I'm a fourth-year Industrial Engineering and Economics double major @ Northwestern University who's interested in open-source LLMs, RL, causal inference, and quantitative finance.
If you would like to discuss causal inference, RL, quantitative finance, my projects, or access the code for any project, feel free to reach out!
Feb 2025 - March 2025
Humanity's Last Exam Contributions
Developed and contributed 12 applied mathematics, economics, and geology questions to Humanity's Last Exam (HLE) benchmark dataset. HLE aims to aggregate some of the toughest academic problems to test LLM's technical reasoning in the age of CoT.
Feb 2025 - Present
Thinking Machines: Enhancing LLM Reasoning for Robotic Decision-Making
Graduate research study on improving real-world reasoning capabilities in Large Language Models (LLMs) for robotic control applications. Exploring Reinforcement Learning (RL), multi-modal inputs, and fine-tuning techniques to enhance LLM-based robotic decision-making in dynamic environments.
Jan 2025 - Present
ETF Portfolio Construction
Developing a framework for ETF-only portfolio construction, applying Hierarchical Risk Parity (HRP) to optimize asset allocation based on predetermined sector allocation and risk tolerance.
Jan 2025 - Feb 2025
Identifying Core Growth Drivers in the US Real Estate Market
Conducted a comprehensive analysis of key enrollment growth factors within all US Student Housing real estate markets. Developed models for factor identification, applied Principal Component Analysis (PCA), Graphical Lasso, and Boosted Random Forests.
Exp. May 2025
Reinforcement Learning for Robot Control
This article explores the integration of reinforcement learning techniques in robotic control using LLMs as instruction/plan generators.It covers policy optimization (PPO vs. GPRO), training processes and logistics, and performance.
Exp. April 2025
Extracting Option-Implied Probabilities Using Butterfly Spreads
This article explores deriving option-implied probability distributions from butterfly spreads to evaluate market expectations. It covers risk-neutral pricing, volatility surface interpretation, distribution generation from market prices of options with different strike prices.
© 2025 Ali ElSheikh. All rights reserved.
© 2025 Ali ElSheikh. All rights reserved.