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Research

My current research is in Machine Learning Seismology and Quantitative Ecology at Scripps Institution of Oceanography, and Quantitative Finance at Rady School of Management. I have recently completed work in applications of machine learning for financial forecasting exploring the use of large language models in macroeconomic index predictions.

In Progress

Machine Learning in Seismology 

Density-Similarity Metrics for Spatially-Enhanced Seismic Cluster Merging

Building upon the foundations of spatial statistics and seismology, I introduced a cluster merging strategy hinged on a density similarity threshold and spatial continuity. When two fitted lines intersected within a predetermined geospatial radius, a density comparison was executed. If the density difference was within a stipulated threshold, the clusters were merged to form a more expansive fault network. This data-driven approach resulted in a more nuanced and spatially-aware clustering model, thereby enhancing its predictive capabilities in seismic risk assessment. The novel algorithm not only increases the robustness of earthquake prediction models but also contributes to advancing the frontier of computational seismology.

Quantitative Ecology 

Stochastic Modelling of Marine Plankton Dynamics: A Numerical Approach

In an interdisciplinary project leveraging machine learning, statistics, and geophysical sciences, I innovated upon the standard Density-Based Spatial Clustering of Applications with Noise (DBSCAN) algorithm to improve earthquake fault detection along Earth's crust. Initially, DBSCAN was employed to identify fault clusters based on seismic data, applying metrics like fault density and geospatial orientation. Post-clustering, each cluster underwent Principal Component Analysis (PCA) for straight-line fitting, allowing for the quantification of the cluster's dominant geospatial orientation. The fitted lines served as directional vectors for spatial extrapolation, which laid the groundwork for a novel cluster-merging mechanism.

Mathematics 

Optimizing Predictive Models in High-Dimensional Spaces: Ridge Regression and LASSO Techniques

Exploring the complexities of high-dimensional regression by employing modern techniques like Ridge Regression and the Least Absolute Shrinkage and Selection Operator (LASSO). Through a systematic evaluation, we compare the efficacy of these methods in minimizing overfitting while maximizing predictive accuracy. Our approach encompasses the application of these techniques on complex datasets, with the results having significant implications for feature selection, model robustness, and predictive analytics in high-dimensional data environments.

Finance

Comparing weather and financial forecasts 

Investigating the predictive capabilities of weather and financial market forecasts, scrutinizing their reliability and accuracy using machine learning models. The study compares the variables influencing each forecast type and explores any potential overlap, aiming to understand if one type of forecast can inform the other.

Finance

A Machine Learning Approach to the New York Horse Manure Crisis

Utilizing machine learning algorithms to analyze the historic New York Horse Manure Crisis, exploring how alternative financial models could have expedited solutions. The study emphasizes the potential of machine learning in addressing complex socio-economic issues.

Atmospheric Chemistry 

Exploring the atmopsheric weekend effect during the COVID-19 Lockdowns in the UK

Examining the "weekend effect" in atmospheric chemistry during the COVID-19 lockdowns, focusing on shifts in air pollutant levels. Real-time data is leveraged to reveal how human activity and reduced mobility influenced air quality.

Published

Finance

Utilizes large language models to analyze and predict macroeconomic trends. Performance is assessed using historical economic data and forecast metrics, illuminating new applications for machine learning in economics.

Finance

 Best Paper Prize in Corporate Finance at the 2022 MFA Conference

Best Paper Prize at the 2021 Colorado Finance Summit

I was a research assistant on this paper.

Finance

A dynamical systems analysis into the Black-Scholes model used for option pricing. The study uncovers how minute changes in system parameters can induce significant behavioral shifts in the model.

Chemistry

Conducting a comprehensive analysis of the Briggs-Rauscher reaction, focusing on rate dynamics and oscillatory behavior. The study provides new insights into chemical kinetics and the mechanisms driving this reaction.

Physics

Explores various factors affecting the viscosity of fluids, such as temperature and molecular structure. Aims to provide a holistic understanding of how these elements interact to influence fluid behavior.

Physics

A Spectroscopic Explanation of Rainbow Formation 

Offers a spectroscopic analysis to explain the phenomena of rainbow formation. The study combines optics and meteorological data to understand how rainbows occur and the variables affecting their appearance.

Mathematics

Mathemagic: Explaining Card Tricks Using Abstract Algebra

Illuminating the underlying algebraic structures behind magical card tricks.

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