Mathematical Engineering & Artificial Intelligence Student | Quantitative Finance | Investment Analytics | Machine Learning | Optimization
I am studying Mathematical Engineering and Artificial Intelligence at ICAI, with a growing focus on quantitative finance, investment banking, financial data analytics, and model-driven decision-making.
My work combines machine learning, mathematical optimization, NLP, computer vision, and applied software engineering. I am especially interested in how statistical modeling, portfolio construction, backtesting, risk analysis, and automated research pipelines can support better investment and corporate-finance decisions.
Independent, end-to-end projects designed, built, and shipped solo.
| Project | Description | Stack |
|---|---|---|
| OLPS Benchmarks | Online Portfolio Selection algorithms and benchmarks in Python, following Li & Hoi's Online Portfolio Selection: Principles and Algorithms. Early stage: data pipeline and Buy-and-Hold in place, with CRP, UP, EG, and ONS to follow. | Python Portfolio Optimization Online Learning |
| Shift Optimization — Fundación Proyecto Persona | MILP-based shift scheduling optimizer built for a nonprofit's summer camps, using Pyomo with Gurobi/HiGHS and Excel as the source of truth, with a Streamlit interface so non-technical staff can run reoptimizations themselves. | Python Pyomo Gurobi HiGHS Streamlit Optimization |
| Portfolio Risk & Performance Tracker | Python CLI that pulls a configured portfolio's prices from Yahoo Finance and reports risk/performance metrics against a benchmark: Sharpe, Sortino, Calmar, Information Ratio, max drawdown, historical & parametric VaR, and CVaR. | Python yfinance Risk Management Performance Analytics |
| Options Pricing Simulator | Prices a real SPY option three ways — Black-Scholes, Monte Carlo, and a CRR binomial tree — cross-checks them against each other, computes Greeks closed-form vs. finite-difference, and compares the methods on speed and use case. | Python Black-Scholes Monte Carlo Binomial Trees Greeks Quantitative Finance |
| Delta-Hedging Simulator | Simulates day-by-day delta-hedging of a real SPY call option and measures how the realized hedging error diverges from Black-Scholes theory, across thousands of Monte Carlo price paths. | Python Delta-Hedging Monte Carlo Black-Scholes Risk Management |
Alongside the solo projects above, I have worked on academic and team-based projects involving:
- supervised learning and predictive modeling,
- NLP pipelines for classification, entity extraction, and alert generation,
- computer vision systems using OpenCV,
- mathematical optimization with Pyomo and Gurobi,
- distributed computing experiments with Dask, Spark, and AWS EMR,
- deep learning exercises with PyTorch,
- statistical analysis, dashboards, and visualization.
Some projects were developed in private, shared, or university repositories, so this profile includes cleaned public versions where possible.
| Project | Description | Stack |
|---|---|---|
| Strength Training Optimizer | Personalized optimization model built with Pyomo to allocate training volume across goals, constraints, and session limits. Although applied to training, the core logic is constrained allocation, which is directly related to scheduling, resource allocation, and portfolio optimization. | Python Jupyter Notebook Pyomo Optimization |
| Discrete Mathematics Coursework | Coursework covering modular arithmetic, RSA cryptography, and graph-based GPS routing, with useful foundations for algorithms, networks, routing, and quantitative problem solving. | Python Algorithms Graph Theory Cryptography |
| Project | Description | Stack |
|---|---|---|
| Football Commentary NLP | End-to-end NLP pipeline for football match reports: sentiment/outcome prediction, named entity recognition, optional OCR, and alert generation. The project shows how unstructured text can be transformed into structured signals, a useful pattern for news analytics and financial text processing. | Python NLP NER Sentiment Analysis OCR |
| Student Performance Grade Prediction | Regression-based machine learning project for predicting students' final grades from academic-performance features, focused on model comparison, feature analysis, and prediction quality. | Python Jupyter Notebook Scikit-learn Pandas |
| Project | Description | Stack |
|---|---|---|
| Computer Vision Final Project | Real-time OpenCV system combining a visual password workflow with a two-player Snake game controlled by colored markers and Kalman-filtered tracking. | Python OpenCV Kalman Filter |
| Clover Pit | Unity slot-machine game with weighted paylines, store upgrades, adaptive difficulty, and physics-based lever interaction. | Unity C# ShaderLab |
