Research

My interests are wide but generally tied to applied mathematics, at least from a professional point-of-view. In the material below, you’ll find that lately I have mostly dabbled in the following topics

• Finance 
  • Hedge Funds
    • Hedge Fund Replication – Factor Approach
  • Measure of Hedge fund systemic risk
  • Quantitative Asset Management

• Statistics: Bayesian Statistics, Data Mining, Stochastic Calculus

I also have memberships with the following professional societies

• American Statistical Association (ASA)
• Institute of Mathematical Statistics (IMS)
• International Society of Bayesian Analysis (ISBA)
• INFORMS (Applied Probability Society)
• Society for Industrial and Applied Mathematics (SIAM)
• American Finance Association (AFA)