Industry Collaborations and Applied Research
| Programming Languages | Corporate Sponsor | Project Name | Topics | GitHub | Materials |
|---|---|---|---|---|---|
| Python, R | Portfolio Manager at Hamilton Lane | MultiFactor Investing Used reinforcement algorithm and insights from alternative data, back testing, & Monte Carlo simulations to recommend portfolios that provide downside protection while hedging factor decay, and maximizing returns | Portfolio Optimization, Factor Investing, Backtesting, Monte Carlo Simulation | Private | PPT Presentation |
| Python, SQL | Attorney at McGuireWoods LLP | Third Party Litigation Finance derivative pricing Worked on a new derivative’s mathematical models based on the development of Black-Scholes-Merton, Altman Z-Score, and machine learning models to price Third Party Litigation Financing contracts | TPLF, LLM, NLP, Derivative Pricing, Black Sholes, Alternative Data | Private | Concept paper |
| Python, SQL | Senior Quant Analyst at Morgan Stanley | NLP for Predicting Credit Default Swaps Spreads Leveraged Natural Language Processing (NLP) on earning call transcripts to analyze and predict movement in asset prices, specifically made for Credit Default Swaps (CDS) | NLP, CDS, Portfolio Optimization, Sentiment Analysis, TD-IDF | Private | NA |
| Python, SQL, HTML | Former CEO of S&P Global | PA 100 Index Developed a new index that tracks the performance of the top 100 companies in PA | Index Development, Index Analysis | Private | Index Website |
| Python, SQL | Quant at Barclays | Machine Learning Interpretability (collaborated for limited time) | Machine Learning, Fundamental Data, Sentiment Data, Gradient Descent | Private | restricted |