Portfolio
Financial Mathematics Projects
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.
Predicting the sign of stock returns in a noisy time series tabular dataset.
AI Research Projects
Fine-tuning GPT-2 for Dictionary-based Language Generation. This dates back to Fall 2021, so: before it became cool essentially.
Work done under the supervision of Professor Daniel Bruder and Professor Robert Wood at the Harvard’s Microrobotics Lab.
Implemented the innovative S4 model as a replacement for a Transformer. Reduced by 86% the number of trainable parameters required.
Data Science Projects
Efficient N-body Simulation Using Parallel Computing.
A Data-Driven Approach to Identifying High-Potential Accounts for Sales Targeting using Additive Logistic Regression.