"Since enrolling at the University of Florida, I have had a strong desire to contribute to this academic community in one way or another. When I heard about the University Scholars Program as a freshman, I knew it would be a beneficial program since it would give me the opportunity to both participate in a research project at an early age and publish my work in the Journal of Undergraduate Research. I hope to learn more about the field of financial engineering, develop a strong relationship with my faculty advisor, and gain a new perspective on academic research as a whole."
Industrial and Systems Engineering
Healthcare, Economics, Statistics, Optimization, Mathematical Modeling.
Academic and Other Awards
- Exxonmobil Science, Technology, Engineering and Math (STEM) Fellowship
- Florida Academic Scholarship
- Dean's List (2008-2011)
- National Hispanic Scholarship
- Florida Blue Key Student Government
- Florida Cicerones/SAA
- Kappa Alpha Theta
- Honors Ambassadors
- Society of Hispanic and Professional Engineers
- Omicron Delta Kappa
- Golden Key
- Student Government Director's Award Gator of Tomorrow
Hobbies and Interests
- Traveling, learning foreign languages, painting, biking, Salsa dancing, playing the piano, watching movies, meeting people, and the Gator Nation.
Mining Stock Market Data Using Market Graphs and Networks
Thousands of financial instruments are traded on the stock market every day. With new stocks appearing each month, the amount of data generated by the market is constantly growing. An accurate analysis of the market becomes increasingly complicated every second as the amount of data grows exponentially. This project will summarize an analytical method proposed by Dr. Pardalos and his colleagues that predicts market changes using a market graph. In this graph, vertices are financial instruments, and every two instruments are linked by an edge if the correlation between them exceeds a given threshold. Studying the properties of this graph provides a deeper insight into the internal structure of the market. Despite the random nature of stock price fluctuations, graph theory manages to find an "order in the chaos" and determine stable characteristics of the market. This market graph follows the power-law model, which has been recently observed in other real-life networks common in the areas of biology and sociology. The team also observed cliques and independent sets in the market graph. These special formations have a clear practical interpretation, and their analysis provides a novel approach to the classification of financial instruments. This project will also determine if and how this information regarding the power-law model can influence investors on a daily basis. If a stock is negatively influenced by some announcement, what is the scenario for other “neighboring” stocks in the network? Ideally, this project would provide some insight into finding an investment strategy that best fits a decision-maker's needs and preferences while taking into consideration mathematical models that govern the market. In addition, this project will analyze the liquidity of certain financial instruments and determine if additional correlations exist with the current theory of the power-law model.