Yashvardhan Sharma.

IB student building at the intersection of machine learning and Indian equity markets. I focus on what global literature ignores — how NSE/BSE structural features like circuit breakers, T+1 settlement, and retail-dominated microstructure create genuinely different dynamics.

From LPPLS bubble detection on NASDAQ and AI equity baskets, to NLP pipelines on BSE earnings releases, to DCF models that would hold up at a bulge-bracket bank.