VYOMKESH GUPTA
math and videogames


articles


notes on copulas, in plain terms
A short write-up on what copulas actually do — separating marginal behaviour from dependence, and why that split matters for modelling tail risk. (full post coming soon)




why GARCH still matters next to LSTMs
Some thoughts on combining classical volatility models with sequence models instead of throwing one away for the other. (full post coming soon)

last updated: aug 2026