Published Research
NMF Regularization Techniques for Unmixing Frequency Comb Data
Brendan B. Connelly, Adrian Derderian, Nafiz Faiaz, Henry Tang, Matthew J. Tyler, Jack Diab, Prineha Narang, and Andrea L. Bertozzi
Proc. SPIE 13920, Quantum Sensing, Imaging, and Precision Metrology IV, 139200Y (March 5, 2026)
View Paper on SPIE Digital Library
DOI: 10.1117/12.3081978
Cross-Asset Order Flow Imbalance Networks for Return Prediction
Graduate course project, MATH 279: Data Science & Machine Learning for Finance
Supervised by Prof. Mihai Cucuringu (Fall 2025)
Modeled cross-asset return prediction using structured OFI-based cross-impact matrices under ridge and lasso regularization; methods include PCA compression and spectral denoising.