financial-optimization
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Large-scale financial collateral optimization using the Primal-Dual Hybrid Gradient (PDHG / Chambolle-Pock) algorithm implemented in JAX
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Feb 16, 2026 - Python
Passive index replication of the NASDAQ-100 using Mixed Integer Programming that selects an optimal 25-asset fund from 97 equities to maximise correlation-weighted similarity across rolling market regimes.
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Mar 6, 2026 - Jupyter Notebook
Replicate the NASDAQ-100 with a 25-asset index fund using mixed integer programming to maximize correlation-based similarity.
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Jun 30, 2026 - Jupyter Notebook
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