I'm a PhD candidate transitioning into industry, looking for roles such as Financial Analyst, Quantitative Researcher/Analyst (capital and liquidity markets), Data Scientist, Machine Learning Researcher, Statistician, or Private High School Math Teacher (multilingual).
Languages: English (C2), French (B1), Mandarin (native).
I use AI tools such as Claude Code in my research, mainly for running numerical experiments and helping discover theorems or counterexamples. My master's degree gave me a solid background in computational methods, and I can code well as a result. I know SQL, Pandas, scikit-learn, PyTorch, and other common data science and classical machine learning tools.
EXPLAIN.
I have the papers, on Google Scholar.
My public notes, undergrad through PhD, on Obsidian Publish. I believe in open knowledge sharing, so I keep it organized and public. Covers variational analysis and convergence analysis for nonsmooth optimization with momentum dynamics.
Made with for the purpose of practicing GRE verbal reasoning tests and web-development
Page LinkThis is a Conway's Game of life written in javascript. It runs fasts and it's really cool.
I wrote in details about the Knapsack problem, with mathematical proofs and Psudo codes and link to repo with implementations, topics include:
The Branch and bound algorithm for the extended knapsack, (or branch and bound algorithm for LP in general) experiences numerical instability due to the IEEE 754 representation of number. Which is a common standard for most programming language. Here we have a discussion on the following:
The K-Minimum Spanning tree's solution could be interpreted as a "Clusters on Non-Gaussian points". In this project, we are concerned with some of the variations of the Kruskal Algorithm and how it can be applied for Classfications proboem, more specifically:
This project failed.
We are comparing the robustness of L1, L2 Norm as loss function when it comes to sensitivity to outliers in the data.
Implemented in python, uses matplotlib, numpy and CVXOPT for solving the L1 Optimization problem.
We are going to look into the conjugate gradient method in details and then apply it to the task of image deblurring.
the whole algorithm is implemented in python using numpy, uses matplotlib for visuals and scipy signal for speedy image convolutions.
Conjugate gradient method can be derived using the idea of minimizing the energy norm of the error vector over the Krylov Subspace.
No code is involved this is purely math.
The frustrations with ADMM based Conic Solver and Julia Optimization Frameworks sparks my own efficient implemention of accelerated proximal gradient descend for the lasso path problem.
We have math and code and images.
Lanczos Algorithm and Conjugate Gradient
We review results from the literature on the conjugate gradient algorithm for solv- ing symmetric positive definite linear systems and the related Lanczos algorithm. We derive the conjugate gradient algorithm from the more general conjugate direction method, using projectors. We establish error bounds using exact arithmetic theory and also discuss what can happen when floating-point arithmetic is used. We present numerical experiments to illustrate this behavior.