Quantitative Finance Research

My quantitative work focuses on algorithmic model development, portfolio optimization, and market volatility forecasting.

  • Volatility Forecasting: Implementing GARCH models to predict index volatility and capture market regime shifts.
  • Portfolio Optimization: Developing historical backtesters using Markowitz mean-variance frameworks and analyzing credit spreads.
  • Market Monitoring: Automated weekly scraping and structural parsing of macroeconomic signals.

Process Systems Engineering (Ph.D.)

My academic research focuses on deterministic global optimization, mixed-integer nonlinear programming (MINLP), and chemical flowsheet modeling.

  • Nutrient Recovery: High-fidelity modeling and mathematical optimization of electrodialysis systems for wastewater treatment.
  • Surrogate Modeling: Training artificial neural networks and using symbolic regression architectures to approximate complex chemical unit operations for optimization frameworks.
  • Algorithmic Development: Applying deterministic global optimization solvers to non-convex chemical engineering design spaces.