At Kobe University’s IWATSUBO Laboratory, I’m building a macro-financial model using equity returns, yields, foreign exchange, inflation, and output data. I use SVAR, ICA-based identification, and sign restrictions to identify structural shocks.
I translate those shocks into stress scenarios and apply them to a portfolio to estimate losses, value at risk, and drawdowns.
At the National Institute of Technology, Tiruchirapalli, I applied Independent Component Analysis to financial time-series data and interpreted the results in macroeconomic terms. At IISER Bhopal, I contributed to an ICSSR-funded project on plastic-waste efficiency as cleaner fuels and used regression and clustering to analyze economic data.
My projects include a modular market-analysis pipeline using Self-Organizing Maps to generate trading signals and a VAR–ICA workflow examining monetary policy transmission in India. I work with Python, STATA, R, and MATLAB, and I’m pursuing an MA in Economics at Kobe University.
