Prefrontal Corporate: RESEARCH 2025
Exploring the intersection of Neuroscience and Executive Entrepreneurship. My mission is to mentor the next generation and provide access to cutting-edge technology. This is the beginning of a journey to build a community and share knowledge.
Featured Research
A selection of recent and notable projects.
Medical
A computational model simulating the delivery of therapeutic agents across the blood-brain barrier. This project explores novel methods for increasing drug efficacy for neurological disorders.
Machine Learning Algorithms
This repository develops and validates an infinite-dimensional Bayesian posterior operator for updating distributions over asset weights or model parameters. It supports nonparametric modeling using Gaussian process priors to fully quantify uncertainty in hierarchical asset allocation.
This module introduces a novel regularization framework for portfolio optimization that explicitly penalizes allocation strategies based on their Kolmogorov complexity, aiming to favor simpler, more robust strategies.
Economics
This repository provides a reproducible implementation of a duality-informed convex equilibrium allocation theory. It features a robust solver that finds portfolio weights by minimizing a convex objective that combines risk, return, and distributional robustness, while enforcing simplex constraints.
This module provides a production-ready implementation for a CVaR-Adjusted Update to portfolio weights. The method explicitly penalizes tail risk by down-weighting assets with larger Conditional Value-at-Risk (CVaR), making allocations more robust to extreme downside events.