M.Sc. student in Applied Informatics in Natural Sciences at FJFI (Faculty of Nuclear Sciences and Physical Engineering), ČVUT (Czech Technical University) in Prague.
My interests sit at the intersection of high-performance computing, numerical methods, quantitative finance, machine learning, and modern systems programming. I enjoy building software that pairs strong theoretical foundations with practical performance.
I contribute to TNL (Template Numerical Library), where my graduate research focuses on implementing an Active-Set Quadratic Programming solver in modern C++. The project extends TNL with efficient optimization algorithms for scientific-computing applications.
MarketPulse AI also doubles as research infrastructure for an upcoming paper comparing Prophet vs. LSTM+Prophet hybrid models for financial time-series forecasting.
C++20 pricing engine with a Rust/egui GUI, AD-based Greeks, and parallel Monte Carlo.
Interactive Rust pathfinding visualizer (DFS, BFS, Dijkstra, A*, k-shortest) for desktop and web.
Interactive 2D/3D k-means visualizer in Rust with Voronoi cells and PCA projection.
Qt/C++ desktop app for FPGA register control via μHAL/IPbus, built for CERN AMBER (NA66).
ASP.NET Core web app for stock visualization with technical indicators and ML predictions.
Rust implementation of Object-Process Methodology (OPM) with Petri-net simulation.
Quant research platform: k-NN, Linear Regression, LSTM, sentiment analysis, and backtesting.
I enjoy building software where mathematics, algorithms, and performance matter. Whether it's numerical solvers, financial models, visualization tools, or machine learning systems, I'm interested in producing software that is both scientifically rigorous and practical.
I use AI-assisted development tools (Claude Code, GitHub Copilot) to accelerate implementation while maintaining rigorous engineering practices, testing, and code review.