Concentration
Achievements
Courses
Financial Mathematics
- Options Pricing (Prof. Roger Lee)
- Stochastic Processes (Prof. Roger Lee)
- Numerical Methods (Prof. Cong Ma)
- Portfolio Theory
- Credit Risk Modeling (Prof. Jon Frye)
Machine Learning
- Machine Learning Theory (Prof. Yuxin Chen)
- Bayesian Inference and Machine Learning (Prof. Gordon Ritter)
- Machine Learning in Finance (Prof. Niels Nygaard)
- Reinforcement Learning (Prof. Niels Nygaard)
Teaching
- Head Teaching Assistant: BUSN 41813 - Decoding FinTech (Summer'22)
- Prof. Dacheng Xiu, Elective MBA, Chicago Booth
- Head Teaching Assistant: BUSN 20820/41203 - Financial Econometrics (Fall'22)
- Responsibilities: Designed course materials, graded assignments, conducted office hours and review sessions, solved queries and built community on online forums, created code examples in Python and EViews
- Topics: AI/ML in Real Estate Financial Intermediation, P2P Credit Lending, Robo-Advisors; Time Series Modeling
Projects
- Zillow Zestimate Competition: Built ML model pipelines in python on the Zillow Zestimate public competition dataset. Identified factors identified as most important to price real estate. Reasoned for economic causes of failure of Zillow Offers financial intermediation due to information assymetery, agency problems, etc.
- Associated with: Research Assistant to Prof. Dacheng Xiu, Chicago Booth
- Contributed to: Booth Elective MBA Decoding FinTech Course
- P2P Credit Lending: Built ML model pipelines in python for the LendingClub dataset and identified causes and rates of default.
- Associated with: Research Assistant to Prof. Dacheng Xiu, Chicago Booth
- Contributed to: Booth Elective MBA Decoding FinTech Course
- Matching Engine: Built an object oriented order matching engine in Python with multi-thread processing
- Volatility Trading: Built a Volatility Cone based equity trading signal and backtested on microchip equity data
- Course: Regression Analysis and Quantitative Trading Strategy