Publications

  • A Deep Reinforcement learning framework for Column Generation

    • NeurIPS 2022
    • Collaborators: Professor Elias Khalil (U of T), Professor Amine Aboussalah (NYU)
    • Contributions: Main idea, all coding, writing, first author
    • To paper
    • Detail

  • Quantum computing reduces systemic risk in financial networks

    • Nature Scientific Report
    • Collaborators: Professor Amine Aboussalah (NYU), Professor Chi-Guhn Lee (U of T)
    • Contributions: Derivation of MILP optimization and Financial network modularity, most of the coding, writing, co-author
    • To paper
    • Detail

  • Recursive Time Series Data Augmentation

    • ICLR 2023
    • Collaborators: Professor Amine Aboussalah (NYU), Minjae Kwon (University of Virginia), Raj Patel (Multiverse Computing)
    • Contributions: Most of the coding, co-author
    • To paper
    • Detail

Invited Talks

  • Research Symposium, Vector institute, Toronto, 2/22/2023
  • SIAM Conference on Optimization, Seattle, 05/31/2023
  • Poster workshop on Quantum Computing and Operations Research, Fields institute, Toronto, 10/22/2022

On-going projects

  • Neural ODE for control

    • Collaborators: None
    • Contributions: Main idea, all coding, first author
    • Detail

  • IC-IMPACTS funded research projects

    • Collaborators: Professor Chi-Guhn Lee (U of T), Professor Subimal Ghosh (IIT- Bombay)
    • Contributions: Main idea, all coding, writing, first author
    • To listed projects report page 12: Irrigation Scheduling Using Model-Based Reinforcement Learning for Stochastic Differential Equation Control

  • No arbitrage ANN option pricing

    • Collaborators: Professor Amine Aboussalah (NYU), Professor David Shimko (NYU)
    • Contributions: Idea on no-arbitrage PINN training with high order terms, coding, co-author
    • Detail

  • Central bank cascade free control

    • Collaborators: Professor John Birge (University of Chicago), Professor Amine Aboussalah (NYU)
    • Contributions: Main idea on the control problem formulation and low level optimizations, most of the coding, co-author
    • Detail