A NextJS application was created as a prototype to implement the RM3 framework (a risk management framework for IT projects) as part of the Ph.D. studies of Paulo Andrade @ University of Regina.
Reusable Value-at-Risk Toolkit for practical financial risk analysis · Parametric · Historical · Monte Carlo
Stock Portfolio Optimization using SPY as the market in the model. Two models were developed using multi goal programming with goals ranked and weighted differently.
A glimpse of Futures trading. Data Analytics | Quantitative Analysis | Model Development | Risk Management | Wealth Management
Local OSCAL converter for NIST control implementation and continuous control monitoring. Convert CSV, Excel and documents to OSCAL JSON, YAML and XML, with optional Gemini, Azure OpenAI and Snowflake.
Comprehensive security assessment of a Django-based refugee management system. Vulnerability identification using OWASP guidelines, risk assessment, threat modeling with RMF, and mitigation strategies.
Practical AI governance, audit, and certification-readiness toolkit aligned to ISO/IEC 42001 and supporting AI risk frameworks.
Ghana FX VaR — parametric, historical & GARCH(1,1) on 10y of BoG USD/GHS data. Parametric model fails Kupiec (LR=36.27, 60 breaches vs 24.75). Fictional bank, real data.
Reusable GARCH Volatility Toolkit (by Lyra) for financial analysis
Documenting my transition from academia/DevOps into GRC — risk assessment, TPRM, and ISO frameworks, building toward Enterprise Risk Management in Germany.
Monte Carlo portfolio risk simulator using correlated Geometric Brownian Motion to estimate VaR/CVaR, backtest risk models, and analyze tail risk using Student-t and EWMA volatility methods.
End-to-end analytics and decision-support engines across the global value chain. Bridging FinTech risk modeling, supply chain logistics, industrial process control (moisture optimization), and biological R&D to drive measurable business ROI.
A practitioner's guide to the NIST Risk Management Framework and SP 800-53 Rev. 5: guidance for every control, plus a free CC0 kit of policies, plans, standards and forms.
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