Portfolio

Financial Mathematics Projects

Project 1: PCA on a Bonds Portfolio

An analysis and literature review of factor investing in fixed income, where the first three components can be attributed to actual meanings in a Bonds Portfolio setting.

Project 2: Stock Return Prediction

Predicting the sign of stock returns in a noisy time series tabular dataset.

AI Research Projects

Project 1: GPT2 Finetuning

Fine-tuning GPT-2 for Dictionary-based Language Generation. This dates back to Fall 2021, so: before it became cool essentially.

Project 2: Curriculum Learning applied in RL simulation complexity to lighten and speed up an agent’s training time.

Work done under the supervision of Professor Daniel Bruder and Professor Robert Wood at the Harvard’s Microrobotics Lab.

Project 3: Structured State Space Models (S4) Applied to RL as a replacement of Transformers

Implemented the innovative S4 model as a replacement for a Transformer. Reduced by 86% the number of trainable parameters required.

Data Science Projects

Project 1: N Body Simulation

Efficient N-body Simulation Using Parallel Computing.

Project 2: Identifying High-Potential Accounts for Sales Targeting

A Data-Driven Approach to Identifying High-Potential Accounts for Sales Targeting using Additive Logistic Regression.