Java Projects

After cutting my teeth on Java during my MSc dissertation project, I found it stimulating and a joy to work with. Since then I have been fortifying my Java. My code makes use of, for instance, interfaces & abstract classes, Java 8 Streams, and multithreading in the form of callable futures.

Option Pricer Borobudur

Option Pricer

The implementation of three models for pricing options: Binomial Trees, Monte Carlo simulation, and Black Scholes equations

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Value at Risk Kinabalu

Value at Risk

How bad could it get for our financial portfolio? This dissertation project looks at a number of ways of estimating VaR.

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Apache Spark Kinabalu

Apache Spark

Coming soon… Having worked on some Hadoop projects in the past, it should be interesting to try to translate these to Spark.

Yahoo Finance Skaftafellsjökull

Fun with the Yahoo Finance API

As of March 2018, something happened to Google Finance - it got taken to the chopping board and is now a miserable husk of its former self! Long gone are the days where one could simply hook into the API and download a fat, juicy csv-file of historical stock price data… or a sensible JSON of option prices. Thankfully there are many alternatives out there, such as the Yahoo Finance API

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SQL Notes

In a past life, my expertise lay in working with SQL databases and writing queries and stored procedures. During this period, I spent many occasion mentoring and educating. Here are some of my notes.

Structured Query Language

SQL is used in essentially two ways - building databases and manipulating data.

That is, we can divide the language into two broad categories:

Data Definition Language (DDL)
&
Data Manipilation Language (DML)

DDL People’s Park Complex

DDL

Data Definition Language is what we use when we are creating, altering, or dropping database objects.

Create Alter Drop Truncate

DML Boh Tea Plantation

DML

Data Manipulation Language is what we use when are working with the data itself.


Select Insert Select Into Update Delete

Joins Iceland

Joins




Cartesian Joins Semi Joins Aliasing Associativity Commutativity

Summarizing Data Reynisdrangar

Summarizing Data




Operations Group By Having Over Data Cubes

CTE Vík

CTEs

The Common Table Element is a powerful subquery that you can name.

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Data Science Stuff

In 2017, I graduated from Royal Holloway with an MSc in Data Science. Here, I enjoyed the experience of writing my own implementations of algorithms such as K Nearest Neighbours, Neural Networks, and Hierarchical Clustering in R. Also used was MATLAB. Projects worked on in these languages will be added last.