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.