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Data Science and Optimization

Estimating Returns and Risk Under Sampling Error
Mean–Variance Optimization from Mathematics to Code
Practical Rebalancing, Bayesian Views, and Robustness
Alternative Portfolio Objectives and Risk Allocations
Backtesting Without False Discoveries
Factor Models, Attribution, and Stress Testing
Machine Learning Signals for Portfolio Construction
Reproducible Quant Research Engineering
Capstone Evidence and Hiring-Ready Communication