Mark Anthony Brown

UCLA · Financial Actuarial Mathematics

Hi, I'm Mark Anthony Brown.

I'm a Financial Actuarial Mathematics student at UCLA, with a Specialization in Computing. I model risk, probability, and financial solvency by day, and build side projects on a Raspberry Pi by night.

This site is a bit of both. There's my résumé, a few things I've built, and a Monte Carlo simulator you can actually play with.

GPA
3.63
Exam FM
Feb 2027
Finance roles
6
Class of
2028
Mark Anthony Brown, UCLA Financial Actuarial Mathematics student
Los Angeles, CA

A question I couldn't shake

If you have an edge, can you still go broke?

Yes, and more often than you'd think. For even-money bets where you win with probability p and start with B betting units, the classic gambler's-ruin result gives your odds of ever hitting zero:

RoR = ((1 − p) / p)B

Drag the sliders. A 1% edge feels safe right up until you shrink the bankroll.

Chance of going broke

Your edge per bet

Run the full simulation →

Things I've built

Projects

More detail →

Blackjack Monte Carlo: Strategy & Solvency Simulator

  • Built a Monte Carlo engine estimating expected value, standard deviation and Sharpe ratio across 5 strategies
  • Modeled bankroll solvency and risk of ruin under Kelly Criterion bet sizing, with configurable assumptions and CI testing
PythonGitHub Actions Live demo GitHub ↗

Clothero: Virtual Closet Manager

  • Developed a full-stack web app to catalog a wardrobe and generate outfits by color, material, formality or favorites, with search, laundry tracking and item recovery
PythonFlaskHTML GitHub ↗