
Developed a volatility-conditioned DDPM in PyTorch. Found higher point-forecast MAE vs. baseline (0.083 vs. 0.066), but demonstrated superior uncertainty calibration (CRPS = 0.057, DM p = 0.002). Presented research at ASFA Symposium; awarded Honorable Mention in regional science fair math + CS category.
- implemented volatility-conditioned DDPM training loop in PyTorch
- compared point forecast error against baseline and evaluated calibration
- presented at ASFA Symposium; honorable mention in regional math + CS









