Personal Archive
I am a master's student at the University of Chicago. I completed my undergraduate degree at Technical University of Berlin, majoring in Mathematics with a minor in Computer Science.
A selection of course and research papers I thought would be interesting to share.
Final project for TTIC 31260: Algorithmic Game Theory, taught by Prof. Avrim Blum at Toyota Technological Institute at Chicago, examining incentive compatibility in prediction markets through the Logarithmic Market Scoring Rule (LMSR) and Dynamic Parimutuel Market mechanisms. Based on Chen, Y., Reeves, D. M., Pennock, D. M., Hanson, R. D., Fortnow, L., & Gonen, R. (2010).
Undergraduate thesis at TU Berlin, advised by Prof. Peter Friz and Prof. Dr. Klaus-Robert Müller. Reviews the mathematical framework for modelling order books and proposes a conditional diffusion model for generating realistic limit order book states. Evaluates the model on BTC/USDT order book data and studies its ability to reproduce known microstructure stylized facts.
Final project for Math 246A: Complex Analysis, taught by Prof. Terence Tao at UCLA, examining how asymptotic bounds on combinatorial sequences can be derived by treating generating functions as complex functions and analysing their singularities.
Presentation slides from past seminar talks.
Talk in a seminar led by Prof. Peter Friz at TU Berlin, exploring applications of path signatures to financial time series. Covers the signature transform as a feature map for sequential data and its use in limit order book modelling and mid-price prediction, including a log-signature neural network approach.
Using Wagner's deep cross-entropy method to generate counterexamples for domino tiling problems.
A selection of projects I am currently working on and passionate about.
A data and backtesting toolkit for researching prediction-market strategies on Polymarket.
An agentic research system for iterating on trading experiments and studying optimal execution, in collaboration with Event Horizon Labs.
Outside coursework and projects, I am interested in basketball and currently trying out new stuff.
