Experimental local-first scenario analysis for natural-language forecasting with Codex or Claude

Prototype risk modeling simulation for Portfolio using Arbiter.

A comprehensive guide to designing economically safe ERC-20 tokens using formal invariants and strict permission boundaries. Covers supply caps, fee ceilings, liquidity guarantees, transfer safety, oracle integrity, upgrade control, and economic threat modeling. Focused on real-world DeFi security and robust token design.

A research-grade lab for stress-testing DeFi protocols using Solidity mini-systems, a Python simulation engine, and a Streamlit dashboard. Simulates price crashes, liquidity shifts, AMM behavior, lending liquidations, and systemic risk dynamics. Designed for DeFi engineers, auditors, and researchers.

A deep exploration of the economic physics governing DeFi crashes, AMM decay, liquidity spirals, and liquidation cascades. This article models decentralized finance as a nonlinear system driven by invariants, thresholds, and feedback loops, revealing why crashes follow predictable laws of motion.

A research-grade tool that analyzes Solidity smart contracts for economic vulnerabilities such as unbounded minting, toxic fee mechanisms, liquidity traps, oracle manipulation, centralized control, and broken financial invariants. Focused on economic correctness, incentive risks, and DeFi system stability.

A research-grade framework for forecasting tokenomic gene evolution across market cycles. Analyzes historical gene frequencies, models behavioral drift, and predicts future gene expression using interpretable trend and moving-average forecasting. Designed for tokenomics research, risk analysis, and evolutionary cryptoeconomics.

Reassessment of P2P Credit Risk Modeling with Macroeconomic Factors

Bank-style Credit Risk Scorecard using Logistic Regression, IFRS-9 Expected Credit Loss, and an Interactive Streamlit Risk Dashboard for loan default prediction.

End-to-End Python econometric pipeline for modeling geopolitical risk in international trade using advanced Bayesian filtering, high-dimensional fixed effects, and split-panel jackknife inference. Replicates Hardwick's (2025) methodology with full robustness testing and automated reporting.

Implémentation d'un modèle de scoring (OpenClassrooms | Data Scientist | Projet 7)

🚗 A dynamic pricing and insurance risk modeling system using Python, XGBoost, SHAP, and DVC. Predicts claim severity and probability, enabling risk-adjusted premium strategies with full reproducibility and CI/CD.

A collection of quantitative finance and risk modeling projects demonstrating skills in time series forecasting, financial derivatives pricing, and credit risk assessment.

Statistical modeling and simulation project analyzing optimal betting strategies across multi-game sports series using R.

🌍 Model political distance and trade dynamics using a quantitative framework to enhance understanding of international trade relationships.

AI governance audit system for healthcare decision models. Evaluates fairness (DPD/EOD), calibration, and robustness with NIST AI RMF-aligned reporting.

Interpretable credit risk modeling using real-world lending data, with emphasis on probability calibration, decision relevance, and scalable machine learning workflows.

Breach probability simulator for CISOs. Quantifies defense-in-depth effectiveness using Poisson modeling. SOC aesthetic, risk quantification dashboard.

Default-Risk Prediction & Screening at Loan Origination in P2P Consumer Lending, with a Double Machine Learning Extension of the Effects of Longer Terms and High Interest Rates

Credit scoring machine learning pipeline with MLflow experiment tracking. Includes data preparation, baseline and advanced models, Optuna tuning, and threshold optimization for business cost. Uses Home Credit data, with CSVs tracked via Git LFS.