I operate at the intersection of machine learning, stochastic asset pricing, and private capital. I don’t just question the conventional wisdom of financial markets; I dismantle it, model it, and (let AI) write the algorithms that replace it.
Questions I think about:
- Does private equity outperform the public market?
- How risky are private capital funds?
- How to beat the public stock market?
- How to use SDFs for performance evaluation?
- How to price non-traded cash flows?
And:
- How to apply traditional statistics to answer these questions?
- How to apply machine learning to answer these questions?
- How to apply GenAI & LLMs to answer these questions?