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懐かしい曲、懐かしい青春
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懐かしい曲、懐かしい青春

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phetdam/README.rst

Hi, I'm Derek

Recent graduate [1] broadly interested in optimization, machine learning, and scientific computing, mainly using Python, C++, and C. Most of my personal and professional work is in Python, although lately I find myself using C++, namely C++17, more and more.

For fun, here's a toy norm-constrained convex optimization problem and a plot of its solution against the objective's minimum. The Python script used to solve the problem and generate the plot can be found in my profile repository.

contours.png

Recent activity

numpy-lapacke-demo
Python C extension implementations of linear regression using QR/SVD and Newton's method with diagonal Hessian modification using the Python C API and NumPy C API to work with Python objects on the C level. Computations are done using CBLAS/LAPACKE routines operating directly on NumPy array memory. All public and private methods are rigorously unit tested using pytest.
[1]NYU Stern May 2021, BS in finance and joint BA in math/computer science.

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  1. bac-advanced-ml bac-advanced-ml Public

    Lecture and exercise materials for the BAC Advanced Team intro to machine learning curriculum.

    TeX

  2. networking networking Public

    C/C++ networking examples.

    C++

  3. math math Public

    some independent work. any errors are wholly my own.

    TeX

  4. numpy-lapacke-demo numpy-lapacke-demo Public

    A small Python package demonstrating CBLAS and LAPACKE calls on NumPy arrays in C extension modules.

    C 1

  5. infix-calculator infix-calculator Public

    An infix calculator written with flex + bison.

    C++

  6. sabr-model sabr-model Public

    Research on the SABR model conducted under a FAST grant from NYU Dean's Undergraduate Research Fund.

    R 2 2