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1. chronos2-cpp chronos2-cpp Public

   C++17 realised-volatility forecasting pipeline: Bloomberg BLPAPI → SQLite → feature engineering → Chronos-2 inference via ONNX Runtime, benchmarked against HAR-RV and persistence with Diebold-Maria…

   C++ 1

2. chronos-volatility-forecasting chronos-volatility-forecasting Public

   Chronos-2 foundation model significantly outperforms HAR at forecasting gold realised volatility — 30yr Bloomberg data, DM p<0.0001

   Python

3. option-pricing-cpp option-pricing-cpp Public

   C++ implementation of European call option pricing using Black–Scholes and Cox–Ross–Rubinstein binomial models.

   C++

4. temporal-neural-network temporal-neural-network Public

   NumPy-only Temporal Convolutional Network for gold volatility-regime forecasting using Bloomberg market data and HAR-RV baselines.

   Jupyter Notebook

5. gaussian-process-classification-numpy gaussian-process-classification-numpy Public

   Jupyter Notebook