- Developing a model capable of predicting the close price movements for hundreds of Nasdaq listed stocks using data from the order book and the closing auction of the stock
- RESEARCH / ACADEMIC PROJECTS
- Thesis - Enhancing NN Classification Performance through DTW with Progressive Constraint
- Sep 2023 - May 2024
- Poster Accepted at the 37th
- Florida Artificial Intelligence Research Society Conference
- Implementing Progressive constraint and Minkowski Distance Optimization in Dynamic Time Warping for NN classification
- Portfolio Optimization Using Reinforcement Learning
- Apr 2023 - May 2023
- Applied Q-learning, to optimize the portfolio of 5 selected stocks using 10 years of data extracted from Yahoo Finance
- Achieved maximum returns by fine-tuning the Q-learning parameters, outperforming the benchmark at a learning rate of
V
Vayu Financials
Quantitative Researcher Intern
New York City, NY, US
October 2023 - December 2023
W
WorldQuant Brain
October 2023 - October 2023
B
Basis Point Global Solutions
Florida United States Quantitative Researcher Intern