Ahmer Nadeem Khan
I am a PhD student in Financial Mathematics at Florida State University, working under the supervision of Dr. Alec Kercheval, with research interests in high-frequency trading, portfolio optimization, and high-performance computing.
Research & Interests
- Limit order book simulation and modeling for high-frequency trading, particulary deep learning–based models.
- Convex and non-convex optimization methods for portfolio optimization, including higher-order (MVSK) portfolios and alternative risk measures.
- Monte Carlo methods on parallel architectures, with a focus on GPU algorithms for psuedorandom number generation (e.g., the Wallace method to generate normal random samples).
I am currently working with Dr. Kai Zhao on parallel, randomized SVD methods on GPUs for lossy data compression, in collaboration with researchers at Argonne National Laboratory.