A Trust Region Method for the Optimization of Noisy Functions .
Proposed and implemented a new trust region algorithm under noise; proved for global convergence.
Using and enjoying mathematics.
I obtained my PhD in Applied Mathematics under the supervision of National Academy of Engineering member, Prof. Jorge Nocedal in 2024.
I graduated in 2024 and joined The D.E.Shaw Group as a Quant Analyst upon graduation.
Recent News
- I graduated in 2024 and joined the D.E.Shaw group as a Quant Analyst upon graduation.
- Thanks for visiting.
Some Older Work
A Stochastic Line Search Algorithm for Training of Deep Neural Networks.
Implemented a stochastic line search algorithm for training of deep neural networks under PyTorch.
Emprical Comparison of Machine Learning algorithms for Image Classification.
Implemented SGD, ADAM, AdaGrad and SVRG on Gisette data using logistic regression. Performed scale-invariant analysis.
Instabilities in Active Contracting Networks
Produced a large Chebyshev spetral 2-D numerical PDE solver for a fluid mechanics model in biophysics. Derived a conservation law, performed stablity analysis.
Periodic Migration in a Physical Model of 1D Cell on Micro-patterns
Programmed finite difference and fourier spectral PDE solvers for solving a Phase-Field reaction-diffusion equation. Demonstrated various emergent phenomena.
Modeling International Links Between Interbank Offered Rates Through A Wavelet Analysis Approach
Modeled and analyzed the causality between interbank swap rates LIBOR, SHIBOR and MosPrime using a novel wavalet analysis approach.