Piyush Bhardwaj
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Piyush Bhardwaj
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Hello World!
I am a currently working as a quantitative trader at Thinkbot Research. Prior to that I have worked at Goldman Sachs, Microsoft and Citibank. Earlier, I finished my masters in Computer Science at IIT Kanpur. My research interests lied broadly in Machine learning, kernel methods and numerical linear algebra. In my free time, now a days, I like to learn more about quantitative finance and machine learning.
News
[New] Added some basic notes on Stochastic Calculus and Martingale Pricing here
[Apr16] Our paper on low rank approximation of kernel matrix will appear at ESANN2016. It is based on my master's thesis, available here.
[Apr16] Our paper on Dynamic Spectrum Access in Multiband Cognitive Radio Networks via Optimized Transmission Hyperspace has been accepted in IEEE Transactions on Wireless Communication