Research Interests

Data Science

Applications of Data Science in the Economic domain; Big Data;

Quantitative Finance & Algorithmic Trading

Development and backtesting of quantitative trading strategies, including volatility targeting and risk management models. Application of machine learning and AI to identify market patterns and build autonomous trading agents using Reinforcement Learning

Time-Series Analysis & Forecasting

Application of statistical and machine learning models for financial time-series forecasting, with a focus on volatility modeling and prediction.

Survival Analysis

Design and implementation of RPA systems for automating repetitive tasks, enhancing efficiency, and optimizing business processes.