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marieltv/README.md

Data Scientist | ML & Risk Modelling | Finance | Python.

Bachelor’s Degree — Economics (Economic Cybernetics)
Master’s Degree — Computer Science

📫 Contact me

🛠 Skills & Technologies

📊 Quantitative & Financial

scipy scikit-learn

🐍 Programming & Data

Python Pandas NumPy SQL

🤖 Machine Learning & Computer Vision

PyTorch OpenCV YOLO

📈 Visualisation & Analysis

Matplotlib Seaborn

⚙️ Tools & Environment

Git Kaggle Google%20Colab Plotly Streamlit

🚀 Selected Projects

Portfolio Optimisation — Out-of-Sample Evaluation
Rolling walk-forward backtest comparing Equal Weight, Minimum Variance, Risk Parity, and Regularised Max Sharpe on US defence equities. Includes predicted vs actual Sharpe/Sortino analysis, Ledoit-Wolf and James-Stein shrinkage estimators, and an interactive Streamlit dashboard.
Python · scipy · pandas · scikit-learn · Streamlit · Plotly · GitHub Actions

IRRBB Model · Basel III / BCBS 368
Python implementation of the BCBS 368 IRRBB standardised framework — EVE & NII sensitivity across 6 prescribed shock scenarios, 19 repricing buckets, full cash flow discounting, Streamlit dashboard.
Python· numpy· pandas · Streamlit · Plotly · GitHub Actions

YOLOv8 Segmentation Optimisation
Hyperparameter optimisation, cross-validation, custom loss functions, GPU-aware training.
PyTorch · OpenCV · YOLO

🌱 Outside of Work

  • Health and well-being 🌿
  • Classical music and the arts 🎻

Popular repositories Loading

  1. yolov8-seg-modified yolov8-seg-modified Public

    Ships Detection & Segmentation System with Multi-Objective Optimization

    Python

  2. marieltv marieltv Public

  3. portfolio_optimization portfolio_optimization Public

    Walk-forward portfolio optimisation backtest comparing four allocation strategies with predicted vs actual risk analysis and an interactive Streamlit dashboard.

    Python

  4. IRRBB_model IRRBB_model Public

    Python implementation of the BCBS 368 IRRBB standardised framework — EVE & NII sensitivity across 6 prescribed shock scenarios, 19 repricing buckets, full cash flow discounting, Streamlit dashboard.

    Python