About me:

I am a second year quant finance master’s student at the University of Michigan. In this page, I would like to showcase the mathematical models and technical tools with projects I have worked on. My interests are in the fields of quantitative modeling, risk analytics and machine learning.

Student Led Workshop

The workshop of the Quant program is led by students for discussion of quant finance problems on friday morning. See here for details.

Risk Management

VaR monitor with parametric, historical, Monte Carlo VaR calculation to carve the risk profile of portfolios.

Machine Learning

In flight

Programming Practice

• Dynamic programmming: red&black marbles

Mathematical Modeling:

• Jane Street’s Min Max Correlation puzzle: I worked on a math puzzle from Jane Street and presented to the class.
• Numerical Methods

Data Manipulation

I studied data manipulation and analysis methods from SI 816 with the School of Information. Having appied

• Seaborn for visualization
• SpaCy for nature language processing
• Scikit-learn for machine learning
• course project - Cryptocurrency Trading Data Anaysis.

Miscellaneous

• You have 1000 coins. 999 are fair. 1 have 2 heads. You randomly pick one and toss it 10 times. It comes out 10 heads. What is the probability you pick the coin with the two heads?