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harmonic-regression

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Starting from a dataset, which concerns two years gas consumption trend in Italy in function of two parameters (day of the year, day of the week), we want to identify the model which represents our data in the better way. Afterwards, we created a function that predicts the gas consumption value, using the best identified model, once you insert a…

  • Updated May 18, 2021
  • MATLAB

A portfolio of quantitative finance models developed during the JPMorgan Chase Job Simulation, featuring continuous-time commodity forecasting, algorithmic storage contract pricing, and dynamic programming for FICO score quantization.

  • Updated Apr 29, 2026
  • Jupyter Notebook

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