A Julia implementation of CART decision trees, with cost-complexity pruning and cross-validation. Inspired by R's rpart library. Still an early work in progress. Supports basic tree building features (fitting, pruning, cross-validation, and prediction).
Created a custom VBA class to simulate bit operations, enabling spreadsheet encryption via DES. Built functions including 16-round subkey generation, expansion functions, S-Box substitutions, and file parsing modules for full encryption and decryption.
Senior capstone mathematical modeling project. Calculated and used forward curves to price bonds across all S&P Global credit rating levels across various time horizons. Modeled and compared cumulative default rates for each rating across a 10-year period, implementing Credit Metrics Monte Carlo simulations with Markov models to forecast portfolio-level credit Value at Risk.
Feel free to reach out via email, message on LinkedIn, or review my work on GitHub.
