Austin DeCicco

Education and Experience in:

Mathematics - Current M.S. student / B.A. Rutgers.
Economics - B.S. University of Maryland.
Statistics - Integral to all degrees.
Finance - Relevant coursework.
Computer Science - Self taught.

Potential Research Interests:

Stochastic Processes - Stochastic volatility models.
Predictive Modeling - Regime-switching models.
Combinatorics - CRR for exotic derivatives.
Data Science - Imputation of financial data.
Machine Learning - RL for optimal execution.