Physics Informed Neural Networks

Neural networks trained to solve the 1D viscous Burgers' equation and experiments on learning rate, network structure, activation functions, and incomplete initial conditions. Implemented in MATLAB.
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Index-linked Annuity Analysis

Analysis of the distribution of returns for registered index-linked annuities (RILAs) offered by Allianz. The returns are computed via a simulation of the S&P 500 index modeled as GBM, with parameters estimated from historical data. Implemented in R.
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Topology Optimization

An implementation of the Solid Isotropic Material with Penalization (SIMP) model to maximize the rigidity of a load-bearing bracket mounted to a wall. Implemented in FORTRAN 90.
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1D Layout Optimization

An original method for finding an optimal data layout in one dimension for a given traversal pattern. Implemented in Python.
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Sampling and Parameterizing Implicit Curves

An original algorithm to sample and parameterize simple closed implicit curves. Implemented in MATLAB.
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