I am a researcher with an affinity for mathematics, computer science and physics, and a lover of the arts and humanities. I enjoy building things and solving problems. As an undergraduate at the University of Colorado, I studied adiabatic quantum computation and category theory. My Ph.D. thesis at Tulane focused on time-series analysis and machine learning in a high-dimensional setting. Currently, I'm interested in prediction markets and agentic systems.

a few of my interests

random matrix theory	time series analysis	graph theory
machine learning	mult-agent LLMs	prediction markets
skateboarding	music	cooking

publications

On the empirical spectral distribution of large wavelet random matrices based on mixed-Gaussian fractional measurements in moderately high dimensions Orejola, O., Didier, G., Wendt, H. and Abry, P. Electron. J. Probab. 30, 1–48 (2025)

Identifying high-dimensional self-similarity based on spectral clustering applied to large wavelet random matrices Orejola, O., Didier, G., Wendt, H. and Abry, P. 32nd European Signal Processing Conference (EUSIPCO), 2024

Bootstrap based test for the unimodality of estimated Hurst exponents. Performance assessment in high-dimensional analysis setting Lucas, C.G., Wendt, H., Abry, P., Didier, G. and Orejola, O. XXIXème Colloque Francophone de Traitement du Signal et des Images (GRETSI), 2023

Shhh! The Logic of Clandestine Operations Naumov, P. and Orejola, O. 32nd International Joint Conference on Artificial Intelligence (IJCAI), 2023

Hurst multimodality detection based on large wavelet random matrices Didier, G., Orejola, O., Wendt, H. and Abry, P. 30th European Signal Processing Conference (EUSIPCO), 2022