(excluding confidential customer projects)
My 1990s master's thesis at Tokyo University of the Arts (東京芸術大学), 戦前の日本におけるジャズ音楽とその概念, digitized from the original scan into clean, rebuildable LaTeX editions.
Read or download: 日本語 (original, 48 pp.) · English (42 pp.). The LaTeX source, figures, and English translation are in the repository.
My probe for visualizing hidden geometry of transformer models. I used this for my invited talk, “Journey to the Centre of the LLM,” at Tokyo Tech Talks, September 29, 2026 in Ebisu.
Built and deployed entirely in one afternoon, this app solves a meaningful problem in finance, while demonstrating the capabilities of my recent TypeScript port of vollib.
The scenario: Suppose one of your stock investments goes through the roof, and you'd like to cash out before it falls back down. But cashing out now subjects you to a higher capital gains tax, whereas waiting until a future date would give you a lower tax rate.
The options collar (a.k.a. risk reversal) provides a solution to this dilemma. It allows you to protect unrealized gains from market retracement while minimizing tax liability.
Unstuck allows you to interactively simulate the effect of selected option strikes and maturities on your post-tax gains.
Vollib now available in TypeScript!
Fast-Vollib carries the Vollib ecosystem into the GPU era.
Oxford researcher Raeid Saqur’s independent implementation brings pricing, implied volatility, and Greeks to NumPy, PyTorch, JAX, and fused CUDA kernels.
I’m grateful that his paper acknowledges my original work. It is wonderful to see the ecosystem continue in such an ambitious new direction.
Open-source tools for option pricing and implied volatility.