At GC University Lahore, I independently scoped a quantitative research project, collected data, and modeled exact maximum-likelihood Ornstein–Uhlenbeck parameters across 32 bonds in 10 European countries. The resulting paper was submitted to Computational Economics.
My research found that institutionally linked bond pairs reverted 2.39 times faster, with a monotonic relationship between maturity and κ in German bonds. I also conducted on-site financial analysis of Pak Elektron Limited, reviewing its 2021–2023 profit and loss statements horizontally and vertically.
In independent projects, I built a DCF valuation model for Trane Technologies and analyzed dividend announcements for PSX-listed firms using event-study methods. My toolkit includes Python, Excel, Stata, MATLAB, and quantitative methods such as MLE and panel-data econometrics.
