💼 Projects
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📈 OCP Statistical Arbitrage on S&P 100
📍 EPFL – Master in Financial Engineering, Year 2 (2025)
Statistical arbitrage strategy based on the Optimal Causal Path (OCP) algorithm, applied to high-frequency tick-level data (BBO) of S&P 100 constituents to identify lead-lag relationships.
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🕵️♂️ Insider Trading Intensity and 8-K Filings
📍 EPFL – Master in Financial Engineering, Year 2 (2025)
Analysis of Informed Trading Intensity (ITI) around 99k+ SEC Form 8-K filings using Fama-French event studies and NLP (FinBERT & Mistral AI) to analyze the relationship between Informed Trading Intensity (ITI) and asset prices.
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📊 International Diversification & Multi-Asset Strategies
📍 EPFL – Master in Financial Engineering, Year 1 (2025)
This project evaluates the benefits of international diversification and dynamic asset allocation strategies, combining global equity indices and currency overlays. We implement equal-weight, risk-parity, and mean-variance portfolios, and enhance them with momentum, reversal, carry, and dollar strategies. Performance is assessed through backtests and Fama-French factor regressions from 2002 to 2024.
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🪙 Crypto Carry Trade Strategies with Perpetuals, Staking and Pendle
📍 EPFL – Master in Financial Engineering, Year 1 (2025)
This project investigates delta-neutral crypto carry trade strategies combining perpetual futures, staking mechanisms, and tokenized yield via Pendle Finance. We analyze historical performance, market resilience, and risk profiles across major crypto events from 2019 to 2024.
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📈 Market Risk Modelling - VaR, ES & Copulas
📍 EPFL – Master in Financial Engineering, Year 2 (2025)
Comprehensive market risk analysis focusing on Value-at-Risk (VaR), Expected Shortfall (ES), and cross-asset dependence modeling using Copulas for a portfolio of liquid stocks.
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🧠 LiSoViMa: An Educational LLM Assistant
📍 EPFL – Master in Data Science, Year 1 (2025)
LiSoViMa is a modular and optimized educational language model built for STEM-related multiple-choice question answering (MCQA). The project explores supervised fine-tuning (SFT), quantization, retrieval-augmented generation (RAG), and preference-based alignment (DPO) using Qwen3-0.6B-Base. We benchmark the performance, cost-efficiency, and alignment of each variant using curated STEM datasets and preference feedback.
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🎬 From Screen to Heart – How Do Emotions Shape the Cinematic Landscape?
📍 EPFL – Master in Data Science, Year 1 (2024)
🏆 Selected among the Top 10 Projects (out of 100+ teams)
This project investigates the emotional dimensions of storytelling using a large corpus of over 11,000 movie summaries enriched with 450,000 IMDb reviews. We used HuggingFace’s Emotion DistilRoBERTa model to extract primary emotions (joy, sadness, fear, anger, surprise, disgust, neutrality), then applied statistical correlations, PCA, and K-Means clustering to map emotional trends across genres and narratives.
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📈 Multi-Horizon Volatility Forecasting using ODEs and Cross-Stitch Networks
📍 EPFL – Master in Data Science, Year 1 (2024)
We developed a hybrid neural architecture for predicting multi-horizon volatility in high-frequency trading using the FI-2020 dataset. The architecture combines ODE networks and Cross-Stitch networks to model complex temporal dynamics in financial data. Our ODE-based Cross-Stitch model outperformed the Temporal Fusion Transformer, a state-of-the-art baseline.
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💳 Credit Risk & Statistical Learning
📍 EPFL – Master in Financial Engineering, Year 2 (2025)
Quantitative modeling of retail credit risk. Comparison between Logistic Regression and SVM (RBF kernel) for default prediction and optimization of lending strategies via Monte Carlo simulations.
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🌪️ VIX and Variance Derivatives: Theory, Pricing, and Replication
📍 EPFL – Master in Financial Engineering, Year 1 (2025)
This project explores the theory and practical implementation of VIX and variance-linked derivatives. We derive and interpret the Carr-Madan replication formula, model the dynamics of implied volatility and realized variance, and analyze the pricing of VIX futures, variance futures, and replication strategies using volatility-linked instruments.
