DEPARTMENT OF MATHEMATICS

        I'm Shafiq Abdul Rahman, but I go by my initials "A.B" (/eɪ biː/ ). I'm a  PhD student diving into the fascinating world of Applied Mathematics . Research and teaching beckon me, but I also revel in the visual arts, wielding both brush and camera with passion.

             "Because of you ,if someone did'nt giveup ,that's life"  -Muniba Mazari

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• Computational Mathematics and Machine learning,

• Stochastic Processes and Time series analysis,

• Mathematical Finance and Actuarial Science

• Applied Probability and Statistics.

PHD IN MATHEMATICS,2025

• Graduate Teaching Fellow

   Relevant Course Work:

Probability, Numrerical Analysis, Computational Math methods in Data Science  

MASTERS IN MATHEMATICS (GRADUATE) ,2022 -2024

• Master’s Thesis on Technical Analysis in Mathematical Finance .

• Institute Merit Scholarship recipient.

   Relevant Course Work:

Stochastic Calculus in Finance , Advanced Stochastic Process , Mathematical Finance, Applied Statistics, Probability and Measure theory, Data Analysis & Visualisation in Python .  

 BACHELORS IN MATHEMATICS (UNDERGRADUATE) , 2018‑2021

• Undergraduate Project: Linear Algebra and its applications in Machine learning. 

• Minor in Physics and Statistics 

• First Rank Holder | Gold Medalist

 Higher Secondary, CLASS 11‑12 , 2016‑2018 

• 12th Grade|  School Topper

 Secondary School ,CLASS 1‑10 , 2016 

• 10th Grade  | Centum in Math • District Topper

Preprint

• Abdul Rahman , Neelesh Upadhye, Nov 2024, Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading , ArXiv  (doi.org/10.48550/arXiv.2411.08382 )

 Preprint

• Abdul Rahman,   May 2024, Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters , May 2024 ( doi.org/10.48550/arXiv.2405.14262 )

• View research section for more details.

Undergraduate Teaching Assistant - University of Houston

COURSE Math 2413 (UoH) :   CALCULUS -I (FALL 2025)

•  Course Instructor : Dr . Moses Sosa, Instructional Faculty, University of Houston

•  Assisting in delivering course material, conducting tutorial sessions to support student learning.  Additionally, ensuring fair and consistent evaluation of exams.

Graduate Teaching Assistant -  IIT Madras

COURSE MA5950 (IITM) :   MATHEMATICAL FINANCE (FALL 2024)

•  Course Instructor : Dr . Barun Sarkar, Assistant Professor, IIT Madras

•  Assisting in delivering course material, conducting tutorial sessions to support student learning.  Additionally, ensuring fair and consistent evaluation of exams.

Mentor and Teaching Assistant - IIT Madras

MATH ADVANCEMENT CLASSES ON SUNDAYS(MAC‑S),  (Nov.2023‑ Dec.2024)

• Initiated Sunday school at IIT Madras with Dr. Arunkumar, Assistant Professor, in order to prepare 40+ students for national level competitive exams         such as CSIR, GATE and NBHM on Mathematics. 

• Courses teaching : Linear algebra , Group theory, Functional analysis , Topology

Tutor 

PART TIME JOB IN SARANYA ACADEMY OF MATHEMATICS (Nov 2023 -Jun 2024)

• Tutoring Math aspirants from Southern India, for national level competitive exams such as CSIR, GATE and NBHM . 

• Courses taught: Linear algebra

• Teaching materials are available in teaching section (*access restricted).

🔸INTEREST RATE MODELING AND DERIVATIVE PRICING USING HULL WHITE MODEL .

Independent Project    - May  2024

• Calibrated the Hull‑White model parameters (mean‑reversion rate and volatility) using historical interest rate data to simulate

short‑term interest rate paths.

• Priced interest rate derivatives (Caps and Floors) through Monte Carlo simulations.

