Physics-Informed Neural Networks with Dynamic Volatility and Uncertainty
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Summary
Developing a unified Physics-Informed Neural Network (PINN) framework to model dynamic volatility and quantify uncertainty in financial markets.
Darli Seranaj
Quantitative Analyst | Data Scientist
Durham, US.About
High-achieving Duke University student pursuing dual B.S. in Statistical Science and B.A. in Computer Science with a 3.97 GPA, passionate about quantitative analysis and machine learning. Proven ability to apply advanced statistical methods and develop innovative models, demonstrated through impactful research in physics-informed neural networks and economic sanctions, and practical projects in option pricing and adaptive learning platforms. Eager to leverage strong analytical, programming, and problem-solving skills to drive data-driven insights and contribute to cutting-edge financial or technological solutions.
Work
Duke University
|Data Research Assistant
Remote, NC, US
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Summary
Analyzed complex datasets to uncover associations between socioeconomic factors and health outcomes, enhancing data reliability for research initiatives.
Highlights
Refined a historical dataset of 28,000 subjects, identifying and validating 600 reliable subjects through large-scale text parsing and data scraping, correcting for inconsistencies and missingness.
Utilized advanced statistical methodologies, including survival analysis and Generalized Linear Models (GLMs), to identify significant associations between economic indicators, occupation, and life expectancy.
Deloitte
|Financial Advisor Intern
Tirana, Tirana, Albania
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Summary
Contributed to strategic market entry and financial modeling for a leading grocery retailer while enhancing model integrity for critical investment decisions.
Highlights
Developed comprehensive Excel forecast models and synthesized market research, directly supporting the successful launch of a new product for Albania's leading grocery retailer.
Conducted a detailed feasibility study for a large-scale solar project, evaluating renewable energy dynamics and regulatory factors to inform strategic investment decisions.
Enhanced the statistical validity of Monte Carlo valuation models by identifying and rectifying distributional errors, ensuring realistic confidence intervals for financial analyses.
Education
Duke University
Durham, NC, United States of America
B.S. Statistical Science, B.A. Computer Science
Statistical Science, Computer Science
Grade: 3.97/4.00
Courses
Mathematical Finance
Applied Stochastic Processes
Bayesian Statistics
Probability
Statistical Computing
Machine Learning & Data Mining
Database Systems
Aiglon College
Ollon, Vaud, Switzerland
IB Diploma & Aiglon College Diploma
Grade: 6.96/7.00
Awards
C. V. Starr Scholarship
Awarded By
Duke University
Awarded for outstanding academic achievement and potential at Duke University.
Dean's List with Distinction
Awarded By
Duke University
Consistently recognized for exceptional academic performance and distinction.
Phi Beta Kappa
Awarded By
Phi Beta Kappa Society
Inducted into the nation's oldest and most prestigious academic honor society.
Full Academic Scholarship
Awarded By
Aiglon College
Awarded a full scholarship for exceptional academic merit and potential.
Honors and Distinction
Awarded By
Aiglon College
Received academic honors and distinction for outstanding performance.
Mathematical Year Prize
Awarded By
Aiglon College
Awarded for exceptional achievement and excellence in mathematics.
Languages
Albanian
English
German
Skills
Programming & Data Tools
R (Tidyverse, Shiny), Python (PyTorch, Pandas, Scikit-learn, XGBoost), SQL, Java, HTML/CSS/JS, LaTeX.
Statistical Modeling & Machine Learning
Statistical Modeling, Machine Learning, Deep Learning, Survival Analysis, Generalized Linear Models (GLMs), SVAR Models, Granger Causality, Black-Scholes PDE, Gaussian Processes, GAMs, Physics-Informed Neural Networks (PINN).
Data Analysis & Visualization
Data Scraping, Text Parsing, Data Cleaning, Data Visualization, Financial Analysis, Market Research, Feasibility Studies, Quantitative Analysis, Uncertainty Quantification.
Web Development & Databases
Full-Stack Development, Vite, React, Django, PostgreSQL, DuckDB.
Research & Methodologies
Econometrics, Quantitative Research, Adaptive Scheduling Algorithms, LLM Integration.
Interests
Music
Classical Guitar, Electric Guitar, DJ & Music Production, Jazz.
Recreation
Chess, Freestyle Skiing, Summiting.
Projects
Hybrid Option Pricing: GAMs & Gaussian Processes
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Summary
Developed a hybrid valuation framework for TSLA American Calls, combining GAMs and Gaussian Processes to enhance option pricing accuracy and risk management.
Card.io: Adaptive Learning Platform
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Summary
Engineered a full-stack adaptive learning platform with spaced-repetition and LLM-based content generation capabilities.
Weather Records Explorer (NOAA GHCN-Daily)
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Summary
Developed a high-performance Shiny dashboard for exploring over 50 million weather records with optimized querying and real-time visualizations.
International Economic Sanctions on Russia and EU
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Summary
Analyzed the macroeconomic impact of US/EU sanctions on Russia using advanced statistical and econometric methods.