Publications
A Deep Reinforcement Learning Framework for Column Generation
NeurIPS 2022 · First author
With Prof. Elias Khalil (U of T), Prof. Amine Aboussalah (NYU)
Quantum Computing Reduces Systemic Risk in Financial Networks
Nature Scientific Report, 2023 · Co-author
With Prof. Amine Aboussalah (NYU), Prof. Chi-Guhn Lee (U of T)
Non-linear LassoNet for Deep Tabular Data
Borealis AI (RBC)
A deep tabular model respecting inductive biases in tabular data, outperforming tree-based and SOTA deep tabular models
Recursive Time Series Data Augmentation
ICLR 2023 · Co-author
With Prof. Amine Aboussalah (NYU), Minjae Kwon (UVA), Raj Patel (Multiverse Computing)
Neural Control: Concurrent System Identification and Control Learning with Neural ODE
arXiv, 2024 · First author, sole author
No-Arbitrage ANN Option Pricing
Co-author
With Prof. Amine Aboussalah (NYU), Prof. David Shimko (NYU)
Invited Talks
- System Risk Mitigation: Two-staged network optimization with quantum network clusters, Workshop on Complex Networks in Banking and Finance, Fields Institute, Toronto, Jun 2024 [Video]
- Research Symposium, Vector Institute, Toronto, Feb 2023
- SIAM Conference on Optimization, Seattle, May 2023
- Poster Workshop on Quantum Computing and Operations Research, Fields Institute, Toronto, Oct 2022
Other Projects
IC-IMPACTS Funded Research — Irrigation Control
First author
With Prof. Chi-Guhn Lee (U of T), Prof. Subimal Ghosh (IIT-Bombay)
Central Bank Cascade-Free Control
Co-author
With Prof. John Birge (U of Chicago), Prof. Amine Aboussalah (NYU)