Experience
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Education
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Georgetown University
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Activities and Societies: The Hoya Editorial Board Georgetown Collegiate Investors Georgetown University Student Investment Fund
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Vijay Madhani
When Interest Rates Meet Agents: A Crossover Between Vasicek & Agentic AI Testing Today I find myself deep in two very different worlds: ⤴️Calibrating the Vasicek model for interest rate dynamics – estimating mean reversion, long-term rates, and pricing bonds with analytical formulas and Monte Carlo simulations. 🤖 Scaling our Agentic AI framework for automated model testing – asynchronous agents, multi-tool orchestration, and variance control in testing environments. At some point, the two collided… and it clicked: ▶️ Model testing itself behaves like a stochastic process. Each agent run is like a short rate path. Mean reversion = enforcing consistent quality benchmarks. Variance reduction = smarter orchestration strategies (antithetic agents, batching, feedback loops). ⏩️ That’s when I started using the same Monte Carlo intuition from Vasicek to stress-test our Agentic AI workflows. Multiple paths. Controlled volatility. Calibration of parameters based on real output drift. Turns out, quant finance and AI testing share the same DNA: ➡️ Calibrate. ➡️ Simulate. ➡️ Measure drift. ➡️ Reduce variance. ▪️Key takeaway: Whether you’re pricing a 5-year zero-coupon bond or validating an AI-driven QA system, the discipline of modeling, simulation, and calibration is universal. #QuantFinance #AgenticAI #ModelTesting #Vasicek #MonteCarlo #AIQuality #InterestRates #FinancialEngineering #Automation
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Philippe MARLIACY, PhD
Synthetic Energy Datasets with Gemini / Claude: Building Better Forecast Models Without Customer Data Energy companies today face a paradox: they need massive datasets to train forecasting models, yet real customer load data is tightly protected under privacy regulations. That’s where synthetic energy data comes in. By combining generative models like Gemini 1.5 Pro and Claude 3.5 Sonnet, utilities and researchers can now create realistic, statistically accurate energy traces without touching a single line of personal data. https://lnkd.in/gPg9VeNn
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Stock Traders Daily
Buy & Sell Signals Technical Reactions to CLSE Trends in Macro Strategies: Price-action only: Convergence Long/short Equity Etf (CLSE) movements set the tone for institutional models. Technical Reactions to CLSE Trends in Macro Strategies… Real Time Updates... Look at the Charts #CLSE #MacroStrategies #EquityMarket #TechnicalAnalysis #LongShortEquity
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