Projets

Une sélection de mes travaux en ingénierie logicielle et intelligence artificielle.

Academic

Gomory - Cutting Plane Method

A pure Python implementation of the Gomory cutting plane method for solving Integer Linear Programming (ILP) problems. Designed for educational purposes, it features exact fractional arithmetic and step-by-step simplex tableaux generation.

Python Linear Programming Optimization

Academic

Black-Scholes Simulation

Analytical resolution of the Black-Scholes equation by transforming it into the heat equation. Includes the derivation of the pricing formula and the calculation of the Delta Greek for a European Call option.

Mathematics PDE Finance