Past Projects

Heston Model Calibration via Computer Simulation
Stochastic Optimization course Final Project, where we estimated Heston stochastic volatility parameters and Black-Scholes-Merton interest rate and implied volatility parameters.

Powerpoint Presentation (.pdf) – Github
Tools & Languages: Bloomberg Terminal, MS Excel, MS Powerpoint, Python (APIs : matplotlib, numpy, pandas, math), MS Excel, LaTeX.

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A Study of CUSUM Statistics on Bitcoin Transactions
Master’s Thesis project, Developed a CUSUM detection scheme to detect periods of elevated trade activity and showed their association with increased price momentum.

Beamer – github
Full-Text – CUNY Academic Works
Tools & Languages: Python (APIs : CoPrA, sklearn, cbpro, statistics, matplotlib, numpy, pandas, math), MS Excel, LaTeX.
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ANOVA Analysis of Biomarker Levels in Mice with Genomic Disease
Consulting Project, Conducted a Exploratory Data Analysis, 3-way and 2-way ANOVA analysis to illustrate relationship between elevated biomarker levels and a the factors (Test/Control groups, Sex, and Disease Stage)

Exploratory Data Analysis/Final Analysis- Netlify Pages
Tools & Languages: R/RMarkdown

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Employment Screening Projects/Assignments
Projects and Assignments from interviews that showcase some data analysis skills. For the sake of integrity, data/sources and questions have been omitted; but the ideas are my own.

W.L. Gore & Associates – Statistician/Data Scientist
CUSUM Burst Detection in High Frequency Markets (.pdf) – Beamer
Poisson Example (.ipynb) – Jupyter Notebook
Compound Poisson Example (.ipynb) – Jupyter Notebook
Tools & Languages: Python(APIs: pandas, numpy, statsmodels, scipy.stats)

NBCU – Sr. Data Scientist
Part 1 Question 1(.tbwx) – Tableau Workbook – Hosted Dashboard
Part 1 Question 2 (.ipynb)- Jupyter Notebook
Part 2 SQL Exercise (.xls) – Excel Document
Tools & Languages: Python(APIs: pandas), SQLite, Markdown

Carvana – Product Analyst
AB Testing Exercise (.ipynb) – Jupyter Notebook
Tools & Languages: Python(APIs: pandas, scipy), Markdown

Tatari – Data Scientist
The effect of linear TV spots advertising on web traffic (.pdf) – Beamer
Tools & Languages: Python (APIs: matplotlib, numpy, jenkspy) R, MS Excel, LaTeX,

Consumer Reports – Statistician
Statistics Quiz (.pdf) – Text
Tools & Languages: R, MS Excel, LaTeX, Python (APIs: matplotlib, pandas, numpy)

Manhattan College, Dept. of Mathematics – Adjunct Instructor
Calculus I Teaching Demonstration (.pdf) – Beamer
Tools & Languages: LaTeX

Byte – Business Operations and Finance Associate
FP&A and Quantitative Skills Quiz (.xlsx) – Spreadsheet
Tools & Languages: Excel