Current Position

Research Intern under Dr.Neelesh Upadhye @ IIT Madras (June 2024 - Present)

Research Interests

My research interests lie in the fields of stochastic analysis and its applications to mathematical finance. In particular, now I’m working on Limit Order Book Modelling using Stochastic process and Machine learning techniques in financial markets by combining agent‑based simulations with Reinforcement learning and time series models to capture market behavior.

Overview

I’m Abdul Rahman, a recent graduate with a Master’s degree in Mathematics from the prestigious Indian Institute of Technology Madras (IIT Madras), where I studied from 2022 to 2024. My academic journey has been driven by a profound interest in stochastic analysis and financial mathematics, areas that fascinate me due to their complex and impactful nature.

Prior to my Master’s, I completed my undergraduate studies from 2018 to 2021 at Government Arts College,Coimbatore,India . During my time there, I excelled academically and graduated as the department topper, an achievement that underscores my dedication and passion for mathematics.

Throughout my academic career, I have actively engaged in various projects and seminars that have deepened my understanding of mathematical concepts and their real-world applications. My coursework and research have equipped me with a solid foundation in stochastic processes, mathematical finance, and advanced statistical methods .

I’m always eager to learn and explore new mathematical theories and their applications, and I look forward to contributing to the field through research and professional endeavors.

Causes

Finance • Probability • Statistics • Machine learning • Stochastic models • Data Science • Applied Mathematics • Arts and Culture • Economic Empowerment