Equity-Implied Signals in Corporate Bond Allocation
Tests whether VIX, option-implied skew and the variance risk premium add useful information to a tactical allocation between high-yield and investment-grade bonds.
Projects
Investment analysis across fixed income, credit, portfolio construction, risk and applied machine learning.
Regime-Aware Fixed-Income Allocation
Maps policy, macroeconomic and market-stress indicators to four regimes and transparent allocations across government bonds, credit, inflation protection and defensive assets.
Regime-Switching CPDO Risk Model
Simulates a leveraged credit product under normal and crisis regimes and examines why conventional pre-crisis assumptions could materially understate default risk.
Environmental Performance and M&A Announcement Returns
Examines whether acquirer environmental performance helps explain short-term market reactions to US M&A announcements.
Private Pension Plan Financial Case
Combines German statutory pension projections with a diversified ETF portfolio, dynamic glide path, tax analysis, Monte Carlo simulation and stress testing.
Financial Tweet Sentiment Classification
Compares TF-IDF classifiers with FinBERT for bearish and bullish financial tweets, including threshold selection when missed negative news is especially costly.