Page Not Found
Sorry, but the page you were trying to view does not exist.
Sitemap
A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
Pages
About Me
I’m a PhD Student in Industrial and Systems Engineering at the University of Southern California, with broad research interests in mathematical finance, stochastic PDEs, mean-field games, robust machine learning, and quantum computing.
Archive Layout with Content
A variety of common markup showing how the theme styles them. Header one Header two Header three Header four Header five Header six Blockquotes Single line blockquote: Quotes are cool. Tables Entry Item John Doe 2016 Description of the item in the list Jane Doe 2019 Description of the item in the list Doe Doe 2022 Description of the item in the list Header1 Header2 Header3 cell1 cell2 cell3 cell4 cell5 cell6 cell1 cell2 cell3 cell4 cell5 cell6 Foot1 Foot2 Foot3 Definition Lists Definition List Title Definition list division. Startup A startup company or startup is a company or...
Posts by Collection
portfolio Portfolio item number 1 Short description of portfolio item number 1 Portfolio item number 2 Short description of portfolio item number 2 publications A Model for Trust Driven Advertising 2024 In this paper, we develop a conceptual, mathematical, and computational framework for modeling market exchange as a series of dynamically interacting cognitive processes. Specifically, we show how advertisers can build trust and gain confidence in their pricing power to the point that they erode trust and undermine the efficacy of their advertising. Download Paper Autonomous Trading Using Deep Q Learning 2024 In this paper, we explore the application of...
CV
Your Sidebar Name none@example.org https://academicpages.github.io Earth, , US Google Scholar ORCID GitHub Summary Currently employed at Red Brick University. Short biography for the left-hand sidebar Education Ph.D in Version Control Theory 2018 GitHub University M.S. in Jekyll 2014 GitHub University B.S. in GitHub 2012 GitHub University Publications Paper Title Number 1 2009 Journal 1 This paper is about the number 1. The number 2 is left for future work. View Publication Paper Title Number 2 2010 Journal 1 This paper is about the number 2. The number 3 is left for future work. View Publication Paper Title Number 3 2015...
CV
Education Ph.D. in Industrial and Systems Engineering (Concentration in Optimization), University of Southern California, Expected 2028 Annenberg Fellow, QuantSC M.S. in Mathematical Finance, University of Southern California, Expected 2026 B.S. in Mathematics, University of California, Los Angeles, 2020–2024 8x Dean’s Honor List, UCLA Mock Trial Team, Data Science Union Research Capital One, Research Fellow — Dec 2024 – Present, Los Angeles, CA Received the award to support research into robust optimization algorithms with Professor Johanes Royset. Work includes designing fault-tolerant machine learning loss functions and Rockafellians to help identify credit fraud with noisy or overcomplete datasets. USC Math Department, Student...
:root{--global-base-color: #7a8288;--global-bg-color: #fff;--global-footer-bg-color: #f2f3f3;--global-border-color: #f2f3f3;--global-dark-border-color: #bdc1c4;--global-code-background-color: #fafafa;--global-code-text-color: #313436;--global-fig-caption-color: mix(#fff, #494e52, 25%);--global-link-color: #52adc8;--global-link-color-hover: mix(#000, #2f7f93, 25%);--global-link-color-visited: mix(#fff, #2f7f93, 25%);--global-masthead-link-color: #494e52;--global-masthead-link-color-hover: mix(#000, #7a8288, 25%);--global-text-color: #494e52;--global-text-color-light: #9ba1a6;--global-thead-color: #f2f3f3}html[data-theme="dark"]{--global-base-color: #474747;--global-bg-color: #474747;--global-footer-bg-color: #474747;--global-border-color: #bdc1c4;--global-dark-border-color: #dadada;--global-code-background-color: #fafafa;--global-code-text-color: #313436;--global-fig-caption-color: #bdc1c4;--global-link-color: #0ea1c5;--global-link-color-hover: #0b7994;--global-link-color-visited: #4ab9d4;--global-masthead-link-color: #fff;--global-masthead-link-color-hover: #dadada;--global-text-color: #fff;--global-text-color-light: #bdc1c4;--global-thead-color: #ededed}a:focus{outline:thin dotted #f89406;outline:5px auto #f89406;outline-offset:-2px}*,*:before,*:after{-moz-box-sizing:border-box;-webkit-box-sizing:border-box;box-sizing:border-box}html{box-sizing:border-box;background-color:var(--global-bg-color);font-size:16px;-webkit-text-size-adjust:100%;-ms-text-size-adjust:100%}@media (min-width: 48em){html{font-size:18px}}body{margin:0}::-moz-selection{color:#fff;background:#000}::selection{color:#fff;background:#000}article,aside,details,figcaption,figure,footer,header,hgroup,main,nav,section{display:block}audio,canvas,video{display:inline-block;*display:inline;*zoom:1}audio:not([controls]){display:none}a{color:var(--global-link-color)}a:hover,a:active{outline:0}sub,sup{position:relative;font-size:75%;line-height:0;vertical-align:baseline}sup{top:-0.5em}sub{bottom:-0.25em}img{max-width:100%;width:auto\9;height:auto;vertical-align:middle;border:0;-ms-interpolation-mode:bicubic}#map_canvas img,.google-maps img{max-width:none}button,input,select,textarea{margin:0;font-size:100%;vertical-align:middle}button,input{*overflow:visible;line-height:normal}button::-moz-focus-inner,input::-moz-focus-inner{padding:0;border:0}button,html input[type="button"],input[type="reset"],input[type="submit"]{-webkit-appearance:button;cursor:pointer}label,select,button,input[type="button"],input[type="reset"],input[type="submit"],input[type="radio"],input[type="checkbox"]{cursor:pointer}input[type="search"]{box-sizing:content-box;-webkit-appearance:textfield}input[type="search"]::-webkit-search-decoration,input[type="search"]::-webkit-search-cancel-button{-webkit-appearance:none}textarea{overflow:auto;vertical-align:top}html{position:relative;min-height:100%}body{color:var(--global-text-color);background-color:var(--global-bg-color);margin:0;padding:70px 0 0;padding-bottom:9em;font-family:-apple-system,".SFNSText-Regular","San Francisco","Roboto","Segoe UI","Helvetica Neue","Lucida Grande",Arial,sans-serif;line-height:1.5}body.overflow--hidden{overflow:hidden}h1,h2,h3,h4,h5,h6{margin:2em 0 0.5em;line-height:1.2;font-family:-apple-system,".SFNSText-Regular","San Francisco","Roboto","Segoe UI","Helvetica Neue","Lucida Grande",Arial,sans-serif;font-weight:bold}h1{margin-top:0;font-size:1.563em}h2{font-size:1.25em}h3{font-size:1em}h4{font-size:.75em}h5{font-size:.75em}h6{font-size:.75em}small,.small{font-size:.75em}p{margin-bottom:1.3em}u,ins{text-decoration:none;border-bottom:1px solid var(--global-text-color)}u a,ins a{color:inherit}del a{color:inherit}p,pre,blockquote,ul,ol,dl,figure,table,fieldset{orphans:3;widows:3}abbr[title],abbr[data-original-title]{text-decoration:none;cursor:help;border-bottom:1px dotted var(--global-text-color)}blockquote{margin:2em 1em 2em 0;padding-left:1em;padding-right:1em;font-style:italic;border-left:0.25em solid var(--global-border-color)}blockquote cite{font-style:italic}blockquote cite:before{content:"\2014";padding-right:5px}a:hover,a:active{outline:0}tt,code,kbd,samp,pre{font-family:Monaco,Consolas,"Lucida Console",monospace}pre{overflow-x:auto}a>code,figcaption>code,li>code,p>code,td>code{color:var(--global-code-text-color);padding-top:0.1rem;padding-bottom:0.1rem;font-size:.75em;background:var(--global-code-background-color);border:1px solid var(--global-thead-color);border-radius:4px;box-shadow:0 1px 1px rgba(0,0,0,0.125)}a>code:before,a>code:after,figcaption>code:before,figcaption>code:after,li>code:before,li>code:after,p>code:before,p>code:after,td>code:before,td>code:after{letter-spacing:-0.2em;content:"\00a0"}a>code{color:inherit}pre>code{color:var(--global-code-text-color)}hr{display:block;margin:1em 0;border:0;border-top:1px solid var(--global-border-color)}ul li,ol li{margin-bottom:0.5em}li ul,li ol{margin-top:0.5em}figure{display:-webkit-box;display:flex;-webkit-box-pack:justify;justify-content:space-between;-webkit-box-align:start;align-items:flex-start;flex-wrap:wrap;margin:2em 0}figure img,figure iframe,figure .fluid-width-video-wrapper{margin-bottom:1em}figure img{width:100%;border-radius:4px;-webkit-transition:all 0.2s ease-in-out;transition:all 0.2s ease-in-out}figure>a{display:block}@media (min-width: 37.5em){figure.half>a,figure.half>img{width:calc(50%...
