Priyanka Chudasama

Priyanka chudasama

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location of Priyanka ChudasamaNew Delhi, Delhi, India
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  • Timeline

  • About me

    AI Researcher, Data Scientist-II @ AI Garage, Mastercard | MS (Research) Mathematics, IISc ('22)

  • Education

    • St. stephen's college, delhi

      2015 - 2018
      Bachelor of science (h) mathematics 9.3

      Major in Mathematics and Minor in Physics.Got Sumitomo scholarship throughout the education for excellent academic performance.

    • Indian institute of science (iisc)

      2018 - 2022
      Ms research mathematical science

      As a part of my Master’s thesis; titled “Asymmetric Super-Heston-rough volatility model with Zumbach effect as a scaling limit of quadratic Hawkes processes”, done under @ Professor Srikanth Iyer. I worked on Quadratic Hawkes Process, which is flexible robust models for simulating many of the numerous self-exciting point processes. The aim of the thesis was to add asymmetry in the price movement at micro scale while retaining rough volatility within stable regime as well as to incorporate time… Show more As a part of my Master’s thesis; titled “Asymmetric Super-Heston-rough volatility model with Zumbach effect as a scaling limit of quadratic Hawkes processes”, done under @ Professor Srikanth Iyer. I worked on Quadratic Hawkes Process, which is flexible robust models for simulating many of the numerous self-exciting point processes. The aim of the thesis was to add asymmetry in the price movement at micro scale while retaining rough volatility within stable regime as well as to incorporate time reversal asymmetry with respect to volatility in the model. In my thesis work I was able to successfully incorporate all the aforementioned things by deriving functional central limit theorem for the suitably scaled price process. Show less

  • Experience

    • St. stephen's college, delhi

      Sept 2016 - Jan 2017
      Undergraduate research fellow

      Asa part of Nagpaul fellowship programme, I explored various applications of Finite Fields in Coding Theory, Combinatorics and Cryptography. Where in Coding Theory the aim was to prove the Gilbert-Varshamov bound for linear codes. In CryptographyI looked into applications of finite fields in Advanced Encryption Standard and Elliptic Curve Cryptography. In Combinatorics, I explored the construction of Sudoku squares using finite fields.

    • National institute of science education and research, bhubhaneshwar

      May 2017 - Jun 2017
      Summer trainee

      Attended summer training programme. Got the excellent grade for the work done during the training program. Gave a presentation on "Heine-Borel theorem".

    • St. stephen's college, delhi

      Nov 2017 - Mar 2018
      Undergraduate research fellow

      As a part of Nagpaul fellowship programme, I explored Cauchy-sequentially-regular functions and co-finally Cauchyregular functions. It was observed that a uniformly continuous function preserves all those sequences, so thoseaforesaid functions are actually the relatives of uniformly continuous function.

    • Mastercard

      Jun 2021 - Jul 2021
      Data science intern

      Worked on out of distribution detection.Worked on Neural TPP and incorporated the Hawkes process for modelling temporal point processes.

    • Indian institute of science (iisc)

      Aug 2021 - May 2022
      Research fellow

      As a part of my Masters by research in Mathematics I worked on thesis titled “Asymmetric Super-Heston-rough volatility model with Zumbach effect as a scaling limit of quadratic Hawkes processes”, done under @ Professor Srikanth Iyer. I worked on Quadratic Hawkes Process, which is flexible robust models for simulating many of the numerous self-exciting point processes. The aim of the thesis was to add asymmetry in the price movement at micro scale while retaining rough volatility within stable regime as well as to incorporate time reversal asymmetry with respect to volatility in the model. In my thesis work I was able to successfully incorporate all the aforementioned things by deriving functional central limit theorem for the suitably scaled price process. Show less

    • Mastercard ai garage

      Jul 2022 - now
      Data scientist -ii

      I am currently working as a Data Scientist, more specifically as AI researcher at AI Garage, Mastercard. My research interest includes working with temporal point processes, out of distribution detection, learning with imbalanced data, as well as learning with noisy labels both when single or partial labels are present.

    • Talentsprint

      Feb 2023 - now
      Deep learning and business analytics mentor

      I am currently a mentor for the Post Graduate level Advanced Certification Programme in Deep Learning and Business Analytics which is offered by the Indian Institute of Science (IISc) in collaboration with TalentSprint. Deep Learning course is designed for both practicing and aspiring AI/ML professionals to build expertise in Deep Learning. On the other hand, Business Analytics course is designed for aspiring business analysts who wish to enhance their knowledge of data analysis techniques and decision-making skills. Designed by IISc Faculty, this state-of-the-art curriculum begins by building necessary Probability and Statistics basics, methods, and starts by developing the knowledge of recent advances in data science (ML) and its applications in the business domain. Show less

  • Licenses & Certifications