Research Projects

Here are some of the research projects I am currently involved in:

Black Scholes Options Price Modeling

An LSTM that leans on volatility features and Black–Scholes Greeks to forecast next-day stock closes.

Bayesian LSTM for Uncertainty Quantification

A Bayesian LSTM that not only predicts market volatility but also tells you how much to trust that prediction.

Context Aware Sentiment Prediction in Law Texts

Scraping and reading legal opinions as data — measuring sentiment and the context around it.

Exoplanet Modeling and Sensitivity Analysis

Exploring what drives an exoplanet’s transit signal, and how confident we can be about each feature.

Informer Model for Multivariate Time-Series Prediction

A ProbSparse self-attention encoder-decoder built for multi-step, multi-variable forecasting.