Papers:
Emergent Latent-State Computation under Stochastic Volatility (Joint with Xiaoyu Huang (Accepted at the Mechanistic Interpretability Workshop, ICML 2026)
Agent-Based Model Parameter Estimation with Wasserstein Distance (Joint with Sebastiano Manzan) (To appear in Journal of Economic Dynamics and Control)
Exploring Intimate Partner Violence in Hispanic Communities: Insights from the 2020 NYC Community Health Survey (Joint with Shiryn D. Sukhram and colleagues) (Published in Journal of Immigrant and Minority Health)
Unearthing Market Dependencies: Data-Driven Graph Neural Networks and Realized Volatility Prediction through Graph Discovery (Ph.D. dissertation, Chapter 1)
Endogenous Demand-Driven Supply Chain Cycles with Exogenous Shocks (Ph.D. dissertation, Chapter 3)
Conference and Workshop Presentations:
Upcoming:
2026 Financial Management Association Annual Meeting, Tampa, FL. (October 14–17, 2026)
Previous:
Edinburgh Financial Technology Conference, University of Edinburgh Business School, Edinburgh, UK. (September 2–3, 2026)
Mechanistic Interpretability Workshop at the 43rd International Conference on Machine Learning (ICML), Seoul, South Korea. (July 10, 2026)
32nd Computing in Economics and Finance Conference, Venice, Italy. (June 29, 2026)
30th Symposium of the Society for Nonlinear Dynamics & Econometrics, Orlando, FL. (March 16, 2023)
28th Computing in Economics and Finance Conference, Dallas, TX. (June 19, 2022)