Regime-Switching Volatility with HMM
Detect regimes (HMM/SV-HMM overlays), forecast volatility, and adapt exposure with MA100, Panic Mode, and costs.
Projects
Curated work — details inside each card.
Research & Experimentations
Risk-Aware Regime Modeling (HMM methods)
Gaussian different HMM type to label low/medium/high volatility with regime-aware controls.
Professional Work
InsightMate (SaaS)
SME cockpit: cash runway, risk flags, pricing optimizer. Built with React/Tailwind/Recharts.
Entrepreneurial Path — Business Framework
Discovery → Pilot → Scale. Dual-track Consulting + SaaS model to validate value, then productize: connectors-first ops, KPI cockpit, and risk-first decision flows. Focus on turning quant methods into clear, actionable outputs for SMEs.
SUEZ — Data Analytics (Internship)
Haulage KPIs, temporal patterns, driver performance and empty-trip analysis with practical actions.
Academic Project
MLA2 — Worker Classification
Logit, LDA, and k-NN to classify blue vs white-collar; compare accuracy, PCA boundaries, and ROC.
Investment Funds — CAPM & FF3
Three-fund portfolio by risk profile; CAPM/FF3, long-run betas, Monte-Carlo, and stress tests.
Forecasting — Model Sweep
AUTO.ARIMA/SARIMA and linear/seasonal/polynomial/ridge; pick best per series by MAE.
FDI Control in France — Policy
Screening framework and evidence on sectors & origins; balanced, pragmatic recommendations.