Monte Carlo Simulations and their Applications in Finance
My capstone project was about using Monte Carlo simulations to price options. The paper mainly focuses on different variance reduction techniques, placing emphasis on mathematical proofs.
Barnabas Sng
Fresh graduate of NUS, majoring in Mathematics and Computer Science
Projects
Singapore HDB resale price predictor
This project uses machine learning, specifically the gradient boosted regressor model, to predict future resale prices of Singapore HDB flats.