Alexei CONDURACHI

Financial Models

We have build optimal portfolios made by a certain list of assets based on data that we have collected from the Yahoo! Finance database. This let us study and compare how predictions based on historical data would have performed against the real outcomes of markets' changes. We then focused on understanding how would one need to act in order to keep up with price changes and what would that imply on portfolio's composition. Alongside this we also have done a study on real world bonds and what the optimal strategy would be for an optimal portfolio of such. The project has undergone a very strict review as it was the starting point for one of my exams at Københavns Universitet.
This has been a project that made finally possible for me to connect several of my passions: financial analysis, mathematical modeling and coding.
If you are interested to read the report, click this.

Ulam numbers

I never thought that a mathematician could make experiments like a physicist, but it turns out I was completely wrong. Since I have attended the course in Experimental Mathematics I have a completely view on how one could solve mathematical problems and open questions.
This is what we have done in the project on Ulam numbers: we have tried several approaches to check for patterns and possible correlations in the sequence. By looking for patterns through pixel plotting, studying cluster's distribution and more specifically what would happen if we use Ulam numbers as coefficients for Fourier's series we tried to come up with an indication for theoretical results.
I hope this made your jaw drop, as it did with me. If you want to know more click here.

Galerkin methods

As a final project for my Numerical Analysis course I was have prepared a report about Galerkin methods for Partial Differential Equations (PDEs). Usually this topic is discussed at a Master's level, but I have undertook it as a preparation for my Bachelor Thesis on Kulkarni method.
In addition to a theoretical discussion, I have also implemented Matlab code as well as various examples to showcase algorithm's strenghts and limitations.
Here you can find the document in Italian.

Swine Influenza

In this project we have studied the several outcomes possible of a swine influenza epidemic amongst wild boars. This work has been done whilst the pandemic was in its early stages and I have to confess that it revealed to be very helpful in understanding many of the political decisions taken on the basis of studies similar (and of course more in depth) to this one.
All the simulation have been carried out once again in the Matlab environment, even if most of the analysis was made on paper since it was purly mathematical.
Click here to open the report.

Passions

These are the things I like outside the academic world.

Photo by Lorenzo Herrera on Unsplash

What am I interested in?

I think of myself as a curious person that tries to be updated on a plethora of things, but what tickels this side of me the most is IT. I love being informed about the latest technologies and innovations, it does not really matter what topic it is related. I guess it is because I am constantly let speechless by what we can achieve and what we can create thanks to those breakthroughs.

Other passions

In my free time I love taking pictures, walking around and admiring the beautiful architecture that surrounds me.

Alexei