Summer 2023
Quantitative Strategist Intern - Quadeye
Guide: Vipul Agarwal
- Explored option theory to understand the applications of greeks in stocks and derivative markets
- Implemented the Black Scholes model in C++ with low-latency (700µs for 200+ strikes per time snapshot) for computing option premium and implied volatility (IV) using Newton-Raphson method
- Designed 2 final strategies based on cubic splines with 3-7 knots and implied volatility surfaces
Winter 2022
Machine Learning Intern - Prodigal SoftTech
Guide: Atul Kumar
- Compared ROUGE scores of several models such as PEGASUS, BART, T5 for text summarization
- Analysed plasticity of BART-large model by fine-tuning on a 5% tweaked SAMSum Corpus subset
Summer 2022
Language Modeling Intern - International Workplace
Guide: Sheruan Bashar
- Used pandas in Python to analyse and group 1300+ content titles mapped to multiple objectives
- Implemented prefix matching and a probability function with 3 variables to predict outcomes
- Deployed language model mapping newsfeed to learning outcomes as a web API using Azure ML
Winter 2021
Software Developer Intern - GreatFour Systems
Guide: Sai Kumar Attivilli
- Utilised Python API for OpenCV and MTM in image resizing and multi-scale template matching
- Made multiple algorithmic enhancements to improve template to destination matching speed by 60%