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pmasousa/README.md

Hi, I'm Pedro Sousa 👋

Welcome to my profile!

Here you can see some of the work and the challenges I've done

  • 📍 I live in Portugal
  • 🎓 I study Computer Science at IST

English level C2 : EF SET Certificate

LinkedIn Connect

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  1. EU-Electricity-Price-Forecaster EU-Electricity-Price-Forecaster Public

    Probabilistic day-ahead power price forecasting for three European markets. Walk-forward benchmarked TFT, LightGBM and linear baselines.

    Python

  2. deep-hedging-pricing-simulator deep-hedging-pricing-simulator Public

    Differential ML option pricing and deep hedging in PyTorch. Analytic, autograd, and pathwise Monte Carlo routes to every Greek, validated to 1e-10; a deep hedging policy under transaction costs, be…

    Jupyter Notebook