Novel PFSE estimator achieves 25% breakdown point with 32× computational speedup over MCD. Out-of-sample Sharpe 1.87 on S&P 500 (2015–2025), 29% lower drawdown during COVID-19. …
Accepted paper at MARS @ ETAPS 2026. Reproduces and extends Fagiolo & Dosi (2003) Island Model using MultiVeStA for statistical model checking, with formal convergence guarantees …
Technical implementation of the JADT paper pipeline, integrating multilingual preprocessing, topic modeling, correspondence analysis, semantic spaces, sentiment modules, and …
Financial machine learning project combining dynamic correlation networks, graph neural networks, and trading backtests to detect systemic risk in U.S. equity markets.