Quant Finance · Correlation Structure · Eigenvalues
Research
A public record of my thesis work and related research notes in quantitative finance, with an emphasis on correlation structure and eigenvalue methods.
academic theses
Status
Working on master's coursework and research thesis. Expected completion in 2028.
February 2026
Undergraduate Thesis
Clustering of eigenvalues and eigenvectors in financial correlation matrices.
thesis page →
2028
Coming 2028
Master's Thesis
In progress — to be published upon completion.
current interests
01Market states and correlation structure
02Eigenvalue and eigenvector analysis
03Clustering methods
04Hidden Markov states
05Machine learning on financial return matrices
06Measure-theoretic probability
conferences & participation
December 12–13, 2025 · Cuernavaca, Morelos
Mini-Symposium: The Example of Nanotechnology and Financial Markets
Dynamics of Market States in the S&P 500 Through Correlation Patterns
Centro Internacional de Ciencias A.C., Cuernavaca, Morelos.