- optimization
- probability
- neural networks
- machine learning
- differential equations
- pca
- financial analysis
- optimal stopping
- backward induction
- dynamic programming
- ergodicity
- utility theory
- decision theory
- neural networks
- probability
- optimization
- finance
- data analysis
- mathematics
- computer science
- economics
- statistics
- data science
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The St. Petersburg Paradox, Re-Run Over Time
What finite wealth and repeated play do to an infinitely valuable game, and why the fair price depends on what you mean by fair.
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The Button Game: When Should You Stop for the Best Prize?
An interesting interview question about optimal stopping.
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Exploring PCA and Sparse PCA on Intraday S&P 500 Returns
An exploratory project applying PCA and Sparse PCA to 2-minute returns for 457 S&P 500 stocks over 28 trading days (August 12 to September 19, 2024). Revised in October 2026 with corrections and a note on what I would do differently.
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The Damped Unforced Pendulum Problem
Applying physics-informed neural networks to ODEs
