I'm a passionate developer with a strong foundation in both the practical and theoretical sides of technology. My expertise ranges from web and mobile app development to financial mathematics and AI.

• Specialized in Stochastic Analysis and Financial Mathematics, diving deep into the intricacies of finance and its mathematical models.
• Explored the realms of AI, unlocking its potential to revolutionize various sectors.

1. Parameter Estimation in Rough Stochastic Correlation Processes: Worked on estimating the parameters of the rough stochastic correlation process described with a fractional Ornstein-Uhlenbeck process. Compared results from traditional statistical tools with AI simulations.
2. Efficient Generation of Fractional Stochastic Processes: Developed techniques to generate fractional stochastic processes efficiently, which provided synthetic data to train deep neural networks.
3. Application of SCP in the Heston Model: Applied the Stochastic Correlation Process (SCP) in the Heston model. Focused on the fundamental idea that the correlation between the price and the volatility processes remains constant and time-independent.
4. Parameter Estimation in Heston Models: Engaged in the parameter estimation of both the Heston and the rough Heston model in cases involving SCP.
5. Malliavin Calculus in Financial Modelling: Explored the applications of Malliavin Calculus in various financial modelling scenarios, emphasizing its potential in enhancing precision and understanding of complex financial systems.

• Web & Mobile Development: Specialized in React and React Native, building responsive and efficient applications for a variety of platforms.
• Backend & Cloud: Proficient in GraphQL, Google Cloud, and Hasura, ensuring seamless data operations and robust cloud solutions.
• Programming: Skilled in Rust, TypeScript, Python, C++, emphasizing type safety, performance, and modern coding practices.
• AI: Delved into Artificial Intelligence, understanding its algorithms, applications, and the future it holds.