research/
Two studies, each written up as an IEEE-format paper. Open one for the architecture, the method, what went wrong along the way, and the final results.
Market Momentum
Can you tell when big investors are quietly buying a stock, before they have to disclose it?
We tested five ideas on five years of public futures and options data from the National Stock Exchange. Four of them did not work, and the paper reports that plainly. One did: when a stock's futures trade unusually expensive, mutual funds tend to be buying it, and that shows up weeks before the quarterly filings do.
Weather meta-learning
Can a weather model learn a brand-new place from only two years of data?
Most forecasting models need decades of local history. This one first learns how weather behaves across 15 climate regions, then adapts to a new region quickly, so places with short records can still get 24-hour forecasts.