
Ashraf Ghiye
Deep Learning Engineer

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About me
Ph.D. Student | Graph ML at BNP Paribas CIB Global Markets & École Polytechnique
Education

Lebanese University - Faculty of Engineering 1 - Tripoli
2015 - 2021Master of Engineering - MEng Electrical, Electronics and Communications Engineering 93/100 (ranked 1st/120+)Activités et associations :IEEE Chair (Student Branch), Books Club. It was a long journey, full of hard work and dedication.The first two years were ‘preparatory years’, I took several intensive courses encompassing a broad spectrum of engineering subjects. Those years helped me build a solid foundation in Mathematics, Physics and Computer Science. Afterwards, I took more specialised courses in Computer Science, Signal Processing and Information Theory.Relevant Courses: - Computer Science: Operation Research, Operating Systems, Logic and… Voir plus It was a long journey, full of hard work and dedication.The first two years were ‘preparatory years’, I took several intensive courses encompassing a broad spectrum of engineering subjects. Those years helped me build a solid foundation in Mathematics, Physics and Computer Science. Afterwards, I took more specialised courses in Computer Science, Signal Processing and Information Theory.Relevant Courses: - Computer Science: Operation Research, Operating Systems, Logic and Algorithms, Programming Languages, Microprocessors, Data Structures, Numerical Analysis. - Signal: Telecommunication, Information Theory, Wave Propagation, Signal Processing (I-II), Image Processing.- Mathematics: Calculus (I-IV), Algebra (I-II), Probability Theory, Statistics, Numerical Methods. - Physics: Solid State Physics, Thermodynamics, Modern Physics, Chemistry. - Electricity: Control Systems Modelling, Automatic Control (I-III), Sensors, Biomedical Electronics, Optoelectronics, VHDL. Voir moins

École Polytechnique
2022 -Doctor of Philosophy - PhD Mathematics and Computer ScienceGraph Representation Learning and Applications for Financial Markets. Supervised by Michalis Vazirgiannis

Télécom Paris
2019 - 2021Diplôme d'Ingénieur - MSc Image Processing and Data Science CGPA: 4.0/4.0I double-majored in Image Processing and Data Science.Image Processing:- Fundamentals of Image Processing (I-II)- Pattern Recognition- Knowledge Representation- ML for Pattern Recognition- Bayesian Learning & Variational Algorithms- Medical Imaging- Computational Patch-based Methods- Remote Sensing- 3D Vision and ModellingData Science:- Mining of Large Databases- Machine Learning- Graph Mining- Text Mining & NLP- Advanced… Voir plus I double-majored in Image Processing and Data Science.Image Processing:- Fundamentals of Image Processing (I-II)- Pattern Recognition- Knowledge Representation- ML for Pattern Recognition- Bayesian Learning & Variational Algorithms- Medical Imaging- Computational Patch-based Methods- Remote Sensing- 3D Vision and ModellingData Science:- Mining of Large Databases- Machine Learning- Graph Mining- Text Mining & NLP- Advanced (non-parametric) Statistics- Optimization Theory for ML- Statistical Learning Theory Voir moins

École Polytechnique
2020 - 2021Master's Degree - M2 Applied Mathematics and Statistics 17.6/20Coursework:- Optimization for ML ~ [R. Gower, A. Gramfort]- Statistical Learning Theory ~ [S. Clémençon]- MCMC: Markov Chain Monte-Carlo ~ [R. Douc]- Advanced Learning for Text and Graph Data ~ [M. Vazirgiannis]- Optimal Transport ~ [M. Cuturi]- Audio & Music Information Retrieval ~ [G. Peeters]- Time Series for Financial Data ~ [F. Roueff]- Deep Learning (I-II) ~ [O. Grisel, C. Ollions, Y. Petetin]- Markov Fields Models in Images and Signals ~ [W… Voir plus Coursework:- Optimization for ML ~ [R. Gower, A. Gramfort]- Statistical Learning Theory ~ [S. Clémençon]- MCMC: Markov Chain Monte-Carlo ~ [R. Douc]- Advanced Learning for Text and Graph Data ~ [M. Vazirgiannis]- Optimal Transport ~ [M. Cuturi]- Audio & Music Information Retrieval ~ [G. Peeters]- Time Series for Financial Data ~ [F. Roueff]- Deep Learning (I-II) ~ [O. Grisel, C. Ollions, Y. Petetin]- Markov Fields Models in Images and Signals ~ [W. Pieczynski]- Computer Vision ~ [A. Newson]- Big Data Frameworks: Hadoop / ElasticSearch / Spark- Data Stream Processing Voir moins
Experience

SCALNYX
Jan 2020 - Sept 2020Deep Learning EngineerI worked on Heston model calibration for European options pricing. - Generated an extensive dataset of 1 million+ training samples using a specialized volatility surface generator for European Options.- Developed and implemented an efficient end-to-end CNN model, resulting in a 4x reduction in training time compared to QuantLib's local solver. - Demonstrated exceptional performance with a remarkable 100x reduction in MAP error, outperforming QuantLib calibration.

BNP Paribas CIB
Jan 2021 - nowSubject: Generating Synthetic Financial Time Series.- Conducted an in-depth benchmarking study, evaluating various GAN architectures (WaveNet, QuantGAN, TimeGAN) to synthesize realistic financial time series data.- Implemented state-of-the-art Wasserstein-based loss functions to effectively address mode collapse issues, enhancing the diversity of generated samples.- Examined the quality of synthetic data using different statistical properties (stylized facts) specific to the equity market.Global Markets, Data & AI Lab Voir moins
Machine Learning Researcher
Jan 2022 - nowMachine Learning & Quantitive Researcher
Nov 2021 - Jan 2022Data Scientist
Jan 2021 - Oct 2021
Licenses & Certifications
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Sustainability Essentials for Business
Cambridge Institute for Sustainability Leadership (CISL)Oct 2021- View certificate

Financial Engineering and Risk Management II
CourseraAug 2020 - View certificate

Financial Markets
AgroParisTech - Institut des sciences et industries du vivant et de l'environnementNov 2019
Honors & Awards
- Awarded to Ashraf GhiyeALUMNI Scholarship Telecom ParisTech ALUMNI Sep 2019
Volunteer Experience
Vice President Student Branch
Issued by IEEE on Sept 2018
Associated with Ashraf Ghiye
Languages
- arArabic
- frFrench
- enEnglish
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