Selected projects from BEng / MS in systems, networking, and stochastic modelling.
A custom C++ RPC server focused on throughput, tail latency, and overload control.
Features a binary protocol, per-core epoll-based I/O, write batching, per-connection backpressure, and latency measurement under load.
American-style real options model for offshore wind valuation under market and operational uncertainty.
Developed a multi-factor valuation framework using binomial lattices, Ornstein–Uhlenbeck spot price dynamics, and embedded options (abandonment, component replacement).
Captures investment flexibility and long-term cashflow uncertainty using methods from derivatives pricing and risk-neutral valuation.
Crypto option pricing with a tempered stable–stochastic volatility hybrid model.
Combined Heston stochastic volatility with tempered stable Lévy subordinators to capture jumps and heavy tails.
Derived Laplace transforms, applied Fourier inversion for pricing, and calibrated to Deribit BTC/ETH options using ARPE with comparative moment analysis.
Discrete-time Markov chain model of a stochastic upgrade system with absorbing states.
Simulated upgrade, downgrade, and destruction dynamics, and analyzed long-run behavior across player strategies.
Quantified progression risk and cost dynamics, highlighting system-level effects beyond per-step probabilities.