Mehra-Prescott with Rare Disasters (Equity Premium Puzzle)
Published:
Extends the Mehra-Prescott consumption-based asset pricing model with a mathematical rare disasters framework calibrated to U.S. data.
Portfolio
RobustSight: AI Safety & Alignment Framework
Published:
Comprehensive CV + LLM safety framework investigating adversarial robustness, interpretability, and human-guided alignment across frontier models.
Traffic Flow Optimization
Published:
Urban traffic management embedding graph theory, linear algebra, and calculus into C++ and JAX to optimize signal timing for city planners.
Volatility Alchemist: Quantitative Options Trading
Published:
End-to-end quant options trading system with real-time data integration, ML volatility models, interactive dashboards, and automated signal generation.
GameNGen: Diffusion World Model for Game Simulation
Published:
Trained a latent diffusion world model on 737K+ Super Mario Bros frames with VAE encoder, CNN reward model, and PPO agents.
Market Microstructure Forecasting with Deep RL
Published:
DRL agent predicting short-horizon price movements from order book snapshots and executing trades via event-driven backtesting.
NFL Veteran Transition: Causal Inference on Player Performance
Published:
Hierarchical mixed-effects models and ML ensembles to isolate the effect of team transitions from individual skill trajectories in NFL player data.
ACL Injury Risk Predictor
Published:
ML pipeline predicting ACL injury risk from biomechanical and performance data, combining sports science domain knowledge with gradient boosting and interpretability tools.