Research Expertise
Econometrics & Computational Finance
- Market Microstructure: High-frequency finance, limit order book reconstruction and simulation, and alpha signal detection.
Statistics and Machine Learning
- Time Series Analysis: Theory, methods, and applications.
Risk Management & Actuarial Mathematics
- Healthcare Risk Analytics: Risk adjustment and grouper condition models.
- Epidemiological Modeling: Disease transmission modeling, scenario analysis, and resource forecasting.
Targeted Domains
Applied AI & Deployment
- AI-Assisted Education: Applications of machine learning and large language models to enhance pedagogical frameworks and accelerate knowledge acquisition.
Statistics and Machine Learning
- Kernel Methods: Theory, methods, and applications.
Econometrics & Computational Finance
- Energy Economics: Energy grid load forecasting, volatility pricing, and infrastructure demands.
- Environmental & Renewable Finance: Renewable asset optimization, carbon pricing dynamics, and climate-linked financial instruments.
Technical Infrastructure & Capabilities
- Languages: Python, R, SQL.
- Machine Learning & AI: PyTorch, scikit-learn, AI deployment.
- Time Series & Econometrics: statsmodels, rugarch, glmnet, urca.
- Data Engineering & Pipelines: NumPy, pandas, rpy2, Databento (high-frequency LOB data).
- Infrastructure & Reproducibility: Git, Docker, Linux/Bash, Google Cloud Storage (GCS).