Born in India
Lives & works in Cambridge, UK
University of Cambridge (Christ's College), UK
Dept. of Physics
2017 - Doctoral Researcher in Machine Learning. (Ph.D expected in 2020).
2015 - 2016 M.Phil in Scientific Computing (Distinction)
London School of Economics, LSE
2009 - 2010 M.Sc in Applicable Mathematics (Distinction).
2005 - 2008 B.Sc. Mathematics (First).
Thesis and Reports
Scripting: Python, R
ML Libraries: scikit-learn, tensorflow
GPU Programming: CUDA
Others: Unix, Shell and Latex
2014-2015 High Frequency Trader at Citadel Investment Group (Quantitative Strategies).
2012-2014 Quantitative Analyst at Credit Suisse Securities, Europe (Electronic Market Making).
Honors & Awards
2008 University of London Award for Academic Excellence for External Students.
2016 Alan Turing Doctoral Fellowship for International Students.
2017 Asian Voice - An Unconventional Journey from Banking to Science.
Talks and Posters
Talk on 'Deconstructing Gaussian Processes'
The Scientific Advisory Board, The Alan Turing Institute, June 2018.
Poster on A meta algorithm using random recursive tree ensembles: A high energy physics application.
Publications & Pre-prints
V.R. Lalchand, A.C. Faul. A progressive framework for Gaussian Process Regression.
38th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering.
Vidhi Lalchand, A.C. Faul. A greedy approximation scheme for Sparse Gaussian Process regression.
Talk on 'A gentle introduction to Gaussian Processes'
P Treleavan, M Galas and V Lalchand. Algorithmic Trading Review
Association of Applied Computing Machinery, November 2013.