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Quantitative researchPDF ↗Data sciencePDF ↗Machine learningPDF ↗Data engineeringPDF ↗Penn State ’27 · Computational Data Science & Statistics
I BUILDI build point-in-time market data infrastructure; models for nonstationary, multivariate series; systems that catch themselves being wrong; and the tools I kept wishing already existed.
point-in-time market data infrastructure.point-in-time market data infrastructure.models for nonstationary, multivariate series.systems that catch themselves being wrong.the tools I kept wishing already existed.
A market data platform — Korean equities and derivatives at full depth, on a global macro layer, expanding market by market. And a job-search assistant I run myself. Both solo, both still running.
The short version
Half the methods I use were invented for something else: earthquakes, missile guidance, machine translation. I keep an eye on where else they might fit, and check whether they transfer before building on them.
Nonstationary and multivariate series, frequency-domain and graph representations, latent-variable and generative models, Bayesian treatments of uncertainty. Markets are where I’ve gone deepest: eight years watching the Korean one, and a point-in-time data platform I built for it.
Now · Sept 2026GNN research on power-grid PMU data with Prof. Yan Li · a poster from this summer’s volatility work · open to 2027 new-grad roles.
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