Ashwin Rao

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