Sheyan Lalmohammed

Hi, my name is Sheyan! I am a dual-degree student studying Statistics in Wharton and Mathematical-Economics in the College. My passion lies in the intersection of statistics and economics, particularly using applied statistics to create complex statistical models which capture the true nuances of human behavior. At Penn, I’ve pursued this passion by conducting research in diverse array of positions in business, economics, and statistics. It is my strong belief that to gain a deeper understanding of the way that real economic systems operate, you must understand the people which make the decisions within them. Most of my time, when not understanding the quantitative orientation of this field of research, is dedicated to understanding the complexities of the person which the models in the field represent.

My statistics research interests lie in Bayesian statistics. Most of my research and experience in this field is in efficiency and accuracy of network-based models. Most recently, I have focused on using Dynamic-Bayesian Networks for credit-risk modeling in the pay-in-four industry. Additionally, I have conducted research in the field of reinforcement-learning, integrating multi-agent reinforcement learning with prospect theoretic principles, enabling agents to exhibit loss aversion and probability weighting during negotiation and demonstrating stable convergence across risk profiles. I am also currently interested in economic models which now integrate AI agents into their framework. I have previously introduced a discrete-time game-theoretic framework incorporating a collaboration index, equity penalty, and Nash bargaining solution to quantify total welfare from human–AI interactions. Finally, for global markets, my research interests are primarily in digital currencies and their market structure. In the past, I have described an implementation of a central-bank digital currencies using DLT token-based access through a decentralized two-party system for retail transactions and a centralized token system for wholesale transactions through expanded central processing networks.

I like to think of myself as a learner, so please do not hesitate to reach out to discuss any topic you may have an interest in or ways in which your research can be supported here at Penn. I am always willing to lend some advice, my opinion, or just to listen!

• Research Assistant, Wharton Operations, Information, and Decisions Department (2023 - Present)
• Wharton Research Scholars (2024-2025)
• Research Assistant, Mack Institute for Innovation Management (Spring 2024)
• Research Assistant, Wharton Management Department (2023-2024)
• Highly Commended Paper (Top 20 Worldwide): Harvard Undergraduate Economics Association’s International Economics Essay Competition