Ashwin Rao
235
Seguidores
Personal Information
Organización/Lugar de trabajo
San Francisco Bay Area United States
Ocupación
Vice President, Data Science & Optimization at Target
Sector
Finance / Banking / Insurance
Sitio web
www.linkedin.com/in/ashwin2rao
Acerca de
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).
Etiquetas
reinforcement learning
markov decision process
career
dynamic programming
quantitative finance
stochastic control
portfolio optimization
functional programming
mathematics
stochastic optimization
derivatives pricing
machine learning
optimization
deep reinforcement learning
utility theory
retail
supply chain
category theory
haskell
derivatives hedging
arbitrage-free market
asset pricing theory
bellman equations
trade order execution
price optimization
asset allocation
merton's portfolio problem
hamilton-jacobi-bellman equation
artificial intelligence
policy gradient
risk-neutral pricing
deep learning
neural networks
classification
regression
probability theory
inventory control
supply-chain optimization
monoid
abstract algebra
linear algebra
functors
monads
silicon valley
wall street
advice
computer science
lecture
finance
iit
limit order book
market-making
simulation optimization
alphago
monte carlo tree search
incomplete markets
replicating portfolio
superhedging
risk-neutral probability measure
complete market
scalable algorithms
genetic algorithms
heuristic search
black-box optimization
evolutionary strategies
strategic planning
mathematical economics
optimal policy
value function
value iteration
policy iteration
price impact
order book dynamics
order book
optimal decisioning
black-scholes
backward induction
optimal exercise
model-based
model-free
least squares policy iteration
longstaff-schwartz
optimal stopping problem
american options
dynkin's formula
markov property
stopping time
feynman-kac
fokker-planck
quadratic variation
brownian motion
ito's lemma
ito calculus
stochastic calculus
risk-reward
risk preferences
diminishing marginal utility
risk-premium
risk-aversion
function approximation
vector space
geometry
financial trading
optimal investment and consumption
utility of consumption
continuous-time stochastic control
data science
search engine optimization
portfolio management
economy
capm
efficient frontier
stanford
advanced financial technologies lab
risk-neutral prepayments
prepayment modeling
risk premium
risk management
pricing theory
market price of risk
mortgage-backed securities
softmax
cross-entropy loss function
recursive formulation of gradient
calculus chain-rule
loss function gradient
canonical link function
generalized linear models
dense feed-forward networks
multi-layer perceptron
deep neural networks
statistics
bias-variance tradeoff
group theory
discrete mathematics
technology
jobs
recruiting
iit-bombay
student
iit-delhi
delhi
physical fitness
probability
calculus
algebra
pricing
iit-bombay placements career advice india
iit-bombay placements career advice
indian institute of technology bombay
india
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