Regime-Aware Portfolio Optimizer
A Hidden Markov Model reads the market's hidden state, then de-risks when it turns turbulent. Benchmarked on Sharpe against a static 60/40.
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erlikhman.adrian@gmail.comi'm a senior in los angeles, and most of what i do is machine learning: some research, a few internships, and a lot of building. lately that's looked like
adrian erlikhman · los angeles
I'm a senior at LACES, in Los Angeles. I got into machine learning by taking small models apart to see why they worked, usually by breaking them on purpose, and I never really stopped.
Right now I've got a few things going at once. A couple of us built an AI/ML course that LAUSD is piloting. I'm first author on a paper about something odd: language models are bad at recognizing their own writing, and when they guess wrong they tend to blame GPT-4o or Claude. The rest of my week is internships, a venture fund, an edtech ML team, and a space lab at Caltech looking at data centers in orbit.
What I'm after is simple: hard problems, and people worth learning from. If that's something you've got, my inbox is open.
On the data-science team, using ML on educational content and product data. I meet regularly with the Director of Data Science to work through applied ML and production data problems.
Worked on an SBIR Phase I study on data centers in low Earth orbit, doing market and technology research with ex-NASA JPL fellow Leon Alkali at a Caltech lab.
Ran diligence on 20+ early-stage AI startups and wrote 10+ investment memos. Led screening of the YC Summer 2025 batch with the Managing Director.
Wrote a 12-week AI/ML curriculum — 16+ units of Colab notebooks and lesson kits — now piloting with LAUSD. Advised by people at Data Herald (YC W21) and Google DeepMind, and presented it at the LAUSD Innovation Expo.
Built the 250+ firm investor database the team now runs its pipeline on, mapped the SoCal life-sciences ecosystem, and rebuilt the backend behind it.
Built a community-safety platform on incident data from the ADL, FBI, LAPD, and JFEDLA, with an ML prediction model and a live dashboard. It's used across JFEDLA's Greater LA network.
Why frontier language models fail to recognize their own writing, and why the misattributions cluster on GPT-4o and Claude. I collect 200 responses across five models, extract 16 stylometric features, and train a depth-limited decision tree with SHAP attribution to surface plain-English rules for what makes text "look like" a given model.
Built and trained machine-learning models on the Legatum Prosperity Index to forecast national prosperity pillars for Ukraine and Israel — the full pipeline from exploratory analysis and feature engineering to model evaluation in Python, with a Stanford mentor.
The Legatum Prosperity Index ranks 167 countries by an equal-weighted mean of twelve pillar scores. We audit how much that ranking survives when the equal 1/12 weights are allowed to vary, along with the normalization and aggregation choices the index requires — and find it stays globally stable across three statistical priors of increasing agnosticism.
Modern portfolio theory says to hold assets in the proportions that maximize reward-to-risk — the Markowitz portfolio. We compare it to simply holding equal amounts of each asset (1/N) on a factor model calibrated to real market data. Across 250 simulations the 1/N portfolio earns a higher Sharpe (0.70 vs 0.51) and wins 74% of the time; estimating expected returns is the hard part.
Ongoing study of induction, number theory, combinatorics, and game theory with a PhD mentor, applied to algorithmic problem-solving and computational mathematics. My working session notes are below.
A Hidden Markov Model reads the market's hidden state, then de-risks when it turns turbulent. Benchmarked on Sharpe against a static 60/40.
A stacked LSTM forecasting next-step price moves, kept honest by a linear baseline and scored on directional accuracy, not just error.
FinBERT turns financial headlines into a daily sentiment signal, with a lexicon fallback so the whole pipeline runs even offline.
Random Forest vs. Gradient Boosting on 1%-fraud data, scored on PR-AUC instead of accuracy, then tuned to a recall-weighted threshold.
A community-safety analytics platform built on incident data from the ADL, FBI, LAPD, and JFEDLA: an ML incident-prediction model plus a live dashboard mapping threats in real time. Deployed across JFEDLA's Greater LA network.
Built a community-safety analytics platform on incident data from the ADL, FBI, LAPD, and JFEDLA — an ML incident-prediction model plus a live dashboard mapping threats in real time. Deployed across JFEDLA's Greater LA network, then rebuilt for a pitch to Hillel International's Campus Climate Initiative.
Lead the club through weekly programming and events — including a school-wide Holocaust Remembrance assembly featuring a survivor, run in partnership with StandWithUs.
Founded a STEM-volunteering program reaching 30+ students across four elementary schools — hands-on coding, robotics, and engineering lessons designed for underserved youth.
Built and iterated an algorithmic tower-defense bot ("dunerscore") across multiple versions — coding the strategy, then running replay-based post-mortems to tune it match over match.
Managed a live-data simulated portfolio to a top-5% finish, balancing risk and return against thousands of competing teams.
Worked YC's company-building program end to end — idea validation, user discovery, and go-to-market fundamentals.
Top scores sustained across 11 Advanced Placement exams spanning computer science, mathematics, and the sciences.
Hands-on with LLMs, embeddings, prompting, and agent tooling alongside the Kaggle and Google research teams.
Five-course sequence built from the ground up — neural nets, optimization, CNNs, and sequence models.
GPU-accelerated deep-learning fundamentals through NVIDIA's Deep Learning Institute.




Off the laptop, I'm almost always outside: climbing, backpacking, cycling, hiking, and swimming in whatever cold lake is nearby. Whatever time is left goes to food I overthink, sleep I don't get enough of, and seeing my family.







Paste any paragraph. It extracts the same stylometric features from my paper — sentence rhythm, lexical diversity, punctuation, "AI vocabulary" — and guesses whether it reads like a human or one of five frontier models.