Advaith Upadhya Email & Phone Number

Chicago, Illinois, United States

• Managed a team of 5, to model an eXplainable Artificial Intelligence (XAI) to improve the computational efficiency of pricing American Options, achieving out-of-sample absolute percentage error of 0.28.
• Modelled a Gaussian Process Regression replacing conventional methods reducing the dataset generation time by 66%.
• Accelerated pricing to near-instantaneous using the feed-forward neural network training over the Heston stochastic volatility specification. Extended the model to generate Greeks.

Vellore, Tamil Nadu, India

- Monitored the design and manufacturing of passenger aircraft prototypes- Part of the team which competed in the SAE AeroDesign Challenge, Texas

Muscat, Masqaţ, Oman

• Coordinated a team of 4 that analyzed the current hardware services to check for upgrades and assisted with IPS, NetFlow and e-mail gateway protection applications.
• Enhanced grass root documentation of policies and procedures for routing protocol in the Head Office.
• Restructured the first-level compliance monitoring to one of the branches affected by rains.

Master'S Degree, Financial Engineering, 3.62/4.0

Activities and Societies: Program Ambassador for MSFE ProgramConcentration: Advanced Analytics Key Coursework: Stochastic Calculus, Risk.

Bachelor Of Technology - Btech, Electronics And Communications Engineering, 8.55/10

Activities and Societies: Technical Advisor at Team Albatross, Regular Class AeroDesign Team Core Committee member at The Photography.