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I am a graduate student in Financial Engineering at Lehigh University with a passion for machine learning, optimization, factor models, and alternative data. My work spans multiple projects, and I have experience in the front office of a hedge fund, focusing on data science and quantitative research.

I have a particular interest in variance reduction methods like SVRG and the SARAH model, as well as Rust programming for high-performance computing. Beyond finance and technology, I enjoy running for charities, playing golf and squash, painting, and writing essays—one of which was published and earned me a human rights award.

I am always exploring new research opportunities in Quant Finance, machine learning, and optimization. Feel free to connect with me!

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  1. JohananAntonPranesh JohananAntonPranesh Public

    Config files for my GitHub profile.

  2. SVRG_portfolio_optimization-public- SVRG_portfolio_optimization-public- Public

    Jupyter Notebook

  3. Factor-Decay Factor-Decay Public

    Project to explore if Data Mined Factors experience Decay or not. Testing it using a optimized portfolio to understand out of sample analysis

    Jupyter Notebook 1

  4. minio-playing_around minio-playing_around Public

    Forked from aquanauts/minio

    MinIO is a high-performance, S3 compatible object store, open sourced under GNU AGPLv3 license.

    Go

  5. s1 s1 Public

    Forked from simplescaling/s1

    s1: Simple test-time scaling

    Python