• Analyzed the impact of economic variables on derivative pricing via scenario testing

🔸MONTE CARLO SIMULATION AND RISK MANAGEMENT FOR NIFTY 50 PORTFOLIO OPTIMIZATION 

Independent Project    - May -June 2024

• Applied Monte Carlo simulation to optimize a portfolio of Nifty 50 stocks, selecting top stocks based on Sharpe ratios.

• Evaluated portfolio risk using Value at Risk (VaR) and Conditional Value at Risk (CVaR).

• Identified optimal portfolio allocations to maximize returns while managing risk exposure

🔸DERIVATIVE MARKET ANALYSIS. 

Finlatics Mumbai, India    - Jun ‑ Aug 2024

• Acquired comprehensive knowledge of derivatives and financial instruments, including forwards, futures, and options, focusing on their practical applications.

• Investigated the trading mechanisms and valuation models of futures and options, and developed sophisticated option trading strategies.

• Conducted three detailed case studies, which provided the foundation for an in‑depth, independent exploration of the Black‑ Scholes and Heston model

🔸TECHNICAL ANALYSIS IN MATHEMATICAL FINANCE 

    • Advisor: Dr. Neelesh Upadhye, Professor, IIT MADRAS 

    Master’s Thesis (Spring) IIT MADRAS  -Jan - May 2024

• Title : Optimizing Super trend Parameters for Enhanced Profit. 

• Framing algorithm to optimize the indicator parameters ‑ for enhancing the profit gain using Bayesian Optimisation techniques.

    Master’s Thesis (Fall) IIT MADRAS  ‑ Aug. 2023 ‑ Jan 2024 

• Title : Optimizing Supertrend Parameters for Enhanced Sharpe Ratio .

• Framed algorithm and used NumPy and Yahoo Finance packages in Python to optimize the indicator parameters‑ ATR length and multiplier for     enhancing the sharpe ratio using Grid Search optimisation method. 

🔸LINEAR ALGEBRA AND ITS APPLICATIONS IN MACHINE LEARNING 

Under Graduate Project , Coimbatore, India - Dec. 2020 ‑ May.2021

• Advisor: Dr.P. Suguna , Assistant Professor ,GACBE 

• Led a group project , delving into linear algebra’s practical applications in Data Science and ML. 

• Simultaneously explored autonomous vehicles, highlighting the dynamic link between mathematical principles and technological advancements.

• Project report, slides, and codes are available in project section (*copyrighted) .

• 2024- Qualified, National level Graduate Aptitude test in Engineering (GATE) 

• 2022 -All India Rank ‑ 196, in National level Joint Admission Test (IIT‑JAM) among 12,716 Math aspirants. 

• 2021 -Rank 1, Topper in Department of Mathematics , Government Arts College, Coimbatore.

• 2018 -District Runner, Mathematics Model Exam, CSI College of Engineering , Nilgiris, India

• 2018 -Rank 1, Young Ramanujam of School Awardee,Dhanish Ahmed Institute of Engineering ,Coimbatore,Tamil Nadu,India

• 2016 -Topper, Nilgiri District Achiever from Tamil Nadu School Associations Tamil Nadu,India

• 2016 -Topper, Kaitlyn Jeyaraj & Bryan Wood Cash award for securing centum in Mathematics.

• June 2024,  Contributory lectures, on "Gaussian Functions, Errors and Stirling’s Approximations" at the Summer Workshop on Pure Mathematics.-pdf

• April 2024, Presented the mathematical details on the proof  of  "Ito's Rule "   under the guidance of Prof.Neelesh Upadhye , IIT Madras to  the course students in , Mathematical Finance -Slides

• Feb 2024, Presented the Proof of  "Approximation of class of functions by simple function using convolution and measure theory results"   under the guidance of Prof.Barun Sarkar, IIT Madras as a part of  the course, Advanced Stochastic Process.  -Link

• Feb 2024, Presented a Seminar for research scholars  , on "Ito's Integration"   under the guidance of Prof.Barun Sarkar, IIT Madras.

• May 2023, Presented a Seminar , on "GCD over Euclidean Domains" at Mathematics Training and Talent Search programme  under the guidance of Dr.Kumerasan and Dr.Jayanthan -IIT Madras.

