Paul de Fressenel
Hi! I’m Paul. I am passionate about mathematics, testing ideas, and talking to people. This is my personal website to show my work and interests. The code for the research articles or visual implementations can be found in my Github page. I hope you find what you are looking for!
Research Interests
Uncovering Latent Market Structure in BTC using Principal Component Analysis (PCA)
Capturing COVID-19 tail-risk through Monte Carlo VaR and Scenario-based Stress Tests
Maze Generation with Pygame
Prim's Algorithm
DFS Algorithm