Ashraf Ghiye

Ashraf Ghiye

Deep Learning Engineer

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location of Ashraf GhiyeParis, Île-de-France, France

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  • Timeline

  • About me

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

  • Education

    • Lebanese University - Faculty of Engineering 1 - Tripoli

      2015 - 2021
      Master 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 Science

      Graph Representation Learning and Applications for Financial Markets. Supervised by Michalis Vazirgiannis

    • Télécom Paris

      2019 - 2021
      Diplôme d'Ingénieur - MSc Image Processing and Data Science CGPA: 4.0/4.0

      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… 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 - 2021
      Master's Degree - M2 Applied Mathematics and Statistics 17.6/20

      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… 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 2020
      Deep Learning Engineer

      I 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 - now

      Subject: 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 - now
      • Machine Learning & Quantitive Researcher

        Nov 2021 - Jan 2022
      • Data Scientist

        Jan 2021 - Oct 2021
  • Licenses & Certifications

    • Sustainability Essentials for Business

      Cambridge Institute for Sustainability Leadership (CISL)
      Oct 2021
    • Financial Engineering and Risk Management II

      Coursera
      Aug 2020
      View certificate certificate
    • Financial Markets

      AgroParisTech - Institut des sciences et industries du vivant et de l'environnement
      Nov 2019
      View certificate certificate
  • Honors & Awards

    • Awarded to Ashraf Ghiye
      ALUMNI Scholarship Telecom ParisTech ALUMNI Sep 2019
  • Volunteer Experience

    • Vice President Student Branch

      Issued by IEEE on Sept 2018
      IEEEAssociated with Ashraf Ghiye