Simple Closed form Maximum Likelihood Estimators (INFORMS Annual Meeting, 2018)
Limiting Distributional Fixed Points in Systemic Risk Graph Models (APS 2019, MCM 2019)
A Unified Tail Modelling Framework for Stochastic Losses (INFORMS Annual Meeting 2020)
Efficient Estimation Tail Risk using Black Box Importance Sampling (INFORMS Annual Meeting 2021)
Combining Retrospective Approximation with Importance Sampling for Black Box CVaR Optimisation (ICC-OPT 2022, WSC 2022)
Overcoming the Sample Complexity Barrier in Risk Analytics with De-biased Machine Learning (Analytics for X, 2022,
Video of the talk
Targeted Robustness In Minimising Extreme Risks With Limited Data (POMS-HK, 2023, APS 2023)
Efficient importance scenario generation for optimisation with rare events (SIAM Conference on Optimisation - 2023, LPS 2023, POMHK 2024)
Efficient Solution to Chance Constrianed Optimisation Problems using Self-Structuring Importance Samplers (EMI-PMC, 2024, INFORMS International Meeting, 2025)
Decision Scaling Based Approach For Chance Constrained Problems with Rare Events (INFORMS International Meeting 2025)
Credit Risk: Approximate Closed Form MLE (SUTD Departmental Seminar, 2019)
A "Rough and Ready Tool" for rare event simulation (STCS Symposium, 2020)
Achieving Efficiency with Self-Structuring Black Box Importance Samplers (STCS Symposium, 2021, IIM-Bangalore, 2022)
Simulation of Distribution Tails with Black Box Importance Samplers (IIT Bombay, 2021, Plaksha University, 2022)
How I learned to stop worrying about extreme events (IIM-Bangalore; cancelled)
Making robust decisions in the presence of rare events (Indian School of Business 2023, IIM-Bangalore 2023, Tata Institute of Fundamental Research 2024, Penn. State University, 2024)
Characterising the Cost of Safe Decision Making Through Asymptotic Analysis of Chance Constrained Programs (IIM-Ahmedabad, May 2025)
Looking Beyond the Gaussian for Modelling Credit Risk (AI-Labs, American Express, Bangalore, April 2023)