Markdown
Locations of key files/directories Basic config options: _config.yml Top navigation bar config: _data/navigation.yml Single pages: _pages/ Collections of pages are .md or .html files in: _publications/ _portfolio/ _posts/ _teaching/ _talks/ Footer: _includes/footer.html Static files (like PDFs): /files/ Profile image (can set in _config.yml): images/profile.png Tips and hints Name a file “.md” to have it render in markdown, name it “.html” to render in HTML. Go to the commit list (on your repo) to find the last version GitHub built with Jekyll. Green check: successful build Orange circle: building Red X: error No icon: not built Academic Pages uses Jekyll Kramdown,...
Page not in menu
This is a page not in the menu. You can use markdown in this page. Heading 1 Heading 2
Page Archive
Page Not Found Sorry, but the page you were trying to view does not exist. About Me I’m a PhD Student in Industrial and Systems Engineering at the University of Southern California, with broad research interests in mathematical finance, stochastic PDEs, mean-field games, robust machine learning, and quantum computing. Archive Layout with Content A variety of common markup showing how the theme styles them. Header one Header two Header three Header four Header five Header six Blockquotes Single line blockquote: Quotes are cool. Tables Entry Item John Doe 2016 Description of the item in the list Jane Doe 2019...
Portfolio
Portfolio item number 1 Short description of portfolio item number 1 Portfolio item number 2 Short description of portfolio item number 2
Research
Closed Loop Control with Jump Processes: OPEC Oil Production Cases Study 2025 In this short paper, we developed a stochastic closed-loop control model for oil production under demand uncertainty and market shocks. We derive the systems corresponding Hamilton-Jacobi-Bellman Partial Integro-Differential Equation (HJB-PIDE) and implement two different solvers. Download Paper Blind Multi-Stage Scoring Auctions with Two-Sided Uncertainty 2025 In this paper, we analyze multi-round scoring auctions where the auctioneers value function is unknown. We develop a greedy algorithm capable of multi-attribute value function estimation using information from only a few rounds of bidding. We apply our analysis to the case study...
Sitemap
{% include base_path %} A list of all the posts and pages found on the site. For you robots out there, there is an [XML version]({{ base_path }}/sitemap.xml) available for digesting as well. Pages {% for post in site.pages %} {% include archive-single.html %} {% endfor %} Posts {% for post in site.posts %} {% include archive-single.html %} {% endfor %} {% capture written_label %}'None'{% endcapture %} {% for collection in site.collections %} {% unless collection.output == false or collection.label == "posts" %} {% capture label %}{{ collection.label }}{% endcapture %} {% if label != written_label %} {{ label }}...
Posts by Tags
{% include base_path %} {% include group-by-array collection=site.posts field="tags" %} {% for tag in group_names %} {% assign posts = group_items[forloop.index0] %} {{ tag }} {% for post in posts %} {% include archive-single.html %} {% endfor %} {% endfor %}
Talk map
This map is generated from a Jupyter Notebook file in talkmap.ipynb, which mines the location fields in the .md files in _talks/.
Talks and presentations
{% if site.talkmap_link == true %} See a map of all the places I've given a talk! {% endif %} {% for post in site.talks reversed %} {% include archive-single-talk.html %} {% endfor %}
Teaching
{% include base_path %} {% for post in site.teaching reversed %} {% include archive-single.html %} {% endfor %}
Terms and Privacy Policy
{% include base_path %} {% include toc %} ## Privacy Policy The privacy of my visitors is extremely important. This Privacy Policy outlines the types of personal information that is received and collected and how it is used. First and foremost, I will never share your email address or any other personal information to anyone without your direct consent. ### Log Files Like many other websites, this site uses log files to help learn about when, from where, and how often traffic flows to this site. The information in these log files include: * Internet Protocol addresses (IP) * Types...
Blog posts
{% include base_path %} {% capture written_year %}'None'{% endcapture %} {% for post in site.posts %} {% capture year %}{{ post.date | date: '%Y' }}{% endcapture %} {% if year != written_year %} {{ year }} {% capture written_year %}{{ year }}{% endcapture %} {% endif %} {% include archive-single.html %} {% endfor %}
{"/about/":"https://jadsoucar.github.io/","/about.html":"https://jadsoucar.github.io/","/resume-json":"https://jadsoucar.github.io/cv-json/","/resume":"https://jadsoucar.github.io/cv/","/md/":"https://jadsoucar.github.io/markdown/","/markdown.html":"https://jadsoucar.github.io/markdown/","/nmp/":"https://jadsoucar.github.io/non-menu-page/","/nmp.html":"https://jadsoucar.github.io/non-menu-page/","/wordpress/blog-posts/":"https://jadsoucar.github.io/year-archive/"}
Jupyter notebook markdown generator
# Jupyter notebook markdown generator These .ipynb files are Jupyter notebook files that convert a TSV containing structured data about talks (`talks.tsv`) or presentations (`presentations.tsv`) into individual markdown files that will be properly formatted for the academicpages template. The notebooks contain a lot of documentation about the process. The .py files are pure python that do the same things if they are executed in a terminal, they just don't have pretty documentation.
