A program for financial portfolio management, analysis and optimisation.

Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB

Portfolio optimisation library.

Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN

Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

Bachelor Thesis (in progress) - Robust Portfolio Optimisation under Parameter Uncertainty in the U.S. Equity Market (S&P 100) - Robert Smith & Joaquin Rodriguez

A Python-based project exploring algorithmic trading strategies, including backtesting, real-time data integration, and predictive modelling with TensorFlow and Keras. Key topics include technical indicators, risk management, and leveraging AWS and broker APIs for automated trading

Constructing mean-variance efficient frontiers from MPT.

Constrained portfolio rate optimisation for insurance pricing — SLSQP, FCA ENBP, efficient frontier, shadow prices, JSON audit trail

AI Powered Stock Analysis and Portfolio Optimisation Tool

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

A machine learning pipeline that combines financial fundamentals and historical stock trends to deliver more informed stock recommendations for London-listed companies.

HMM-based regime-switching portfolio optimiser with rolling OOS backtest, mean-variance optimisation, and volatility targeting

Mean-variance portfolio optimisation across 50+ S&P 500 constituents using Python

Walk-forward portfolio optimisation backtest comparing four allocation strategies with predicted vs actual risk analysis and an interactive Streamlit dashboard.

Research and frameworks for optimizing fintech product portfolios.

AI-powered stock predictions, deep market analysis, portfolio optimization, backtesting, and property investment tracking — all in one dashboard.

Built end-to-end pipeline: K-Means clustering for asset segmentation, Mean-Variance optimisation, Monte Carlo VaR (10K simulations). Backtested vs FTSE with Sharpe ratio analysis.

FTSE 100 portfolio optimisation using Markowitz MPT — production quantitative finance tool with FCA compliance