soham-deshpande / stock-tft Goto Github PK

Soham

Currently a Computer Science student doing an Meng in Computer Science. I am looking to specialise in machine learning and financial computation.

I enjoy applying maths to the world of CompSci and so this got me interested in machine learning and statistical learning. Finance is also a passion of mine so I try to find ways to combine my interests. This resulted in me undertaking my current project, a transformer based model that has been modified to be used for time series data, the Temporal Fusion Transformer. I want to do further research and exploration into the Fourier series and the subsequent Fourier analysis. I am also looking into the role of computers and algorithms in the world of finance. I have worked in Python, Java, HTML, Javascript, and Latex.

Last Summer I interned with Mako Trading where I gained a better understanding of the financial landscape and have gained a greater appreciation for the world of optionality. Inspired, I am looking to explore algorithmic trading, particularly the application of machine learning in this space. My next few projects will involve an exploration into Numerical Methods, Deep Hedging, and an implementation of the TFT in this space.

In the coming Spring, I will be on an Insight Week at Macquarie, Barings and Citi where I am looking forward to gaining a further understanding of quantitative trading.

Visitor count