Financial engineer and econometrician drawn to rare events, regime breaks, and the limits of inference — where modeling, judgment, and mathematical humility become inseparable.
Exploration of subtle relationships between market behavior and external variables — how these correlations form, decay, and re-emerge.
How risk propagates through financial systems, how tail events emerge, and how disciplined positioning can manage exposure under stochastic dynamics.
How macroeconomic forces and structural changes influence asset prices across time and market regimes.
Replicating Ehsani & Linnainmaa (2022) and Arnott et al. (2023). Constructs four equity factors from CRSP/Compustat using Fama-French methodology, tests factor autocorrelation, and builds time-series and cross-sectional factor momentum strategies with a PCA-based extension.
Regime-aware diagnostics for short-horizon equity signals. SPY daily direction probabilities from a logistic classifier evaluated out-of-sample using confidence binning and GMM-inferred market regimes.
Built spatial econometric models to evaluate housing prices using geographically clustered datasets and spatial lags, combining Stata and Python workflows for estimation, diagnostics, and validation.
An institutional and development-economics analysis of the DRC's resource paradox. Examines how governance failures, conflict, and financing constraints prevent resource wealth from translating into growth.
A structured, concept-driven reference that develops core probability and stochastic process ideas within a single coherent framework. Emphasizes clarity of structure and continuity across topics, combining rigorous definitions with concise intuition and original computational visualizations.