H1, SIPCOT IT Park
Chennai, TN, INDIA 603013
(+91)-96-8124-0675
subhasish@cmi.ac.in

Subhasish Basak

Post Gard. Student in Data Science

  • From : Kolkata, India
My Résumé Personal website v2.0

About me

PROFESSIONAL PATH

I am currently pursuing my masters in Data Science from Chennai Mathematical Institute, India. I completed my B.sc in Statistics from St. Xavier's College, Kolkata. My areas of interests include Gaussian Process regression, Bayesian optimization, Mathematical Finance, Algorithmic trading & technical Analysis of financial markets.

For more details about my projects & research experiences I recommend you to visit the new version of my webpage Personal website v2.0

Research & Project Experience

Internships & Workshops

Laboratoire des signaux et systemés (L2S)

École CentraleSupelec, Université Paris-Saclay, Remote internship
Supervisor : Prof. Julien BECT & Prof. Emmanuel VAZQUEZ

OCTOBER 2019 - PRESENT

Topic : Numerical aspects of hyperparameter estimation using MLE in Gaussian Process Regression.

  • The scope of this article is to explore different numerical issues arising out of such optimization techniques when performed across different software packages.

Indian Institute of Science Education and Research, IISER - Pune

Indo-French Centre for Applied Mathematics (IFCAM), Winter school

16 - 20 DECEMBER, 2019

Topic : Graphs and Random Process.

  • Attended mini courses on Branching random walks, Galton-Watson trees and random networks.
    • View Certificate

Laboratoire des signaux et systemés(L2S)

École CentraleSupelec, Université Paris-Saclay, Summer internship
Supervisor : Prof. Emmanuel VAZQUEZ

MAY - JULY, 2019

Topic : Reviewing scalability of Python toolboxes implementing Gaussian Process Regression.

  • Built a universal wrapper for Python toolboxes implementing Gaussian Process regression, to perform comparative performance tests using simulated test beds and reviewed the toolboxes over different features, for future developement.
    • View Internship Report
    View Presentation Slides

Indian Institute of Science Education and Research, IISER - Kolkata

Indo-French Centre for Applied Mathematics (IFCAM), Winter school

3 - 14 DECEMBER, 2018

Topic : Stochastic Methods for uncertainty quantification and sensitivity analysis of complex models.

  • The winter school was focused on implementation of Sobol indices in sensitivity analysis and practicing Kriging approach of metamodelling in Geostatistical domain.
    • View Certificate

St. Xavier’s College (Autonomous), Kolkata.

Undergraduate Dissertation.
Supervisor : Prof. Debjit SENGUPTA

JANUARY - JULY, 2018

Topic : Time Series analysis of Gold price using R.

  • The aim was to develop a predictive model to forecast the average monthly gold price, using Autoregressive process model fitting and backtesting with R and MINITAB.
    • View Dissertation Report

Education

ACADEMIC CAREER

MASTER DEGREE IN DATA SCIENCE

Chennai Mathematical Institute, INDIA
2018 - PRESENT

Courses Taken : Probability & Statistics with R, Mathematical Methods & Analysis, Data mining & Machine Learning, Regression & Predictive analysis, Distributed Computing for Big Data, Big Data with HADOOP, Reinforcement Learning, Design & Analysis of Algorithms, Advanced Machine Learning (DL), Time Series Analysis, Information retrieval, Text Analytics, Mathematical Finance, Natural Language Processing, Bayesian Data Analysis, Computer Vision.

BACHELORS DEGREE IN STATISTICS

St. Xavier's College (Autonomous), Kolkata
2015 - 2018

Courses Taken : Probability Theory I-III, Sampling theory, Statistical Inference I-III, Non- parametric Statistical Inference, Multivariate Analysis, Linear Statistical Models, Statistical Quality Control, Econometrics, Real analysis, Numerical Linear algebra, Algebra I-II, Calculus I-II (single and multivariate), Combinatorics.

View Degree

XII Standard

West Bengal Council of Higher Secondary Education
2013 - 2015

X Standard

West Bengal Board of Secondary Education
2010 - 2013

Personal

Some moments from my recent trips
Travel Photography Aléatoire

Marine Drive

Mumbai - 2019

Rock beach

Pondicherry - 2019

Parc de Seaux

Ile-de-france - 2019

Backwaters

Kerala - 2016

Marina Beach

Chennai - 2018

Gomukh Trekking

Uttrakhand - 2009

Gravensteen castle

Belgium - 2019

Anjuna Beach

Goa - 2019

La Defence

Paris - 2019

Bandra-Worli Sea link

Mumbai - 2019

Munnar

Kerala - 2016

Sainte Chapelle

Paris - 2019