Worked under Dr. Chunjiang Zhu on decoder-based transformer models for polymer generation and machine learning models for polymer property prediction.
Over the summer, I completed an REU at Florida State University under Dr. Qi Feng. Some of the topics included:
Researching application of rough path theory and signature methods for solving path driven differential equations.
Developing branched signature kernel models within neural network frameworks to approximate/forecast solutions for extremely rough ODEs given high frequency time series data
During my senior year of high school, I participated in a supervised independent research project. I implemented a constrained portfolio model using the decoupled Kelly criterion to account for nonlinear return features within traditional mean-variance optimization frameworks. Incorporated real-world constraints and conditions such as dividends, allocation limits, short selling, etc...
Used Monte Carlo methods for options pricing, VAR analysis, and portfolio projection to manage risk and forecast outcomes for equity portfolios. Worked with an investment firm to price options and generate income for client positions.
Used statistical modeling to collect and predict discrepancies within the Prizepicks line setting model for NBA markets.