UPenn / Mathematical Economics / Statistics & Data Science
Diego Ordonez
I'm Diego Ordonez, a student at the University of Pennsylvania studying Mathematical Economics with a minor in Statistics & Data Science. My work spans risk and regulatory analysis, research on monetary policy, credit access, and portfolio optimization, and economic podcasting.
Featured project
Machine Learning for Portfolio Optimization
The paper walks through the full workflow from signal engineering and PCA to model comparison and out-of-sample long-short portfolio construction, with the key result that forecast fit and portfolio quality do not always point to the same model.
The analysis compares Linear Regression, Ridge, Lasso, Random Forest, and Gradient Boosting, then converts those predictions into industry-neutral portfolios.
From linear baselines to tree-based methods.
Signals are compressed, standardized, and ranked within industry.
Ridge led on risk-adjusted performance while Gradient Boosting led on return.
Featured Podcast Episode
Macro Meets Business
Macro Meets Business is Penn IBEC's podcast on the macro forces behind real business decisions. It brings together conversations on policy, markets, trade, and the institutions shaping the global economy.