Samuel Babichenko
PhD candidate in statistics and financial mathematics at UCSB. I work on game theory, stochastic control, and quantitative finance. Here I share projects and writing about what’s been on my mind. Feel free to reach out!
Projects
Forecasting and Manipulating the Forecasts of Others
First exact equilibrium characterization of finite-player continuous-time LQG games with endogenous signals
#research
#game theory
Decision Mesh
A hierarchical mesh based decision tree that yields continuity with minimal drawbacks
#personal
#data science