ALL PROJECTS
Financial modeling, machine learning, and data-driven research
Financial Transmission Rights Pricing
Most option pricing models assume the underlying is a stock or a commodity. This paper takes the Black-Scholes framework and adapts it for Financial Transmission Rights, where the underlying is congestion risk on a power grid. Includes jump-diffusion models, seasonality adjustments, and interactive LMP charts.
Advanced Option Pricing Model
A pricing suite covering Black-Scholes-Merton, Heston stochastic volatility (via Fourier transforms), and Monte Carlo simulation with antithetic variates. Includes full Greeks surfaces and 3D volatility visualization. Built as a Streamlit dashboard.
Advanced ML Trading System
Implementation of methods from Lopez de Prado's Advances in Financial Machine Learning. CUSUM filters for event detection, triple barrier labeling, meta-labeling for signal confidence, purged K-fold cross-validation, and Kelly criterion for position sizing. Built in Python with XGBoost.
Amazon Comprehensive Financial Analysis
Full financial analysis of Amazon: income statement forecasting, balance sheet projection, DuPont decomposition, WACC estimation, and DCF modeling with Monte Carlo simulation on terminal value.
Eli Lilly DCF Valuation
DCF valuation incorporating pharmaceutical pipeline analysis. Revenue projections are probability-weighted by drug approval stage. Includes comparable company analysis.
Nike Brand Perception NLP Analysis
Scraped 300K+ reviews from the App Store, Reddit, and Trustpilot for Nike, Adidas, and Under Armour. Ran sentiment analysis (NRC, AFINN, Bing lexicons), LDA topic modeling, TF-IDF, and aspect-based sentiment on price, quality, and sustainability. Built in R.
UHI-Pipe: Satellite Data Library
A Python package (published on PyPI) that extracts satellite imagery from Sentinel-2, Landsat-8, and Copernicus DEM, then computes 19 spectral indices including NDVI, NDBI, and land surface temperature. Outputs ML-ready DataFrames with parquet caching.
Urban Heat Island ML Explorer
Interactive satellite ML classification explorer covering Rio de Janeiro, Santiago, and Freetown. Classifies urban heat island zones using the features extracted by UHI-Pipe.
MNIST: MLP vs CNN
Technical comparison of a Multilayer Perceptron and Convolutional Neural Network on MNIST digit classification. Includes 3Blue1Brown-style architecture visualizations, convolution operation animations, and analysis of why spatial awareness matters.
Customer Segmentation Clustering
K-Means and hierarchical clustering on mall customer data. Identifies 5 spending behavior segments with ARI = 0.942 agreement between methods.
ResolvAI
AI-powered IT ticket resolution system built for BNP Paribas ServiceNow. Template-based with 10 pre-configured incident types and automated resolution note generation.
RH-BI-Pipeline
Automated data pipeline: SharePoint ingestion, Python cleaning and geocoding, GitHub Actions CI/CD, Supabase PostgreSQL storage, Power BI dashboards. Runs unattended.
Neon Survivor
Arena survival game in a single HTML file. All visuals drawn with Canvas, all audio synthesized with Web Audio API. 6 weapons, 6 passives, 6 evolutions, 7 enemy types, boss fights. Zero dependencies, instant load.