Projects
Selected projects spanning econometrics, housing and mortgage markets, stochastic processes, and applied machine learning.
Regime-Aware Model Risk Visualization
Regime-aware diagnostics for short-horizon equity signals. SPY daily direction probabilities from a logistic classifier are evaluated out-of-sample using confidence binning and GMM-inferred market regimes, supported by calibration diagnostics (probability compression, Brier score) and an illustrative regime-aware deployment filter to study drawdowns and risk profile shifts.
Spatial Econometric Modeling of Housing Market Dynamics
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.
Mortgage and MBS Cash-Flow Modeling
Built mortgage and MBS cash-flow models to analyze amortization, prepayment behavior, default scenarios, and cash-flow sensitivity. Studied how the borrower prepayment option affects tranche exposure and interest-rate sensitivity under different assumptions.
Academic Research & Writing
Probability and Stochastic Processes (Book Manuscript)
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. Designed as a refresher and applied reference for quantitative finance and financial engineering.
Institutions, Resources, and Development in the D.R.C.
An institutional and development-economics analysis of the Democratic Republic of Congo’s resource paradox. Examines how governance failures, conflict, and financing constraints prevent resource wealth from translating into broad-based growth, and evaluates structural policy pathways for sustainable development. Emphasizes economic reasoning and institutional design rather than econometric modeling.