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1. var-es-risk-engine var-es-risk-engine Public

   FRTB-aligned VaR & Expected Shortfall risk engine with GARCH volatility modeling, regulatory backtesting, and Streamlit dashboard — built for Swedish equities.

   Jupyter Notebook 1

2. credit-risk-pipeline credit-risk-pipeline Public

   Basel III IRB credit scoring pipeline, CatBoost/XGB/LGB, OOT Gini 0.5814, SHAP adverse action (GDPR Art.22), Gender DIR 0.955, FastAPI + Streamlit

   Python

3. freq-anomaly-detection freq-anomaly-detection Public

   Rolling z-score + CUSUM anomaly detection on Nordic grid frequency (Fingrid 1-sec, Q1 2025), validated against ENTSO-E generation outages — 15% precision at |z|>5.0

   Python

4. Instacart Instacart Public

   Customer Segmentation and Market Basket Analysis

   Jupyter Notebook

5. project-1-high-dimensional-regression project-1-high-dimensional-regression Public

6. project-2-glm-insurance-pricing project-2-glm-insurance-pricing Public

   Jupyter Notebook