One fine body…
- San Francisco Bay Area, United States
- Geschäftlich Vice President, Data Science & Optimization at Target
- Branche Finance / Banking / Insurance
- Webseite www.linkedin.com/in/ashwin2rao
- Info Entrepreneurship, Product Development/Strategy, Market Modeling/Analysis, Derivatives Trading Strategies, Pricing, Risk Management, Algorithms, Graph Theory, Abstract Algebra, Stochastic Calculus, Statistical Learning, Stochastic Optimization (Policy Optimization in Markov Decision Processes), Supply-Chain Optimization (Inventory Optimization, Transportation Optimization), Functional Programming (Haskell, Scala).
arbitrage-free market asset allocation asset pricing theory bellman equations career category theory deep reinforcement learning derivatives hedging derivatives pricing dynamic programming functional programming haskell machine learning markov decision process mathematics optimization portfolio optimization price optimization quantitative finance reinforcement learning retail stochastic control stochastic optimization supply chain trade order execution utility theory mehr …
abstract algebra advanced financial technologies lab advice algebra alphago american options arbitrage-free market artificial intelligence asset allocation asset pricing theory backward induction bellman equations bias-variance tradeoff black-box optimization black-scholes brownian motion calculus calculus chain-rule capm career category theory classification complete market computer science continuous-time stochastic control cross-entropy loss function data science deep learning deep neural networks deep reinforcement learning delhi dense feed-forward networks derivatives hedging derivatives pricing diminishing marginal utility discrete mathematics dynamic programming dynkin's formula economy efficient frontier evolutionary strategies feynman-kac finance financial trading fokker-planck function approximation functional programming functors generalized linear models genetic algorithms geometry group theory hamilton-jacobi-bellman equation haskell heuristic search iit iit-bombay iit-bombay placements career advice iit-bombay placements career advice india iit-delhi incomplete markets india indian institute of technology bombay inventory control ito calculus ito's lemma jobs least squares policy iteration lecture limit order book linear algebra longstaff-schwartz loss function gradient machine learning market price of risk market-making markov decision process markov property mathematical economics mathematics merton's portfolio problem model-based model-free monads monoid monte carlo tree search mortgage-backed securities multi-layer perceptron neural networks optimal decisioning optimal exercise optimal investment and consumption optimal policy optimal stopping problem optimization order book order book dynamics physical fitness policy gradient policy iteration portfolio management portfolio optimization prepayment modeling price impact price optimization pricing pricing theory probability probability theory quadratic variation quantitative finance recruiting recursive formulation of gradient regression reinforcement learning replicating portfolio retail risk management risk preferences risk premium risk-aversion risk-neutral prepayments risk-neutral pricing risk-neutral probability measure risk-premium risk-reward scalable algorithms search engine optimization silicon valley simulation optimization softmax stanford statistics stochastic calculus stochastic control stochastic optimization stopping time strategic planning student superhedging supply chain supply-chain optimization technology trade order execution utility of consumption utility theory value function value iteration vector space wall street … weniger