Research
Pegged… Until It's Not
Stablecoin risk and market dislocation
IAQF Annual Academic Case Competition. Advisor: Prof. Andrey Itkin.
Winner
Feb 2026
Chaos Theory and Fractals in Market Analysis
A technical indicator built on fractal geometry
Journal of Risk and Financial Management. With Prof. Ankush Raje and Prof. Jigar Shah.
Published
Regime-Dependent Structure in Silver Pricing
An explainable machine learning approach
Machine Learning in Financial Engineering, NYU. Supervisor: Prof. Amine Aboussalah.
Fall 2025
Unspanned Factor Premia in Sovereign Bond Markets
Value, momentum and carry in government bond futures
Hedge Fund Strategies, NYU. Supervisor: Prof. James Conklin. Extends Brooks and Moskowitz with the Citi Economic Surprise Index.
Spring 2026
Fast Fourier Transform and the Heston Model
Carr-Madan transform pricing, checked against Black-Scholes limits
Finance and Risk Engineering, NYU. Supervisor: Prof. Daniel H. Totouom Tangho.
Fall 2025