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1. PINNs-Forward-Inverse-PDEs PINNs-Forward-Inverse-PDEs Public

   Physics-informed neural networks for forward and inverse heat, Burgers, and Navier–Stokes problems using PyTorch and DeepXDE.

   Jupyter Notebook 1

2. qDMC-Multiscale-Finance qDMC-Multiscale-Finance Public

   Python implementation of multifractal detrended multiple cross-correlation (qDMC) for financial time series, with multiscale analysis, numerical diagnostics, and correlation-network visualization.

   Python 1

3. Financial-Time-Series-Scaling-and-Predictability Financial-Time-Series-Scaling-and-Predictability Public

   My MSc thesis and supporting notebooks on scaling, multiscaling, and predictability in financial and cryptocurrency time series, covering stylized facts, volatility and tail-risk modeling, entropy,…

   Jupyter Notebook 1

4. Information-Retention-Scaling Information-Retention-Scaling Public

   PyTorch experiments on information-retention scaling and corruption robustness in masked time-series Transformers, using stochastic binary dynamics, OU-driven drift, and mutual-information metrics.

   Jupyter Notebook 1

5. Noise-Driven-Forecast-Collapse Noise-Driven-Forecast-Collapse Public

   Python framework for studying forecasting collapse under increasing noise, comparing classical and deep learning models and exploring permutation entropy in input features, attention, and training …

   Jupyter Notebook 1

6. Gold-Market-Regime-Classification Gold-Market-Regime-Classification Public

   A quantitative research framework for XAUUSD market regime classification using macroeconomic features, tree-based models, and temporal convolutional networks, evaluated through walk-forward valida…

   Jupyter Notebook 2