Hi! I am Jigyasa.

I am a first-year graduate student at Purdue University, West Lafayette, where I am pursuing an MS in Statistics. Prior to this, I worked as a Quantitative Analytics Specialist at Wells Fargo, where I was part of the Risk Modelling Group. I completed my B.Tech from IIT Roorkee under the Department of Mechanical and Industrial Engineering. I am broadly interested in applying statistics to problems in finance and theoretical Machine Learning.

Research Experience

I worked as a researcher (remotely) with the MAGICS lab under the CS department at Northwestern University. My research was focused on interpreting and benchmarking Limit Order Book (LOB) data. This work led to my first research paper that has been (currently) submitted to NeurIPS.

I also collaborated with Dr Dhish Kumar Saxena at the Evolutionary Algorithms and Data Analysis Laboratory (EADAL), IIT Roorkee for my B.Tech thesis. I worked on solving constrained multiobjective optimisation problems using Genetic Algorithms and Graph Neural Networks.

Other than this, I’ve had the good fortune to work with professors from IIIT Hyderabad and NTU Singapore.

Outside Work

I am an avid reader and can always be a found with a book in my bag. I have also rekindled my love for walking, and can be spotted at random locations out-of-doors. I also enjoy music (especially singing).