Second-year CS undergrad at DJSCE (Mumbai) working at the intersection of quantitative finance and machine learning with a focus on Indian equity markets.

• Regime models — HMM-based market state classifiers using volatility surfaces and futures signals
• Backtesting engines — momentum and factor strategies with realistic cost modeling
• Autonomy pipelines — ROS2/Gazebo localization and sensor fusion for rover systems

• Co-authoring a paper on ML-augmented volatility forecasting (DJS ACM)
• Exploring RL-based portfolio allocation for NSE instruments

📝 Leveraging GNNs for Stock Sentiment Prediction