Talk - Scaling Laws in Random Hypergraph Models

Quantitative Researcher with a PhD in Mathematics, specializing in stochastic modeling, machine learning, and predictive systems for financial markets. Experienced in probabilistic modeling, Monte Carlo simulation, uncertainty quantification, and statistical validation for data-driven decision-making. Currently developing intraday energy-market price prediction models and optimal liquidation strategies using machine learning, functional data analysis, and stochastic differential equations. Interested in market prediction problems where model quality is directly reflected in trading performance and PnL.