CV

Education

• B.Tech in Materials Science and Engineering, IIT Kanpur
  Minor:
  • Machine Learning and Applications
  • Industrial and Management Engineering

Work Experience

• Software Development Engineer Intern, Bank of New York (May 2024–July 2024)
  • Designed RESTful APIs for CRUD operations using Spring Boot and MongoDB.
  • Built an interactive dashboard with Angular and incorporated web service authentication.
  • Scheduled automated reports and alerts with Splunk to monitor trade logs.
  • Automated client communications via Jakarta Mail API and Excel/CSV handling with Apache POI.

Publications

From Fields to Futures: Connectedness Among Edible Oil and Oilseeds—Where Soybean Leads, Others Follow

Nilotpal Sarma, Priyanshu Tiwari, Prabina Rajib. (2024). "From Fields to Futures: Connectedness Among Edible Oil and Oilseeds—Where Soybean Leads, Others Follow." Asia-Pacific Financial Markets. Springer Japan, 1-17.

Impact of Economic Policy Uncertainty on Financing Infrastructure

Dr. Harshal Rajan Mulay, Priyanshu Tiwari, Dr. Rama Seth. (2025). "Impact of Economic Policy Uncertainty on Financing Infrastructure." Presented at MEA’s 89th Annual Meetings 2025.

From Fields to Futures: Connectedness Among Edible Oil and Oilseeds—Where Soybean Leads, Others Follow

Nilotpal Sarma, Priyanshu Tiwari, Prabina Rajib. (2024). "From Fields to Futures: Connectedness Among Edible Oil and Oilseeds—Where Soybean Leads, Others Follow." Presented at the 9th PAN IIM World Management Conference 2023.

Research Experiences

• Pricing Asian Option by Binomial Tree and Branching Process, IIT Kanpur (Aug 2024–Ongoing)
  • Derived formulas for Arithmetic and Geometric Average Asian Options using the Cox-Ross-Rubinstein Method for the n-th time interval.
  • Computed risk-neutral probabilities for each time step to price Asian Options based on Arithmetic and Geometric means.
  • Established upper and lower bounds for Asian Option prices in discrete time and extended these results to continuous time.
  • Investigating optimal paths for stock price averages using branching processes to improve pricing accuracy.
  • Developing transition probability functions for risk-neutral probabilities, modeling them as a Markov Chain to find the stationary distribution.
• Impact of Economic Policy Uncertainty on Financing Infrastructure, IIT Kanpur (Jan 2024–Ongoing)
  • Conducted logistic regression modeling to analyze the impact of EPU on finance decisions in 23 countries.
  • Managed large datasets from Dealscan, Compustat, and country-level sources.
• Connectedness Among Edible Oil and Oilseeds, IIT Kanpur (May 2023–Sep 2023)
  • Explored TVP-VAR to study interconnectivity in edible oil markets.
  • Analyzed market dynamics and calculated directional and total connectedness indices.
• Decision-Making in Anxiety Disorder, IIT Kanpur (Jan 2023–Apr 2023)
  • Studied reward-threat conflict decision-making in anxiety disorder using PsychoPy.
  • Analyzed amygdala responsiveness and avoidance behaviors through experimental paradigms.
• Optimal Mechanisms in Two-Item Setting, IIT Kanpur (Aug 2022–Sep 2022)
  • Reviewed literature on mechanism design for multi-item settings.
  • Established theoretical groundwork for future research on optimal sales mechanisms.

Projects

• Data-Driven Portfolio Optimization with Short-Selling and Borrowing Constraints (Mar 2024)
  • Applied Modern Portfolio Theory to construct optimal portfolios.
  • Visualized efficient frontiers under borrowing and short-selling constraints.
• Improving YONO SBI App: User Experience and Usability Focus (Apr 2024)
  • Conducted qualitative user feedback analysis and proposed UI/UX improvements via Figma.
  • Applied thematic analysis and heuristic evaluations for functionality optimization.
• Strategic Market Positioning for Freedom Sunflower Oil (Jun 2023)
  • Performed SWOT and 4P analyses to assess market positioning in Andhra Pradesh.
  • Utilized the Bullseye framework to establish a competitive edge.
• Multi-Agent Reinforcement Learning for Stock Portfolio Management (Apr 2024–May 2024)
  • Developed multi-agent RL models (A2C, PPO, DDPG) for portfolio trading.
  • Used sentiment, economic, and technical indicators to achieve superior portfolio returns.

Skills

• Programming: Python, R, Java, C, C++
• Financial Modeling: Monte Carlo methods, TVP-VAR, Logistic Regression
• Tools: Spring Boot, Angular, Splunk, PsychoPy

Service and Leadership

• Leader, Brain and Cognitive Science Club, IIT Kanpur
• Manager, International Relations Wing, IIT Kanpur

Last updated: Dec 2024