Academics
My academic interests grew out of building software that works with data. I'm interested in how modeling assumptions affect the reliability of statistical estimates, and in using mathematical analysis to explain when they break.
Research Paper
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Portfolio-Risk Rankings under Delayed Price Observations
Risk Modeling · MATH 111A Course Project
A mathematical investigation of how delayed price observations affect covariance estimates and portfolio-risk rankings. The project will use analytical derivations and Monte Carlo experiments, with a written paper and class presentation.
Relevant coursework
Mathematics
- MATH 180A Probability Random variables · Central limit theorem
- MATH 181A Mathematical Statistics I Maximum likelihood · Hypothesis testing
- MATH 170A Numerical Linear Algebra Least squares · Conditioning · SVD
- MATH 171B Nonlinear Optimization Newton’s method · Optimality conditions
Computer Science
- CSE 120 Operating Systems Synchronization · Virtual memory
- CSE 124 Networked Services RPC · Fault tolerance · Load balancing
- CSE 142 Computer Architecture Caches · Pipelines · SIMD
- CSE 151A Machine Learning Algorithms Boosting · Clustering
- CSE 151B Deep Learning (In progress) Backpropagation · Transformers