Research

In Summer and Fall 2025, I worked closely with Professor Szabi (Mercer University Economics) and Adam Kobor (Managing Director of Investments at NYU) on a research paper showing that Hessian-based scaling, an improved update rule for volatility models, can produce more accurate volatility estimates and forecasts by reducing overly aggressive updates and better adapting to market sensitivity.

The most important thing I learned from this experience is that research, similar to life, is not linear, but rewards those who are persistent and diligent.

Our paper was published oficially in mid-to late December, the published print can be found here.