I'm a CONACYT fellow at CIMAT working on stochastic optimization , asymptotic analysis and parabolic inverse problems. Take a look at my C.V. or scroll down to read about some of the projects that I'm working on.
Projects
Research
- sopt-ols Affine invariant stochastic optimization algorithm in C++. See my Ph.D. thesis .
- affine-invariant-sopt Train a digit classifier with the affine invariant stochastic optimization algorithm. See my Ph.D. thesis .
- balancing-transaction-costs Asymptotic analysis of the balance between small fixed and proportional transaction costs (joint work with Arash Fahim ). See the preprint .
- source-recovery Recovery of source and constant velocity from one time measurements in the advection diffusion equation . (joint work with Hala A.H. Shehadeh ).
- quantlib-lua QuantLib module for Lua.
