- Rough Volatility & Fractional Models with Python: From fBM to the Hurst-Driven Trading Edge: Modeling Volatility Roughness, Extracting Fractional Signals, and Building Systematic Trading Systems
- Manifold Learning & Geometric Regime Detection for Financial Markets: Diffusion Maps, Spectral Embeddings, and Nonlinear State Space Models for Market Structure, Risk, and Volatility
- Fractal Geometry & Multiscale Market Models: Scaling Laws, Multifractals, and Structural Predictability Across Time Horizons
- Spectral Finance & Harmonic Signal Decomposition: Extracting Cycles, Frequencies, and Market Microstructure from Price Data
- Feature Engineering for Trading: Methods for Building Predictive Trading Signals From Market Data








