Indian Institute of Management Bangalore
2021 - 2026 (Expected)
Title: Developing Hybrid Non-Parametric Approaches for Multivariate Quantile Estimation of Financial and Climatic Datasets using Physics Informed Neural Networks (PINNs)
Supervisors:
Prof. Soudeep Deb (IIM Bangalore)
Prof. Itai Dattner (University of Haifa)
Prof. Shubhabrata Das (IIM Bangalore)
Prof. Anand Deo (IIM Bangalore)
Overview:
My research investigates foundational definitions of multivariate quantiles and develops nonparametric estimation methods for conditional mean, variance, and quantiles in multivariate time series with physical dependence. The work establishes key asymptotic properties such as consistency and convergence.
A major contribution is the integration of Physics-Informed Neural Networks (PINNs) with nonparametric statistical methods to model dynamical systems, bridging machine learning with statistical theory. [YouTube]
Indian Institute of Science Education and Research Bhopal
2016 - 2021
Physics
During my time at the Indian Institute of Science Education and Research Bhopal, where I pursued an Integrated BS-MS degree in Physics, I developed a strong foundation in mathematical modeling, computational methods, and analytical thinking. My training in physics exposed me to a wide range of quantitative techniques that continue to shape my approach to research in statistics and data science. As part of my Master’s thesis, I worked on modeling the impact of lockdown policies on disease spread and economic outcomes, where I employed an SIRD compartmental epidemiological model alongside an interaction-based economic framework under the guidance of Prof. Kundan Kandhway, EECS Department, IISER Bhopal and Prof. Snigdha Thakur, Physics Department, IISER Bhopal. This experience allowed me to integrate theoretical modeling with real-world policy questions, strengthening my ability to work at the intersection of data, theory, and applications.
MBA Business Analytics Preparatory Course – Linear Algebra (2025)
Foundations of Management – Sampling Techniques (2025)
PhD Preparatory Course – Real Analysis (2024)
Decision Sciences I (2023, 2025)
Decision Sciences II (2023, 2024, 2025)
Multivariate Data Analysis (2024)