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JoshHayes/README.md

Hey, I'm Joshua Hayes 🦉

I am a mathematics PhD student at the École polytechnique fédérale de Lausanne (EPFL) and Assistant-doctorant at the Swiss Finance Institute, working under the supervision of Prof. Damir Filipović.

Previously, I taught mathematics to computers at a hedge fund.

🔭 Research

  • Model-based extrapolation of yield curves
  • Kernel methods and applications to quantitative finance
  • Machine Learning for quantitative finance
  • Causal inference and Bayesian statistics
  • Dependently-typed programming in Agda
    • Compositional specification of financial contracts
    • Correct Approximate Computing

📫 Contact

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  1. Using C++20 concepts to avoid inheri... Using C++20 concepts to avoid inheritance - a tiny demo
    1 
    // Using C++20 concepts to enable composition over inheritance - a tiny demo.
    2 
    // Notes from a lovely talk by Jonathan Gopel
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    //
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    // Source:
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    //      Using Modern C++ to Eliminate Virtual Functions - Jonathan Gopel - CppCon 2022
  2. JoshHayes JoshHayes Public

    GitHub profile

  3. joshhayes.github.io joshhayes.github.io Public

    The repo for my personal website.

    SCSS

  4. QuantLib QuantLib Public

    Forked from lballabio/QuantLib

    The QuantLib C++ library

    C++