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nikserbur/README.md

Hi, I'm Nikita

Quantitative Researcher focused on time series analysis, statistical modeling, machine learning, and systematic trading research.

Currently working on forecasting models, stochastic processes, derivatives modeling, and optimization methods.

Projects

  • CBModelsStohastic — companion code for my article on stochastic modelling of monetary policy: fat-tailed extensions of interest-rate models.
  • SynapDesk — local-first, end-to-end encrypted knowledge management workspace (alpha builds).
  • MAOS — production planning and optimization platform with a 3D plant diagram.
  • Northshell — modern SSH terminal for macOS: sessions, SFTP and live server monitoring.
  • Print Prep — offline Windows app that prepares a folder of photos for printing.
  • autolearn — self-learning plugin and knowledge base for Claude Code.

Contact

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  1. CBModelsStohastic CBModelsStohastic Public

    Companion code for a research article: fat-tailed stochastic extensions of the Bank of Russia interest rate model in R and C++ (HAR volatility, HMM regimes, Monte Carlo).

    R

  2. maos maos Public

    Production enterprise analytics platform: interactive 3D diagram, monitoring, planning and optimization of production, AI assistant based on enterprise data.

    TypeScript

  3. northshell northshell Public

    Free, open-source MobaXterm alternative for macOS: SSH client and terminal with an SFTP file browser, remote file editor and agentless server monitoring.

    TypeScript 2

  4. research-lab research-lab Public

    A research lab for Claude Code: hypotheses in a simulation with written requirements, an independent reviewer that turns every gap between expected and actual behaviour into the next hypothesis, on…

    Python

  5. SynapDeck-alfatest SynapDeck-alfatest Public

    SynapDesk: local end-to-end encrypted second brain for macOS and Windows. Linked notes, tables, diagrams, PDFs and a knowledge graph, with real-time collaboration.

  6. printprep printprep Public

    Offline Windows app (Python, PySide6) that batch-prepares a folder of photos for printing: size and PPI, auto colour correction, ICC, Real-ESRGAN upscaling.

    Python