Overthinking and overanalyzing a daily math puzzle — learning strategies from the data and validating my frustrations.

An empirical study on the impact of projection matrix selection for compressed NMF

A review of statistical factor models and an extension with different factor discovery techniques

An empirical review of stylized facts of equity returns and volatility, and their implications for modelling.

A Python package for retrieving automotive recalls, and an application of event-based trading strategies.

Using PCA and eigenportfolios to recover the market as a statistical object, not an assumption

Decomposing implied volatility surfaces using PCA, applications to portfolio construction