Projects
CVaR-optimal allocation for LPs
Joint work on the algorithm solving liquidity providers allocation problem with a probabilistic constraint for SIAG/FME Code Quest 2023.
Generative modelling of ocean temperature
Joint work on deep flow-based generative model of the evolution of ocean temperature for GenHack2.
White blood cell classification
Joint work on domain adaptation exercise from the Help A Hematologist Out hackathon by HIDA.
Deep solver for FBSDE with jumps
Joint work on deep solver for forward-backward SDE in a multi-GPU cluster from Helmholtz GPU Hackathon.
Human action recognition
Joint work on classification of human actions from skeletal sequences using signature-based algorithm.