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1. bayes-cot-faithfulness bayes-cot-faithfulness Public

   Bayesian causal-mediation framework for measuring whether a language model's chain-of-thought causes its answer, treating the reasoning as a mediator and reporting a posterior over the direct and i…

   Python 1

2. Olist-Bayesian-AB-Testing Olist-Bayesian-AB-Testing Public

   Hierarchical Bayesian A/B testing on the Olist Brazilian e-commerce dataset. DuckDB SQL pipeline feeding PyMC; a difference-in-differences design flips the sign of the naive on-time-delivery result.

   Python 1

3. ab-guardrail ab-guardrail Public

   Command-line guardrail for online experiments. Checks traffic allocation for sample ratio mismatch, runs the metric test that suits each metric's shape, corrects for multiple testing, re-estimates …

   Python 1

4. Sovereign-Risk-and-Portfolio-Allocation Sovereign-Risk-and-Portfolio-Allocation Public

   High-dimensional resource allocation with reinforcement learning. A from-scratch PPO agent allocates across a 117-asset universe, beating equal-weight by 12.6% (deterministic) and 5-9% (stochastic,…

   Jupyter Notebook 1

5. BCGX-Data-Scientist BCGX-Data-Scientist Public

   Data science project: PowerCo SME churn classification with a validation-fold cost-optimal operating threshold, leak-safe SMOTE-inside-pipeline resampling, isotonic probability calibration, and a C…

   Jupyter Notebook 1

6. JPMC-Quantitative-Researcher JPMC-Quantitative-Researcher Public

   Quantitative research projects: probability-of-default modelling with a held-out threshold-selection fold, DP-based FICO bucketing, and tabular Q-learning for natural gas storage.

   Jupyter Notebook 6