I enjoy making things. Here are a selection of projects that I have worked on over the years.
Personal dashboard for Garmin running data from a GDPR export, with grade-adjusted pace and heart-rate zones from per-second FIT data. FastAPI and React.
Open-source code of my HEC master's thesis. Forecasting value at risk and expected shortfall from high-frequency data with intrinsic-time sampling.
Interactive viewer of global weather trajectories generated by Appa, our latent diffusion model for data assimilation.