• May 2022, Co-led a discussion session on the"Significance of eigen values and eigen vectors" with Dr. Saranya, Assistant Professor at Government Arts College, Coimbatore

• 2024, Two day Mini Course on Markov Chains by Professor Manjunath Krishnapur , Indian Institute of Science, Banglore  conducted by Indian Women and Mathematics .

• 2024, Five day International Faculty Development Program (FDP) on Financial Mathematics, SPDE Theory, Mathematical Modeling and Current Numerical Trends (FINSMMCNT-2024)  by VIT AP University, India.

• 2024, International Conference, on Stochastic Calculus and applications to finance organised by Kings  College London and IIT Madras  for three days.

• 2024, Workshop on Valuation of  Equity Options using Black Scholes Model ,conducted  by Indian Institute of Quantitative Finance for two days 

• 2024, Python in Finance and Open Range Breakout Strategy Workshop ,organised by StockGro at IIT Madras

• 2024, Statistical Modeling and Quant Challenge ,organised by Millennium Investment Management Firm at IIT Madras

• 2024,  Advanced Training School, on Partial differential equations and MATLAB organised by K. J. Somaiya College Of Arts And Commerce for one week. Mumbai, IN 

• 2023, One‑month Summer School , initiated by the Mathematics Club of IIT Madras to integrate Linear Algebra, Probability, Markov Chains and Differential Equations with R language and Sage Math ,CFI, IIT Madras 

• 2023 , One‑month Mathematics Training and Talent Search Programme (MTTS) , delving into Linear Algebra, Complex Analysis, Topology, Module and Ring Theory, and presented a seminar, IIT Madras 

• 2023,  Mathematics In house Symposium , organised by Department of Mathematics, IIT Madras 

• 2022,  National Conference, on Computational Mathematics . NIT Puducherry 2022 

• 2022,  Workshop , on Non linear Phenomena in Mathematical Biology (Hybrid) IIITM Gwalior 

• 2021,  Four month NPTEL Course, on Modern Algebra offered by Dr. T . Asir, Madurai Kamaraj University Tamil Nadu, IN 

• 2021,  KLA Workshop, on AI and HPC in Semiconductor manufacturing organised from 27th September to 1st October ,IIT Madras 

• 2020 , Initiation into Linear Algebra, ,International workshop organised by MAR Thoma College (Hybrid) from 28th September to 3rd October, Kerala,IN 

• 2020,  Vedic Mathematics, and its foundations, PG and Research department from August 31 to September 4th in Government Arts College, Coimbatore,India

Organizer and Initiator

WEEKLY STUDENT SEMINAR SERIES IN MATHEMATICS DEPARTMENT,IIT MADRAS  -Nov. 2023 ‑ May 2024

  Key role is to invite Research scholars and Professors of various fields, to give a talk on their research topic and area of interest.

Student Chief Coordinator, MTTS

MATHEMATICS TEACHING AND TRAINING SEARCH PROGRAMME,MAIN CAMP, May. 2023

• Facilitated the enrollment of 150 + students and ensuring a seamless and enriching experience for all participants during the training period of about one month.

Super Coordinator, Forays 23

FORAYS 23,THE ANNUAL MATH FEST OF IIT MADRAS,  Feb.23

• Spearheaded the organization of the event, overseeing various activities and conducted engaging and educational events for both school and college students.

Founder of Art studio

SMART CART OFFICIAL  , Jan. 2019 ‑ PRESENT

• Smart Cart‑official ‑ online art and craft studio offering Freelance services such as portrait drawing,Doodle works,Logo designing , Calligraphy and so on.

• Won second prize in the Heritage Centre, IIT Madras Doodle competition and been a part of designing the wall of the renovated Heritage Centre as a result.

Photographer

EYES OF ABDUL , Jul.2021‑ PRESENT

• Eyes of Abdul ‑ Photography and Videography Portfolio , showcasing the photography and video‑editing skills using the tools like Adobe, Google Snapseed and so on.

•  Galaxy Masterclass attendee,2021 | Instructor :Mr. Auditya Venkatesh, Travel photographer.