Applied Projects
Selected work at the intersection of economics, machine learning, and large-scale data systems.
Credit, Markets & ML
Fintech Underwriting with Alternative Data (In Progress)
Models the impact of cash-flow information on small-business credit decisions using proprietary application and performance data. Compares cash-flow–based underwriting to traditional approaches and quantifies effects on default risk and access for younger entrepreneurs.
PJM Wholesale Energy Market Forecasting (In Progress)
Forecasts day-ahead electricity prices by combining high-resolution weather with load and generation fundamentals. Benchmarks classical time-series models against modern ML within a real-time pipeline.
Housing & Geospatial Policy
MLS Consolidation and Agent Competition (In Progress)
Analyzes market structure changes as regional Multiple Listing Services consolidate, measuring effects on agent behavior, listing exposure, and transaction outcomes. Connects platform design to competition and matching in housing markets.
Real-Estate Sales Price Disclosure and Market Transparency (In Progress)
Studies how non-disclosure laws that keep sale prices out of public records affect collateral valuation, mortgage origination, and information asymmetry between agents and households. Links legal regimes to lending outcomes and appraisal uncertainty.
Aircraft Noise Pollution in NYC (In Progress)
Links day-to-day variation in flight paths over New York City schools to next-day student outcomes. Uses wind-driven runway assignments as an instrument to isolate acute noise exposure from confounding neighborhood factors.
School-Finance Reform Capitalization (LCFF) (2018–2022)
Quantifies how California’s Local Control Funding Formula shifted local school resources and capitalized into housing markets. Distinguishes price and rent responses and documents migration/compositional effects following the funding change.
Eviction Moratoria and Landlord Financial Distress (2021–2022)
Examines how pandemic-era eviction restrictions altered evictions, property sales, and landlord balance-sheet health, including interaction with Emergency Rental Assistance timing. Identifies heterogeneous effects using policy variation across states and time.
Systems & Real-Time Data
Algorithmic Trading: Decentralized Finance Arbitrage (2020–2021)
Live deployment of arbitrage and liquidation strategies across decentralized exchanges and lending markets. Emphasizes on-chain data engineering, routing/MEV awareness, and reliability under volatile network conditions.
NASDAQ ITCH Market Data Analysis (2015–2016)
High-frequency market microstructure using ITCH feeds with millions of messages per ticker per day. Processes event-time streams on an HPC cluster and estimates models of trading behavior and liquidity.