Damon Petersen - Massachusetts Institute of Technology

Damon is a PhD student in finance at MIT with a focus on quantitative topics. His interdisciplinary interests span statistics, finance, engineering, and machine learning. His current research focuses on factor models for the covariance structure of asset returns, the effects of bias on duration effects in equity returns, and multimodal transformer models for time series prediction. He has mentored students for over five hours a week for the past couple of years.