a late-fusion neural filter and residual LSTM, CRRA optimization, strict no-leakage walk-forward.

    Python

  2. merton-dyson merton-dyson Public

    Merton portfolio optimization with a Wishart-process covariance (Dyson eigenvalue repulsion / RMT), solved via matrix Riccati and a Deep BSDE. 170 tests + CI.

    Python

  3. angels_and_devils angels_and_devils Public

    Adversarial portfolio allocation: an Angel maximizes utility, a Devil destroys it, and a cross-attention Arbitrator decides — over a Merton jump-diffusion engine. Honest OOS results vs passive base…

    Python

  4. neuroplastic neuroplastic Public

    Geometric neuroplasticity for LLMs: a closed self-regulation loop — Fisher (K-FAC) -> thermodynamic gating -> liquid-time SDE -> natural-gradient adaptation -> drift detection. Honest, measured res…

    Python