AI · Quantitative finance · Applied mathematics
Research
I study uncertainty, model reliability, and decisions over time. My current work builds on a background in mathematical research and financial model risk.
Current research
AI reasoning and evaluation, alongside independent research into portfolio risk.
Current research
Generative AI research for Meta · ContractAI reasoning & evaluation
Reasoning evaluation, proof validity, and the quality of the data and criteria we use to assess models.
Independent research
Regime Alpha · OngoingPortfolio risk across market regimes
Regime-dependent risk, factor relationships, and the assumptions behind portfolio diversification.
Academic foundations
Completed thesis projects applying optimal transport and optimal control to financial decisions.
Master’s thesis · 2022
NYU Courant · M.S. MathematicsOptimal transport for financial time series
Using the geometry of probability distributions to investigate financial forecasting and sequential decisions.
Undergraduate thesis · 2018
Farmingdale State College · B.S. Applied MathematicsOptimal control in retirement portfolios
Applying optimal control ideas to retirement spending and portfolio decisions as financial conditions evolve.