- Developed risk capital calculation and CDX pricing models with Python programming of more than 10,000 lines in aggregate- Looked for factors causing discrepancies between computed values of Merton model delta and empirical delta in firm’s database, suggested improved method of computing empirical delta with different horizons of price changes to address lag in option pricing - Initiated documentation of quantitative credit assessment models

Multinationals and Location Choice, Professor Costas Arkolakis (Yale University)- Performed firm-level markup estimation with production function method, explored potential databases for estimation at plant level, generated kernel density plots for comparison of average markup- Reviewed existing literature, summarized theoretical models, calibration methods, and critiques from other papers

Multiple research projects in financial economics with Professor Eduardo Davila (Yale University)- Developed finite horizon dynamic programming on mortgage design with behavioral households- Proofread drafts for six research paper, provided suggestions on mathematical and grammatical problems

Vertical Incentives for Investment and Differentiation in the Chinese Film Industry, Professor Charles Hodgson (Yale University) and Shilong Sun (PhD student at University of Wisconsin) - Collected and cleaned information of owners and investors of over 3000 theaters in Chinese, constructed vertical ownership structure- Conducted regression analysis on China’s box office data, developed a model of demand in a latent preference type space

Girls Who Code: A Randomized Field Experiment on Gender-Based Hiring Discrimination, Marley Finley (senior student at Yale)- Sent near-identical mock resumes the only differences being minor changes that signal the gender of the applicant to start-ups- Conducted data analysis process on the statistics collected, assisted in the review of thesis paper writing- The essay received the Charles Heber Dickerman Memorial Prize for the best departmental essay

Approaches to the Generalized Alternating Sign Matrix Conjecture, Professor Ben Brubaker (University of Minnesota)- Explored the bijective relation between λ-Alternating Sign Matrices and geographic frames such as ice square model- Generalized the method to count the number of λ-ASM’s with reference to ice square model and Yang-Baxter Equation