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🧠 Hedemon – Verifiable Pokémon Card NFTs Using Hedera Hashgraph
📍 EPFL – BSA Hackathon (2025)
🏆 4th Place & 500 CHF Cash Prize
Hedemon is a blockchain-powered platform that transforms physical Pokémon cards into verifiable NFTs using Hedera Hashgraph. The platform ensures authenticity, ownership, and privacy by integrating cryptographic hashing, smart contracts, and machine learning. Developed during the Privacy and Verifiability Hackathon at EPFL, it won 4th place and a 500 CHF cash prize.
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👻 Specter - From Brainstorm to Code
📍 EPFL – LauzHack Hackaton 2025
A multi-agent AI system that transforms whiteboard sketches and audio recordings into production-ready project scaffolds, including code, architecture, and documentation.
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🔐 CipherLink – Energy-Efficient Digital Communication System
📍 EPFL – Bachelor in Communication Systems, Year 3 (2024)
🏆 Winner among all class projects
CipherLink simulates a full digital communication chain capable of transmitting a 40-character message over a noisy channel with perfect decoding and minimal energy use. The system was developed for the Principles of Digital Communications course and was recognized as the winner among all class projects.
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🚗 Taking the Driving Theory Test with Vision-Language Models
📍 EPFL – Bachelor in Communication Systems, Year 3 (2024)
This project explores the capabilities of Vision-Language Models (VLMs) in interpreting and answering driving theory test questions, which often combine visual inputs (e.g., road signs, traffic situations) with linguistic cues. The focus was on evaluating zero-shot and few-shot performance of multimodal transformers in high-stakes reasoning tasks.
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🧠 Solving 3-SAT via Quantum Algorithms
📍 EPFL – Bachelor in Computer Science, Year 3 (2023)
In this project, we explored quantum approaches to solving the NP-complete 3-SAT problem using Grover's algorithm and Quantum Phase Estimation (QPE). We implemented an oracle that encodes 3-SAT clauses as quantum gates and applied Grover's algorithm and QPE to search for satisfying assignments and estimate the number of solutions.
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🧠 Trace Estimation via Quantum Circuits
📍 EPFL – Bachelor in Communication Systems, Year 3 (2023)
In this project, we explore how quantum circuits can be used to estimate the trace of large unitary matrices. We designed and implemented a quantum protocol to compute the real and imaginary parts of the normalized trace of an unknown unitary operator. The project utilizes Qiskit and IBM quantum simulators to validate the approach.
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🎮 A Game of Life in Assembly – Cellular Automaton on the Nios II Processor
📍 EPFL – Bachelor in Communication Systems, Year 2 (2022)
Implemented Conway’s Game of Life in MIPS-like assembly on a multicycle Nios II processor, running on the Gecko4Education board. Focused on low-level assembly to achieve efficient hardware-compatible code.
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🔐 Crypto – Multi-Algorithm Text Encryption & Decryption Tool
📍 EPFL – Bachelor in Computer Science, Year 1 (2020)
A Java-based encryption and decryption tool supporting classical and modern algorithms, developed to learn cryptographic principles and Java programming basics.
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🎲 Wordle – A Python Clone of the Popular Word Game
📍 Personal Project (2022)
Recreated the viral word puzzle game Wordle in Python using Pygame, with features like dynamic input handling, color-coded feedback, and daily word selection from an online API.
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🤖 VaccInfoBot – Automated Twitter Bot for COVID-19 Vaccination Stats
📍 Personal Project (2021)
Developed a fully automated Twitter bot that publishes daily statistics on COVID-19 vaccinations worldwide, utilizing real-time data for global and regional updates.
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🎲 tCHu – A Two-Player Digital Board Game Inspired by Ticket to Ride
📍 EPFL – Bachelor in Communication Systems, Year 1 (2021)
Developed a two-player strategic board game in Java, inspired by Ticket to Ride, with full game mechanics, multiplayer logic, and a user-friendly interface.
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👻 Super-PacMan – A Modern Java Remake of the Arcade Classic
📍 EPFL – Bachelor in Communication Systems, Year 1 (2021)
Developed a retro-inspired arcade game in Java, bringing the classic Pac-Man gameplay into a modern format with enhanced AI and object-oriented design.
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🧰 ToolBox – Web Utility Platform
📍 Lycée (France), Terminale (2020)
A multi-service website developed during high school focusing on front-end and back-end web development fundamentals with interactive tools.