Writings

Here's a miscellaneous list of unpublished writings which may not be entirely uninteresting.

  1. In Winter 2020, I took STAT 929 with Greg Rice and shied away from the end-of-term forecasting competition. Instead I chose to do a project on fGARCH, a functional extension of GARCH models. I show that ergodic theory can extend the sufficient conditions for stationary of \(\mathrm{fARCH}(1)\) models to the \(\mathrm{fGARCH}(1,1)\) case and that \(\mathrm{fGARCH}(p,q)\) admit a valid restriction from the \(L^2[0,1]\) setting to \(C[0,1]\).
  2. In Spring 2019, I did my USRA under the supervision of Nico Spronk and Brian Forrest and studied amenable groups. I gave a series of lectures on the topic which developed into a set of notes on functional analysis and amenability.
  3. During that same USRA term, the powers that be required that I submit a work term report on my research that semester. I wrote a (hopefully intelligible) report on a lens from which to study Banach-Tarski decompositions.
  4. During my work term at Oliver Wyman, I researched an implementation of automatic adjoint differentiation for insurance pricing. Its resulting report—injudiciously titled "Do not drink and derive; smoke adjoints and fly!"—won a work term report award and is the demonstration that some award-granting committees have a sense of humour!