Short-form notes, news, and anything on the calendar, the more active part of this site.
Talks · seminars · press · reading groups
Longer write-ups live on the Research and Experience & Projects pages. This page is for shorter, more frequent notes: talks, papers going out for review, seminars, and anything else worth a quick update between those bigger posts.
Adding a place for shorter, more frequent notes, separate from the longer research write-ups and project pages elsewhere on the site. Talks, papers going out for review, and seminar announcements will show up here first.
Attending as a poster presenter.
Gave a talk titled “Maximal and concentration inequalities for mixing empirical measures and their application.”
Presented a poster on joint work with Dr. A.M. Dürre studying the Tukey depth under short-range dependence.
Presented a poster on maximal inequalities and concentration of measure with absolute regularity.
None yet.
Same meeting as the poster session above, listed here as a calendar item since it runs over several days.
The van der Waerden number w(k;r) is the minimum positive integer N such that every r-coloring of the positive integers up to N contains a monochromatic k-term arithmetic progression. Estimating these numbers has remained a challenging open problem for the past century. The talk sketches a proof that the three-color van der Waerden number w(k;3) grows faster than any exponential in k, settling several longstanding conjectures in the area, with a discussion of related results time permitting. Joint work with Zach Hunter.
The Toda lattice, a system of classical mechanics discovered by Toda in 1967 describing interacting particles on a line, is integrable: with N particles it possesses N independent conserved quantities. Under a class of random initial data with constant particle density, infinitely many integrated currents of the Toda lattice are shown to converge after large time T at the T1/2 scale to an explicit Gaussian scaling limit, placing it in a different universality class from the T1/3-scale, non-Gaussian KPZ universality seen in many chaotic 1+1 dimensional interacting particle systems. Joint convergence of certain “quasi-particles” to an explicit scaling limit is obtained along the way. Joint work with Amol Aggarwal.
Talks included “Functional Estimation of Option Pricing Models,” “Valuation of Interest Rate Derivatives on Arithmetic Averages of Risk-Free Rates,” and “Measuring Financial Resilience Using Backward Stochastic Differential Equations.”
The fourth Finance Research Day organized by DIAM at TU Delft, bringing together academics, practitioners, and regulators working in quantitative finance to discuss current challenges and explore new directions in the field.
Finalist in the World Econometric Championship, an international competition assessing applied econometric problem-solving under time pressure through live model specification, estimation, and diagnostic analysis.