Siddharth Nand
Hi 👋🏾, I am a recent Mathematics graduate from The University of British Columbia, Canada. I am passionate about applying my mathematical and technical expertise to solve real-world problems and am actively seeking opportunities to contribute to innovative projects and collaborate with talented professionals.
Education
Bachelor of Science in Mathematics
The University of British Columbia
Papers
Selected Projects
Reinforcement Learning for Market Making
This project delves into the impact of various loss function formulations on risk management behavior within reinforcement-based market making.
Portfolio Optimization
Links to the various projects I have worked on in the field of portfolio optimization:
- Portfolio Lab is a GUI for the portfolioperformance package.
- Portfolio Performance Server is a server for the GUI. It is used to fetch the latest financial data.
- portfolioperformance is a python package to test the predicted performance of a various portfolio optimization models.
Optimization Exploratorium
The Optimization Exploratorium is a collection of mini-projects that explore various topics in mathematical optimization and its applications.
A Hyperparameter-Optimized Latent Topic Model
Developed a latent topic model for text data using hyperparameter optimization and programmed in Stan.
A Constraint Satisfaction Approach to Optimizing Sport Schedules
Developed a constraint satisfaction model to optimize the scheduling of sports games.
Physics-informed Neural Network: The Effect of Reparameterization in Solving Differential Equations
Researched neural network methods for approximating exact solutions to differential equations.