Experimental scenario analysis for real-life events forecasting with Codex or Claude

Prototype risk modeling simulation for Portfolio using Arbiter.

A comprehensive guide to designing economically safe ERC-20 tokens using formal invariants and strict permission boundaries. Covers supply caps, fee ceilings, liquidity guarantees, transfer safety, oracle integrity, upgrade control, and economic threat modeling. Focused on real-world DeFi security and robust token design.

A research-grade lab for stress-testing DeFi protocols using Solidity mini-systems, a Python simulation engine, and a Streamlit dashboard. Simulates price crashes, liquidity shifts, AMM behavior, lending liquidations, and systemic risk dynamics. Designed for DeFi engineers, auditors, and researchers.

A deep exploration of the economic physics governing DeFi crashes, AMM decay, liquidity spirals, and liquidation cascades. This article models decentralized finance as a nonlinear system driven by invariants, thresholds, and feedback loops, revealing why crashes follow predictable laws of motion.

A research-grade tool that analyzes Solidity smart contracts for economic vulnerabilities such as unbounded minting, toxic fee mechanisms, liquidity traps, oracle manipulation, centralized control, and broken financial invariants. Focused on economic correctness, incentive risks, and DeFi system stability.

A research-grade framework for forecasting tokenomic gene evolution across market cycles. Analyzes historical gene frequencies, models behavioral drift, and predicts future gene expression using interpretable trend and moving-average forecasting. Designed for tokenomics research, risk analysis, and evolutionary cryptoeconomics.

Automatic optimal discretization pipeline

Reassessment of P2P Credit Risk Modeling with Macroeconomic Factors

QuantCore.Net is a high-performance .NET library for quantitative finance computations with low latency,deterministic behavior,and allocation-aware APIs.

Bank-style Credit Risk Scorecard using Logistic Regression, IFRS-9 Expected Credit Loss, and an Interactive Streamlit Risk Dashboard for loan default prediction.

End-to-End Python econometric pipeline for modeling geopolitical risk in international trade using advanced Bayesian filtering, high-dimensional fixed effects, and split-panel jackknife inference. Replicates Hardwick's (2025) methodology with full robustness testing and automated reporting.

Implémentation d'un modèle de scoring (OpenClassrooms | Data Scientist | Projet 7)

A collection of quantitative finance and risk modeling projects demonstrating skills in time series forecasting, financial derivatives pricing, and credit risk assessment.

Breach probability simulator for CISOs. Quantifies defense-in-depth effectiveness using Poisson modeling. SOC aesthetic, risk quantification dashboard.

Statistical modeling and simulation project analyzing optimal betting strategies across multi-game sports series using R.

Enterprise-style Credit Risk Analytics & Scorecard Modeling System using WOE, IV, Logistic Regression, XGBoost, KS, AUC, Credit Scoring, PSI & Drift Monitoring.

🚗 A dynamic pricing and insurance risk modeling system using Python, XGBoost, SHAP, and DVC. Predicts claim severity and probability, enabling risk-adjusted premium strategies with full reproducibility and CI/CD.

End-to-End IFRS 9 LGD Model development by Advance Workout Model.

🌍 Model political distance and trade dynamics using a quantitative framework to enhance understanding of international trade relationships.