- Reinforcement Learning for Live Market Execution: Building RL agents with action penalties, slippage modelling, market impact. (Algorithmic Alpha: Next-Gen Trading Systems for the Modern Market)
- Portfolio Optimization Engines with AI: Black-Litterman, Hierarchical Risk Parity, neural allocators, entropy-based allocators (Algorithmic Alpha: Next-Gen Trading Systems for the Modern Market)
- Regime-Aware Portfolio Construction: Dynamic Asset Allocation Using Volatility States, Correlation Breaks, and Macro Signals
- Risk Allocation Under Uncertainty: Entropy, Drawdown Control, Tail Risk, and Capital Preservation in Non-Normal Markets
- Macro Volatility Regimes: Modeling Inflation Cycles, Term Structure Dynamics, and Cross-Asset Risk








