Projects

Research, software, and other work, organized by where each project stands now.

In progress

In progress

Robin Extrema and Counterexample Support Bounds

Extremal values of Grönwall’s ratio for with a fixed number of distinct prime factors, the gap between integer and real-exponent optima, and bounds for counterexamples to Robin’s inequality.

In progress

The Independent Berry–Esseen Constant

Sharper error bounds for the normal approximation of sums of independent, not necessarily identically distributed, random variables.

In progress

Wordgames

An engine for Scrabble-like games on boards assembled from finite path and cycle word tracks, with configurable scoring rules, handicaps and buffs, and many other extensions and variations.

In progress

Quadarith

An investigation of formulation search for closed first-order formulas over the reals whose atomic relations are quadratic.

In progress

Bounds for the Trefethen Constant

Compute rigorous upper and lower bounds for the operator norm in Trefethen’s third hundred-digit challenge problem: the norm of the infinite matrix formed by arranging along successive antidiagonals.

In progress

HOLA

A lightweight asynchronous system for multi-objective black-box and hyperparameter optimization, with a Rust engine, Python interface, and a common ask-and-tell protocol for local or distributed studies.

Paused

Completed

Completed

Cooperative Transaction Cost Mitigation

A distributed method for coordinating the trades of multiple portfolio managers so that a firm can reduce transaction costs while preserving the separation of their individual optimization problems.

Completed

Least-Squares Shapley Performance Attribution

An efficient method and open-source implementation for attributing the out-of-sample performance of a least-squares regression model to its input features using Shapley values.

Completed

Around Tokuyama's Formula

A 2021 Stanford Undergraduate Research Institute in Mathematics project on direct and combinatorial proofs of Tokuyama’s formula and possible routes toward analogues for symplectic groups.