Hi PyMC community! I’m Pooja, applying for GSoC 2026 for the Scalable Online Bayesian State Space Models project.
My background: I built an HMM-based credit market regime detection model ( GitHub - Pooja2420/HMM-Regime-Credit-Detection · GitHub ) and a statistical arbitrage engine using Kalman Filter sequential updates ( GitHub - Pooja2420/statistical-arbitrage-engine: Production-grade pairs trading system implementing statistical arbitrage strategies. · GitHub ) — both are state space model applications in quantitative finance.
I’m currently trying to build a PyMC notebook applying Bayesian state space models to financial regime detection to demonstrate hands-on use.
@jessegrabowski @Dekermanjian — happy to receive any feedback.