SHAMIL K V
[email protected] — +91 6238279385 — LinkedIn — GitHub
Education
BS–MS Dual Degree in Mathematics (Minor in Economic Sciences) Graduated: June 2025
Indian Institute of Science Education and Research (IISER), Bhopal CGPA: 7.55
Relevant Courses: Econometrics, Probability Theory and Markov Processes, Numerical Analysis, Microeconomics, Macroeco-
nomics
Diploma in Data Science April 2025
Indian Institute of Technology (IIT), Madras CGPA: 8.09
Certifications
Applied Data Science Lab (In Progress) 2025
WorldQuant University
Project-based training in time series forecasting, statistical modeling, and exploratory financial analysis in Python.
Technical Skills
Languages: Python (Advanced), SQL (Intermediate), MATLAB (Basic), R (Basic), C, LaTeX
Tools/Libraries: Excel (Advanced), Pandas, NumPy, Scikit-learn, Matplotlib, Seaborn, STATA, statsmodels
Risk & Finance: VaR, CVaR, Yield Curves, Duration/Convexity, Black-Scholes, Binomial Tree
Modeling Techniques: Time Series Forecasting, Monte Carlo Simulation, Reinforcement Learning, HJB, Dynamic Program-
ming, Feature Engineering
Relevant Projects and Research
Stochastic Optimal Control in Finance (Master’s Thesis) 2024–2025
Supervisor: Dr. Somnath Pradhan Master’s CGPA: 9.00
• Formulated and solved discrete-time approximations for stochastic control problems driven by Itô diffusions.
• Applied the Hamilton–Jacobi–Bellman (HJB) framework and backward induction for Merton-type and mean–variance portfolio
optimization.
• Implemented Q-learning and policy iteration to compare reinforcement-based and dynamic programming approaches using
NIFTY 50 and FD yield data.
• Conducted robustness checks and convergence diagnostics under varying volatility and risk assumptions.
Stock Price Forecasting using GBM and LSTM 2025
• Simulated and forecasted AAPL price dynamics using Geometric Brownian Motion and LSTM networks.
• Evaluated predictive performance using RMSE, and analyzed residuals for non-stationarity and model drift.
Intraday Trading Strategy Backtesting 2025
• Built a Python-based backtesting framework for Tesla stock using moving average crossover signals.
• Assessed performance using Sharpe ratio, maximum drawdown, and return volatility under realistic trading constraints.
Fuzzy DEA for Efficiency under Uncertainty 2023
• Modeled decision-making unit (DMU) efficiency using fuzzy linear programming under uncertain input-output data scenarios.
Data Science & Analytics Projects
Bank Telemarketing Response Modeling 2024
• Built and optimized classification models (Logistic Regression, Random Forest, XGBoost) for client conversion prediction.
• Achieved 75% accuracy and improved targeting by 15%; validated using ROC-AUC and F1-score metrics.
Customer Segmentation and Credit Behavior Clustering 2024
• Performed RFM and ABC analysis for customer profiling; applied clustering algorithms to segment behavior for retention
strategies.
• Delivered data-driven insights for churn mitigation and revenue optimization based on cluster characteristics.
