Projects

Currently working on:

Volatility Inference with Stochastic Differential Equations and Data assimilation:

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SignalCraft: Crypto Alpha Discovery System

Python, Quant Research, Backtesting – GitHub
Developed a modular pipeline to identify and backtest predictive signals from crypto spot data.
Achieved ~52% hit rate and Sharpe ratio > 1 using ensemble models and adaptive trading strategies.

Real-time Sarcasm Detector

Python, PyTorch, NLP – GitHub
Built a BERT-based sarcasm classifier with Hugging Face and TweetEval for real-time inference.

AI-powered File Organizer

Python, AI/ML – GitHub
Created a real-time file sorter using NLP and vector similarity to classify content-based documents.

Bayesian Filtering and Data Assimilation with Python

Python – GitHub
Implemented Kalman and Particle Filters for state estimation in noisy time-series environments.

Statistical Decision Making - Class Project

Python – GitHub
Used Bayesian inference and classification to optimize inventory and healthcare decision models.

Yut AI - Korean Traditional Board Game AI

Python, Game Theory, Bayesian Optimization – GitHub
Developed strategy bots for Yut, a traditional Korean board game competition.
Tested minimax tree search and heuristic-based strategies.
Final approach used heuristic evaluation with Bayesian optimization (Gaussian Process + UCB) for weight tuning.
Consistently outperforms baseline strategy with 54-56% win rate.