Research

2026 (tbd)

Volatility Regime Prediction via Causal Discovery in Option Markets
Draft | (Dataset)

Option Order Flow Imbalances, Informed Trading, and Short-Term Market Returns: A High-Frequency Analysis of Information Asymmetry in SPY Options (2008-2025)
Draft | (Dataset)

Transformer Networks for Cross-Sectional and Temporal Option Chain Modeling with No-Arbitrage Guarantees
Draft | (Dataset)

2025

Attention Dynamics in Online Communities: Power Laws, Preferential Attachment, and Early Success Prediction on Hacker News
Abstract | Article

Modeling Postprandial Glycemic Response in Non-Diabetic Adults Using XGBRegressor
Abstract | Article

2021

A Python integration of practical asset allocation based on modern portfolio theory and its advancements
Abstract | Article