Projects
A selection of things I’ve built or contributed to.
ESG-constrained Portfolio Optimisation
Mean–variance model with ESG & min-weight constraints applied to SMI; lower risk and better Sortino vs. index.
Student Grouping with Soft Factors
MILP for team formation that balances major diversity, GPA homogeneity, soft skills, and shared availability.
Event Study: Trump Inauguration & Indices
DiD + t-tests show weaker post-event US performance vs. international benchmarks (limited significance).