The details behind the work
Research projects, graduate-level coursework, professional certifications, and the full academic foundation behind my quantitative work.
A time-series econometrics study of the eleven GICS sectors of the S&P 500 (Sep 2019 to Dec 2025, 401 constituents, 1,590 daily observations). A Diebold-Yilmaz (2012) generalized connectedness system gives a total connectedness index of 78.6%, with Industrials and Financials as the largest net transmitters and Energy the largest net receiver, and a rolling index peaking near 87% during the 2020 crisis. Multiple-testing-corrected Granger causality finds 88 of 110 daily links significant under Benjamini-Hochberg FDR (zero survive on quarterly data, underscoring sampling-frequency and multiple-testing effects). Sub-sector HHI shows concentration rising on net, and a Random Forest reaches 95.6% leave-one-out accuracy as a cluster separability check.
PDF · Updated April 2026