Skip to content
View dnpjr's full-sized avatar

Block or report dnpjr

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
dnpjr/README.md

Daniel Pajer

Oxford Mathematical Physics DPhil candidate with experience in Python, statistical modelling, machine learning and optimisation. I build structured, reproducible modelling workflows and decision-support tools, with projects spanning ML pipelines, constrained optimisation, time-series backtesting and interactive simulation.

I am interested in roles across data science, applied analytics, quantitative modelling, optimisation, and research/analytics engineering.

Featured Projects

F1 Fantasy Optimisation

Python decision-support pipeline for the official F1 Fantasy game. The project ingests historical race data, builds recency-weighted expected scoring estimates, and solves team selection under budget, roster and transfer constraints using mixed-integer optimisation.

Relevant skills: Python, pandas, PuLP, constrained optimisation, feature construction, decision modelling, explainable recommendations

Repo: f1_fantasy_optimizer

Imbalanced Credit Default ML Pipeline

End-to-end machine learning pipeline for credit-risk classification, from data preparation to model comparison and threshold tuning. Models include logistic regression, random forest and XGBoost, evaluated using cross-validation and PR-AUC to handle class imbalance.

Example results: ROC-AUC ~0.77, PR-AUC ~0.55; minority-class recall improved from ~35% to ~59% through imbalance-aware evaluation and threshold optimisation.

Relevant skills: Python, pandas, scikit-learn, XGBoost, cross-validation, model evaluation, imbalanced classification, threshold optimisation

Repo: ml_pipeline

Monday Range — Research & Backtesting Framework

Reproducible research and backtesting framework for testing conditional weekly market patterns. The project separates exploratory analysis from strategy evaluation and includes risk-based sizing, layered exits and drawdown diagnostics.

Relevant skills: Python, pandas, time-series analysis, backtesting, performance evaluation, risk diagnostics, reproducible research structure

Repo: monday_range

Drone Radar Interception Simulation

Lightweight browser-based simulation of radar sweep detection, target acquisition and dynamic pursuit assignment. Built as an interactive demo to prototype decision logic for multi-target tracking and interception scenarios.

Relevant skills: JavaScript, HTML Canvas, simulation logic, real-time visualisation, target assignment

Repo: drones

Skills Snapshot

Programming: Python, Git, Jupyter; currently learning SQL; working knowledge of JavaScript/HTML, MATLAB and C++

Python stack: pandas, NumPy, SciPy, scikit-learn, XGBoost, PuLP, Matplotlib

Modelling & Analysis: statistical modelling, regression, classification, cross-validation, model evaluation, threshold optimisation, feature engineering, imbalanced classification, time-series backtesting, constrained optimisation

Mathematics: linear algebra, probability & statistics, regression modelling, numerical methods, optimisation, stochastical processes

Contact

This profile is a living portfolio: projects and write-ups are being expanded with robustness checks (costs/slippage, walk-forward validation, sensitivity analysis) and additional modelling examples.

Popular repositories Loading

  1. drones drones Public

    Interactive HTML5 canvas simulation of radar detection and drone interception (real-time loop + HUD).

    HTML

  2. monday_range monday_range Public

    Research + backtest framework for a weekly range-based pattern with risk-based sizing, layered exits, and reproducible outputs.

    Python

  3. ml_pipeline ml_pipeline Public

    Reproducible credit-default classification pipeline with imbalance-aware evaluation (PR AUC), threshold tuning, and model comparison (LogReg/RF/XGBoost).

    Python

  4. dnpjr dnpjr Public

  5. f1_fantasy_optimizer f1_fantasy_optimizer Public

    F1 Fantasy team optimizer using historical race data, expected value modelling, and mixed-integer optimisation under budget and chip constraints.

    Python