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thisisazaro/README.md

Evgeny Azarov

AI • Financial Econometrics • Infrastructure Systems • Blockchain
Founder | Researcher | System Architect
NYC 🇺🇸

Building mathematical infrastructure for markets and digital coordination systems.


🚀 Focus Areas

  • Non-Gaussian Financial Modeling
  • Bayesian VAR & Stochastic Volatility
  • Regime-Switching in Crypto Markets
  • Network-Based Anomaly Detection
  • AI-Augmented Infrastructure

🧠 Flagship Work

📊 Bayesian Financial Modeling Lab

Implementation of:

  • VAR with Skew-t innovations
  • Stochastic Volatility
  • Full Bayesian MCMC (Stan)
  • Out-of-sample forecasting pipelines

Applied to macro & digital asset markets.


🔗 Crypto Risk Factor Research

  • Graph Neural Networks
  • Entropy-based structural diagnostics
  • Market stress detection
  • Regime classification

🏗 RUMA — Rental Infrastructure Layer

Multi-role coordination platform:

  • Real-time state synchronization
  • Contract & document layer
  • Scalable backend architecture
  • Infrastructure-first design

⛓ Blockchain Systems

  • Smart Contracts (Solidity / TON)
  • Tokenomics modeling
  • DAO governance logic
  • Automation frameworks

🔬 Currently Building

  • Full Bayesian VAR-SV-Skew-t framework
  • Regime-aware crypto forecasting engine
  • Network entropy diagnostics toolkit
  • AI-powered decision support systems

⚙ Core Stack

Quant & AI

Python • R • Stan • SQL
Bayesian Modeling • Time Series • MCMC
Graph Neural Networks

Systems & Infrastructure

Angular • Spring Boot • PostgreSQL
Firebase • Docker • REST APIs
GitHub Actions • n8n

Web3

Solidity • Ethereum • TON
Smart Contracts • Token Design


🌐 Connect

Pinned Loading

  1. financial-risk-management financial-risk-management Public

    Materials and assignments for the course on Risk Management in Finance, covering both traditional and modern approaches.

    R

  2. Financial_Econometrics Financial_Econometrics Public

    Teaching repository for the Financial Econometrics course. Designed to bridge theory and application in time series modeling for financial data.

    R

  3. Statistical_Methods_of_Political_Science Statistical_Methods_of_Political_Science Public

    This repository contains teaching materials, code, and student assignments for the course "Statistical Methods of Political Science".

    R

  4. Common_Risk_Factors_in_Cryptocurrency Common_Risk_Factors_in_Cryptocurrency Public

    Reproducible R pipeline for cryptocurrency return analysis: descriptive statistics, cross-sectional predictors, factor models, attention, macro-sentiment-hashrate, and blockchain network factors.

    HTML