I’m currently pursuing a Master’s in Mathematical Finance. My dissertation involves comparing the Finite Difference Model and Monte Carlo Simulation for pricing options. This work aims to enhance the accuracy and efficiency of financial modeling techniques.
I work as a Software Engineer at Starr insurance, where I’m developing a sophisticated application to streamline the processing of contract slips. This application, which handles both digital and scanned documents, creates a database to automate data retrieval. I’m leveraging Azure OpenAI and Azure ComputerVision APIs to significantly reduce manual processing time and improve team efficiency.
I’m currently diving into the realm of machine learning, guided by Christopher M. Bishop’s book, Pattern Recognition and Machine Learning. This study is enhancing my skills and knowledge in the field, particularly in relation to stochastic processes and data analysis.
I’m passionate about machine learning and stochastic calculus and am eager to contribute to projects or research in these areas. If you’re working on something exciting or looking for collaboration opportunities, feel free to connect with me!