- Bristol, United Kingdom
- in/farhad-chichgar-9b7568175
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derivx-fic-analytics
derivx-fic-analytics PublicFIC derivatives analytics: Black-Scholes, SVI/SABR, OIS/IRS bootstrapping, Black IR pricing, DV01/PV01
Python
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FRED-MD
FRED-MD PublicFactor-augmented forecasting models for macroeconomic prediction using FRED-MD dataset (134 series, 2001-2019). Achieved 37-42% improvement over naive benchmarks with statistically significant resu…
HTML
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claude-skills
claude-skills PublicCustom Claude Code skills and Spawner knowledge skills for an agentic Obsidian vault workflow
Python
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