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jiabin2001/README.md
Jiabin Zhang — Data, models & useful software.

Selected Projects

Portfolio Risk Analytics Engine
VaR/ES modelling with ARMA–GARCH, copulas, Monte Carlo simulation and rolling backtests.

England Fire-Spread Machine Learning
Temporal validation of ML models on 200,000+ non-domestic building-fire incidents in England.

London Resilience Demo
TypeScript/React prototype for community capability, venue verification and resilience workflows.

RWA Portfolio Manager
Hackathon prototype for tokenised RWA risk management with agent signals and portfolio constraints.

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  1. portfolio-risk-analytics portfolio-risk-analytics Public

    Reproducible market-risk modelling with ARMA-GARCH, copulas, Monte Carlo VaR and Expected Shortfall, and rolling out-of-sample backtesting.

    R

  2. england-non-domestic-fire-ml england-non-domestic-fire-ml Public

    Fire-spread prediction in England’s non-domestic buildings, with temporal validation of Logistic Regression, Random Forest and XGBoost.

    Python

  3. london-resilience-demo london-resilience-demo Public

    Interactive community-resilience prototype for venue verification, support coordination and learning workflows using synthetic data.

    TypeScript

  4. rwa-portfolio-manager rwa-portfolio-manager Public

    Hackathon prototype for tokenised real-world asset risk management, using agent-based signals, portfolio constraints and auditable execution.

    TypeScript