Selected applied projects

I contributed to several applied projects involving a combination of data science, machine learning, statistics, Markov decision processes, and stochastic control. Below is the list of some activities. If you are interested in collaboration, feel free to contact me.

Stochastic control for market making

I was a consultant on the use of a stochastic control framework in the market maker algorithm design for an independent cryptocurrency exchange.

Motivation scheme based on Markov decision processes 

As a participant in the 144th European Study Group with Industry, I contributed to the design of a motivation scheme for employees based on Markov decision processes. The project concluded with the report "Optimal motivation scheme design using machine learning and control theory".

Rental prices in shopping centres

I took part in a project aimed at the identification of mathematical tools for rental price determination in shopping centres.