About
I am a financial engineer and econometrician interested in situations where markets stop behaving in the ways our models assume they should. I am drawn to rare events and regime breaks, where the data becomes thin, the structure becomes latent, and we are forced to confront the limits of inference itself. What interests me most in these settings is not only estimation, but the more basic question of what can be inferred at all, and how much confidence any conclusion deserves when the underlying process may be changing as it is being observed. In that sense, my work is motivated by problems where modeling, judgment, and an awareness of the limits of mathematics and data all become inseparable.
Research Interests
Cross-Asset and Non-Obvious Correlations
Exploration of subtle relationships between market behavior and external variables, such as weather patterns or broader environmental signals, and how these correlations form, decay, and re-emerge.
Risk, Uncertainty, and Risk Mitigation
Study of how risk propagates through financial systems, how tail events emerge, and how disciplined positioning and hedging can be used to manage exposure under stochastic dynamics.
Macroeconomic Dynamics and Regime Shifts
Examination of how macroeconomic forces and structural changes influence asset prices across time and market regimes.