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falbertdiaz/README.md

Hi, I'm Francisco 👋

Financial Engineering student at Grenoble INP – ENSIMAG, aiming for a career in quantitative finance (research / dev). I like turning mathematical models into clean, tested, reproducible code — especially stochastic processes and Monte-Carlo methods.

  • 🎯 Focus: stochastic modeling, derivatives pricing, statistical estimation
  • 🛠️ Stack: Python (NumPy / SciPy / matplotlib), C, R (shiny)
  • 📚 Currently deepening: stochastic calculus, C++ for quant dev
  • 🌍 Languages: Spanish · French · English · German · (learning European Portuguese)

Selected projects

  • degradation-processes — R/Shiny app for Wiener & Gamma degradation models: simulation, MLE/moments estimation, and failure prediction via first-passage (inverse Gaussian). Same toolkit as first-passage barrier models in credit risk.
  • galton-watson-diffusion — Information spread on social networks via branching processes: extinction probability as a generating-function fixed point, multitype Perron-Frobenius, SIR comparison. Connects to financial contagion / systemic risk.

A bit more

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  1. galton-watson-diffusion galton-watson-diffusion Public

    Information spread on social networks via Galton-Watson branching processes: extinction probability, multitype Perron-Frobenius, SIR comparison. Links to financial contagion.

    Python

  2. degradation-processes degradation-processes Public

    R + Shiny app for degradation modeling: Wiener & Gamma processes, MLE/moments estimation, and failure prediction via first-passage (inverse Gaussian). Applied to real reliability data.

    Python