Jul 2021 – Sep 2021 · 2 mos · India

• Leveraged the monthly sequential data for credit risk and showed that the model works better with respect to the basic internal model for credit risk and also showed that it again outperforms the basic internal model in certain important segments.

May 2020 – Jun 2022 · 2 yrs 1 mo · India

• we looked at the bi-partite caching problem from an online learning point of view and came up with the Lead Cache Algorithm, which offers sub-linear regret with almost matching lower bound. We efficiently implement the algorithm by coming up with a linear time pipage algorithm.

May 2019 – Jul 2019 · 2 mos · India

• Worked on a new spectral clustering algorithm and tried to analyze from a graph-theoretic point of view.

May 2018 – Jul 2018 · 2 mos · India

• Studied basics of Theoretical Machine Learning and spectral clustering.