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celinenguyentu/README.md

About me

I am Céline Nguyen-Tu - I'm a student in Applied Mathematics interested in financial modelling, data science, artificial intelligence and programming.

Recent projects

Skills/tools

Social media

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  1. ft_printf ft_printf Public

    A custom printf function.

    C

  2. Minitalk Minitalk Public

    A data exchange program using UNIX signals.

    C

  3. TicTacToeAI TicTacToeAI Public

    An AI based on reinforcement learning to play Tic Tac Toe.

    Python

  4. Deep_Neural_Network_for_Bermudan_Option_Pricing Deep_Neural_Network_for_Bermudan_Option_Pricing Public

    An applied reproduction project on Bermudan option pricing using FFNN based on research papers.

    Jupyter Notebook

  5. Barrier_Options_and_Killed_Diffusions_with_Euler_Schemes Barrier_Options_and_Killed_Diffusions_with_Euler_Schemes Public

    An applied reproduction project on Barrier option pricing using Euler schemes based on research papers.

    C++

  6. Malliavin_Calculus_for_Monte_Carlo_Greeks_Estimation Malliavin_Calculus_for_Monte_Carlo_Greeks_Estimation Public

    An applied reproduction project on Greeks approximation using Malliavin Calculus based on research papers.

    C++