I graduated from IIT Kharagpur with an Integrated Master’s in Mathematics and Computing in 2021. My primary research interests include Long Range dependence and Heavy tailed behaviour in Financial models and Bayesian Inference. I am also interested in Stochastic Control and Reinforcement learning with applications in Finance and Climate modelling.
During my undergraduate studies, I undertook a research internship under the guidance of Prof. Aaron Smith at the University of Ottawa, funded by the SRSF grant from the Shastri Indo-Canadian Institute. Following this, I briefly worked at Axis Bank as a Business Intelligence Analyst in the fall of 2021. Subsequently, I pursued my Master’s in Statistics at the University of Alberta, where I am planning to defend my thesis in August 2024.
I am currently working as an MITACS Accelerate Intern with FastTrack Technologies, focusing on enhancing their exam generation service using Distributional Neural Networks. My thesis research involves:
Developing efficient sampling schemes for Long Range Dependent processes.
Implementing probabilistic filters and smoothers for continuous time graphical models using Python and Julia.
Working on Parameter Estimation and Option pricing using stochastic volatility models in Finance.
Here is the link to my CV.
Updates:
I will be joining the University of Alberta as a Master's student in Statistics, under the guidance of Prof. Michael Kouritzin.
I would be TA-ing at the Probabilistic AI school 2021 edition, which would be held remotely.
Awarded the Dr. Paul Somerville Graduate Scholarship in the Department of Mathematical and Statistical Sciences, University of Alberta.
Awarded the MITACs Accelerate Fellowship to work with Fasttrack Technologies on developing a Distributional Neural Network for Applications in Exam Generation and Option Pricing.
Attending the DL-RL summer school being held in Toronto from July 8 - 17, 2024.