Javad Roustaei

About me

I am a graduate student in Financial Mathematics with a specialization in Machine Learning and Data Science application in this field, under the co-supervision of Simone Brugiapaglia and Cody Hyndman. I did my bachelor's degree in mathematics and its applications where I worked on "Optimal Control Theory and Application in Managerial Science and Economics" in Shahid Beheshti University one of the most prestigious universities in Iran. My research interests mainly focused on applications of Machine Learning and Data Science in quantitative finance. For my master's thesis, I am working on the usage of Machine Learning and the Sparse Principal Component Analysis methods in financial problems. I worked as Data Scientist and Machine Learning researcher and developer in AhanOnline, Pars Hayan Co., and Parseh Group. During my previous jobs, I experienced working with different Data Bases and developing queries using different ETL (Extract, Transform, Load) tools based on the DataBase at the time, and I worked with different BI tools such as Tableau and PowerBI to present the interpretation of the data.