Tools for Stochastic Simulation using diffusion models (R).

Populating agent-based models with agents who give rise to dynamics and scenarios of interest

Some work I did for an interview for a job as a data scientist optimisation specialist

Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.

This project aims to synthesize realistic traffic scenarios from specifications in Temporal Logic. This work was done as part of my thesis @ TUM.