Mentor: Dr. Farid Aitsahlia
Warrington College of Business Administration
"The University Scholars Program was an excellent opportunity for me to explore an entirely new area of study, one much different from my undergraduate major. A fascination with the complexity of the mathematical models created to predict future volatility propelled me to conduct this research. I am excited to see what overlay there might be between what I have learned as a chemical engineer and the financial modeling work I am conducting for this research."
- Markov-Switching Multifractal Volatility Modeling
- American Option Pricing Modeling
- Algorithmic Trading
- Epsilon Sigma Alpha Service Fraternity (Founder)
- St. Jude Children's Research Hospital
- Dance Marathon Participant
Hobbies and Interests
- Derivative Trading
Stochastic Volatility Modeling
My research will deal with developing improvements to markov-switching multifractal volatility modeling. My goal is to improve out-of-sample prediction accuracy under a range of different circumstances while retaining the parsimonious nature of this particular model. Applications to American option pricing will also be explored.