I’m Gaurav Chandan and I am from Bengaluru, India. Currently I’m enrolled at the Indian Institute of Science Education and Research in Pune, working towards earning a BS-MS dual degree in Mathematics. I’m interested in rigorous mathematics applied to useful computational problems. My current research revolves around the mathematics of machine learning and the application of machine learning to computational finance. In particular, I have recently acquired a great fascination with rough path theory and signature methods in machine learning and finance, and these make up most of what I think about in my day to day work.

Previously, I have also worked projects on algebraic (and geometric) complexity theory as well as some elliptic curve cryptography. I enjoy programming and am enthusiastic about free and open source software.