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1. flood_bandit flood_bandit Public

   Levee height selection via multi-armed bandits: Hoeffding-confidence pure exploration with pruning, Monte Carlo flood-loss simulation (GPU), and preference-based dueling bandits.

   Jupyter Notebook

2. Project-MATH-214 Project-MATH-214 Public

   Jupyter Notebook

3. Formalizing-Quantitative-Risk-Analysis-Probabilistic-Foundations-and-Monte-Carlo-Methods Formalizing-Quantitative-Risk-Analysis-Probabilistic-Foundations-and-Monte-Carlo-Methods Public

   Implements a probabilistic Quantitative Risk Analysis (QRA) framework using Monte Carlo simulation and a modified Gaussian puff dispersion model. Reproduces results from “Formalizing Quantitative R…

   Jupyter Notebook 1

4. Stochastic-Differential-Equations---Math-214-and-Independent-Study-course Stochastic-Differential-Equations---Math-214-and-Independent-Study-course Public

   Here are my notes and study materials for Stochastic Differential Equations. The theoretical core comes from my independent study (MATH 199), based primarily on Øksendal’s. The computational compon…

   Jupyter Notebook 1

5. Stochastic-Project-Management-in-Discrete-Time Stochastic-Project-Management-in-Discrete-Time Public

   A transparent simulation and analysis platform for project time, cost, and risk under uncertainty using Monte Carlo methods in discrete time.

   Jupyter Notebook

6. VRSF20---Statistical-and-Mathematical-Uncertainty-Analysis VRSF20---Statistical-and-Mathematical-Uncertainty-Analysis Public

   Uncertainty quantification for risk assessment: expert elicitation, Bayesian inference, Monte Carlo uncertainty propagation, sensitivity analysis, and clear uncertainty communication.

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