Rahul Katyayan, PhD
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Blog

 

A Practical Guide to Context Management in LLM Systems

Using Model Context Protocol (MCP) for Better Information Flow
LLM
AI
MCP
Tutorials
When an LLM answers a question, quality depends on what context it receives and when it receives it. Too little context leads to weak answers. Too much context leads to…
May 3, 2026
Rahul

Reproducing Gabillon (1991): Model-Implied Term Structures

Model-only reproduction of Figures 5-9
Research
R
Commodities
Tutorials
The paper by Gabillon (1991) (Gabillon 1991) presents a structural model of commodity futures prices that generates a rich variety of term-structure shapes and dynamics. A…
May 3, 2026
Rahul
 

Turning Excel Workbooks into AI-Readable Data with an MCP Server

Python
LLM
AI
MCP
Tutorials
Teaching
Excel is still where business logic lives. Pricing models, risk calculations, and financial projections accumulate over years in workbooks that no single person fully…
Apr 28, 2026
Rahul
 

Simple Julia Code To Understand Merger Arbitrage Payoff

Julia
Functional Programming
Teaching
Tutorials
A simple model to calculate merger arbitrage payoff. By varying the input parameters like offer ratio will help students understand the payoff structure.
Mar 26, 2025
Rahul
 

Project Euler: Problem 2

Julia
Functional Programming
Teaching
Tutorials
The report also available at: Project Euler Problem 2
Mar 14, 2025
Rahul
 

Estimating Pi through Monte Carlo Simualtion

Julia
Functional Programming
Teaching
Tutorials
The report also available at: estimating pi through monte carlo simualtion
Mar 12, 2025
Rahul
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