My research interests lie broadly in Monte Carlo methods and stochastic differential equations and their applications to mathematical finance and economics. Previously, I have:
- Worked with Dr. Alexander Shkolnik (UCSB PSTAT) on a research project pertaining to James-Stein estimation and its application to classifying the political parties of individuals given their responses to certain partisan issues. Here you can find our research paper:
Comparing Estimation of the Political Party Classification Problem
- Worked with Dr. Tomoyuki Ichiba (UCSB PSTAT) on a research project pertaining to Malliavin calculus and deep learning and their applications to pricing exotic options. Here you can find my research poster, presented at CCS RACA-CON 2021:
An Investigation into Greek Computations: Malliavin Estimators and Deep Learning