YOSRI BEN HALIMA

INTERN RESEARCH ASSISTANT

Brock University•  February 2024 - June 2024•  St. Catharines, ON, CA

- Developed the first quantitative framework to measure "Greenhushing" in S&P 500 sustainability disclosures using Natural Language Processing, providing groundbreaking insights into corporate transparency. - Extracted key themes from sustainability reports through topic modeling, uncovering industry-wide trends. - Optimized data-fetching, reducing processing time from 8 minutes per file to 6.5 minutes for all files combined. - Linked "Greenhushing" to excess CEO compensation, revealing a positive correlation in the econometric analysis.

INTERN QUANTITATIVE RESEARCHER

Laevitas•  July 2023 - August 2023•  Tunis, Tunisia

- Developed and implemented a funding rate model for perpetual swaps using the Ornstein-Uhlenbeck process. - Applied Merton's Jump-Diffusion process to model Bitcoin index prices, effectively accounting for market jumpiness and volatility. - Designed and backtested a pipeline to estimate the liquidation time of contracts using Monte Carlo simulations.