Om Nagvekar

Working on Quantative Financial Statistics, Data Analysis and Data Modeling. Calculated the alpha-beta value for different stocks to evaluate their performance. Developed a Value Momentum-based trading strategy, achieving a 32% Annualized Return with an Annualized Volatility of 25% over a 10-year backtest on NSE stocks. Implemented convex portfolio optimization with covariance-driven risk control.

Worked under the guidance of Dr. T. D. Dongale and Dr. S. S. Sutar. Applying machine learning techniques (time series analysis and change point detection) to material science data. Developing a RAG-based system for research paper analysis to extract key scientific insights, potentially increasing data extraction efficiency by 50%. Secured 2 copyrights for innovative contributions in applied machine learning and scientific data analysis.