Hi, I'm Michael!
I am a rising senior at Wingate University completing a Bachelor's degree in Mathematics with minors in Economics and Finance.
I double as an undergraduate researcher with broad research interests in applied ML, computational finance, and optimization methods. I'm currently working under the supersion of Dr. Lisa Schwartz on classical vs deep learning factor extraction models for high-dimensional portfolio risk management.
Outside of academics & research, I enjoy building practical systems & models for actuarial risk analytics, computer vision, and finance, especially for projects involving risk modeling and analysis, portfolio backtesting & optimization, signal-based trading, and predictive analytics for financial data.
When I have time to spare, I play soccer, game occassionally, or practice music. I love to trying out new food and currently on a personal food-tasting adventure across Charlotte; always on the lookout for great spots.
Based between Charlotte and San Francisco. This summer, I'll be in Hartford, CT working out of the Aetna HQ as an Actuarial intern.
Feel free to reach out to me at mi.gyimadu430 [at] wingate [dot] edu.
Past + Ongoing Projects
A multi-asset portfolio simulator and backtester. Implements allocation logic, contribution schedules, and performance tracking with Python and C++, wrapped in a Next.js interface..
A rules-based signal generator that models macroeconomic factors and their impact on selected assets. Designed for flexible testing of strategy ideas.
A custom stock screener for U.S. equities. Filters by valuation, yield, volatility, and other factors, built with a focus on extensible screening logic.
A C++ command-line currency converter with support for both real-time exchange rates and historical rate lookups.
A Python utility that automates common data cleaning steps for large datasets, handling missing values, outliers, and formatting.
