Research
Published papers, preprints, and academic contributions.
Greek Vase Volume Analysis Using Mathematical Modeling
Siddhant Shah, Minfei Liang, Eugene Pinsky
MDPI Journal (Metrology)
Advanced interdisciplinary research combining mathematical modeling, statistical analysis, and Python programming to compute volumes of ancient Greek vases using geometric principles and modern computational methods. Achieved 4.91% mean relative error.
Momentum-Based Trading Strategies in Crude Oil ETFs And Futures
Siddhant Shah, Eugene Pinsky
Technical Analysis of STOCKS & COMMODITIES
Research on momentum-based trading strategies in crude oil ETFs and futures, developing long-short models yielding up to 19.9% annualized returns over an 18-year testing period.
The Silver Lining of Daily Bitcoin Trading
Siddhant Shah, Eugene Pinsky
Technical Analysis of STOCKS & COMMODITIES
Strategy leveraging overnight silver returns to predict Bitcoin price movements, exhibiting lower drawdowns in a 10-year backtest with 68.65% annualized returns.
Estimating the Accuracy of a Bagged Ensemble
Siddhant Shah, Eugene Pinsky
Machine Learning and Applications: An International Journal (MLAIJ)
Probabilistic framework to reduce computational overhead in model fine-tuning, using various distributions to estimate Random Forest performance with less than 3% relative error.