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iAmGiG/README.md

Chris Regan

PhD Student | Financial Markets & Machine Learning | Atlanta, GA

Current Research

PhD Dissertation: Adversarial Market Manipulation Detection

Two complementary research threads applying ML to financial market security:

Thread 1: Graph-Based DetectionGamma-Sieve

  • Heterophilic GNNs (CARE-GNN, TFE-GNN) detecting fragmented manipulation in options-equity markets
  • Novel graph schema: 4 node types, 10 edge types for financial transaction networks
  • Key finding: graph topology detects multi-account coordination (+5.6pp AUC over LSTM), but attack-type-dependent — ensemble required
  • Domain-shift calibration: 42.5% FPR on real data → 2.4% after fragmentation calibration
  • ESWA paper in preparation

Thread 2: LLM Market Understandinggex-llm-patterns

  • Obfuscation testing methodology for validating LLM understanding of dealer hedging constraints
  • Paper #1: "Validating Large Language Model Understanding of Market Microstructure Through Obfuscation Testing"
    • Published: IEEE BigData 2025 — 2nd International Workshop on Large Language Models for Finance
    • 71.5% detection rate, 91.2% predictive accuracy
  • Paper #2: "Validating LLM Structural Reasoning: Detecting Persistent Market Regimes Through Temporal Obfuscation"
    • 📄 Under Review: Digital Finance (Springer) — submitted March 2026
    • 📄 Under Review: AIAI 2026 (IFIP AICT, Springer) — submitted March 2026
    • 81.2% regime detection, 2,221 evaluations (1,412 real + 809 synthetic), 0% false positives on controls

Featured Projects

Financial Markets & ML

  • Gamma-Sieve — Heterophilic GNN evaluation for adversarial manipulation detection (PhD dissertation)
  • gex-llm-patterns — LLM pattern detection in gamma exposure analysis (IEEE BigData 2025, Digital Finance under review)
  • GexVisor — Financial visualization platform for GEX analysis and research tools
  • AutoGen-TradingSystem — Trading platform using Microsoft AutoGen with multi-agent orchestration

Machine Learning in Healthcare

NLP & Data Analysis

Research & Experimentation


Technical Stack

Primary: Python (99% of work)

Also Proficient: C#, C++, TypeScript, JavaScript, Java

Domains: GNNs, LLMs, Algorithmic Trading, Market Microstructure, NLP, Healthcare ML, Signal Processing


Education & Credentials

  • 🎓 PhD (In Progress) — Financial Markets & Machine Learning
  • 🎓 M.Sc. — Computer Science
  • 🎓 B.Sc. — CGDD & SWE
  • ☁️ AWS Certified Practitioner

Publications & Presentations

  • Digital Finance (Springer) (Under Review, March 2026)
    • "Validating LLM Structural Reasoning: Detecting Persistent Market Regimes Through Temporal Obfuscation"
  • AIAI 2026 (Under Review, March 2026) — IFIP International Conference on Artificial Intelligence Applications and Innovations
    • "Validating LLM Structural Reasoning: Detecting Persistent Market Regimes Through Temporal Obfuscation"
  • IEEE BigData 2025 — 2nd International Workshop on Large Language Models for Finance (December 8-11, Macau, China)
    • "Validating Large Language Model Understanding of Market Microstructure Through Obfuscation Testing"
  • ESWA (In Preparation) — "Gamma-Sieve: Heterophilic GNN Evaluation for Adversarial Market Manipulation Detection"
  • PhD Symposium 2025Testing LLM Structural Reasoning in Complex Systems

Connect

📝 Blog: Post Essentials 📧 GitHub: @iAmGiG


Applying ML to financial market security — from graph topology to language models

Pinned Loading

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    This project focuses on building a mental health chatbot that can provide empathetic responses and offer basic mental health information. The chatbot uses a logistic regression classifier to catego…

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  3. Transcript-ClusterViz Transcript-ClusterViz Public

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    This project is a personal journal built using Blazor and ASP.NET. It's designed to provide an interactive and dynamic way to view and manage journal entries.

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