AI-native financial modeling — YAML models that LLMs read, write, and validate deterministically. 10-15x fewer tokens than Excel.
Reproducible R-based valuation of BIM effects in PPP projects using DCF, scenario analysis, Monte Carlo simulation, meta-regression, and real-options modeling.
This repository contains reinforcement learning algorithms that solve optimal stopping problems motivated by real option models. The algorithms were proposed by the authors Jodi Dianetti, Giorgio Ferrari, and Renyuan Xu in their paper ''Reinforcement Learning in Real Option Models''.
[BETA] Python platform for optimizing offshore renewable energy systems under uncertainty. Baseline optimization, Monte Carlo analysis, real options valuation, and multi-objective trade-off analysis across wind, solar, wave, and tidal technologies.
Estimating the duration between land sales
A 26-day systematic equity research methodology for value investors. Day01-Day20 foundation + Day21-Day26 advanced toolkit: Buffett Dollar Test, Red Queen Effect, Antifragility, Real Options, Munger Inversion, Kelly Criterion.
Capital deployment infrastructure for Meridian Private Bank. Hybrid PE fund architecture nested inside private banking integration logic. GP/LP blind pool, real options investment thesis, BI-driven due diligence, Expanded NPV valuation, and co-investment mechanics across five Asia-Pacific corridors.
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