I'm a Postdoctoral researcher with a deep passion for the convergence of Financial Econometrics and Machine Learning at Concordia University.

My research revolves around computational statistics, where I specialize in hidden Markov models, statistical inference for regime-switching models, and stochastic volatility models. I'm also well-versed in Bayesian models, Monte-Carlo methods, and simulations. Currently, my work extends to applying reinforcement learning techniques to optimize portfolios in the dynamic world of finance.

Beyond academia, I'm an ardent tech enthusiast, and my love for programming shines through in my work. I'm proficient in R, Python, and C++, which are not just tools but a means to bring my research ideas to life. My constant quest for innovation and embracing the latest technological advancements fuels my curiosity.

I'm always eager to engage with fellow researchers and technology enthusiasts. Whether you want to collaborate, discuss ideas, or simply share insights, feel free to reach out. Thank you for visiting my website, and I'm excited to embark on this journey of knowledge and innovation with you.