{% if page.xsl %}{% endif %}Jekyll{{ site.time | date_to_xmlschema }}{{ page.url | absolute_url | xml_escape }}{% assign title = site.title | default: site.name %}{% if page.collection != "posts" %}{% assign collection = page.collection | capitalize %}{% assign title = title | append: " | " | append: collection %}{% endif %}{% if page.category %}{% assign category = page.category | capitalize %}{% assign title = title | append: " | " | append: category %}{% endif %}{% if title %}{{ title | smartify | xml_escape }}{% endif %}{% if site.description %}{{ site.description | xml_escape }}{% endif %}{% if site.author %}{{ site.author.name...
{% if page.xsl %} {% endif %} {% assign collections = site.collections | where_exp:'collection','collection.output != false' %}{% for collection in collections %}{% assign docs = collection.docs | where_exp:'doc','doc.sitemap != false' %}{% for doc in docs %} {{ doc.url | replace:'/index.html','/' | absolute_url | xml_escape }} {% if doc.last_modified_at or doc.date %}{{ doc.last_modified_at | default: doc.date | date_to_xmlschema }} {% endif %} {% endfor %}{% endfor %}{% assign pages = site.html_pages | where_exp:'doc','doc.sitemap != false' | where_exp:'doc','doc.url != "/404.html"' %}{% for page in pages %} {{ page.url | replace:'/index.html','/' | absolute_url | xml_escape }} {% if page.last_modified_at %}{{ page.last_modified_at | date_to_xmlschema...
Posts
The Math of “The Big Short” (But Even Shorter)
Published:
If you are here, you’ve probably watched “The Big Short”. The 2015 film directed by Adam McKay centers around the events that led to the 2008 financial collapse. Unfortunately for us, the viewers, Wall Street is laden with strange acronyms and terminology which we had unwittingly thrust on to us during the movie’s 130-minute runtime. And while we are thankful to McKay for the film’s short asides where Margo Robbie, Selena Gomez, and Anthony Bourdain explain what in the world collateralized debt obligations (CDO) or credit default swaps (CDS) are, you may have still left the theater a tad confused....
Adverserial Signaling Games: Stochastic Approach
Published:
In the previous post we described an adversarial signaling game as a two player game, where each player has the capacity to manipulate a shared environment. Additionally each player can observe the others’ actions along with the effect of those actions on the shared environment. Hidden intention’s, however, may remain obfuscated. We first offered a quantum games approach to modeling an aversarial signaling game. The second potential approach is to model the two-player adversarial signaling game using classical stochastic control. Specifically we make use of the Hamilton-Jacobi-Isaacs (HJI) equations which naturally arises in the context of zero-sum differential games, where...
Adverserial Signaling Games: Quantum Approach
Published:
We describe an adversarial Signaling game as a two player game, where each player has the capacity to manipulate a shared environment. Additionally each player can observe the others’ actions along with the effect of those actions on the shared environment. Hidden intention’s, however, may remain obfuscated. Within this game structure there are a few features to take note of which we describe bellow along with an examples from finance, military strategy, political strategy and cyber secruity.
Deep Q Learning
Published:
In this post we aim to provide the relevant mathematical and programmatic background for implementing a Deep Q Learning algorithm. We discuss what Q learning is and how the principles from classical Q learning can be used to construct deep Q learning algorithms in Python. We will be borrowing heavily from Brunton and Kutz’s book titled Data-Driven Science and Engineering; Machine Learning, Dynamical Systems, and Control.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
A Model for Trust Driven Advertising
2024
In this paper, we develop a conceptual, mathematical, and computational framework for modeling market exchange as a series of dynamically interacting cognitive processes. Specifically, we show how advertisers can build trust and gain confidence in their pricing power to the point that they erode trust and undermine the efficacy of their advertising.
Autonomous Trading Using Deep Q Learning
2024
In this paper, we explore the application of Deep Reinforcement Learning (DRL) to the domain of autonomous equity trading, with a particular focus on the use of Deep Q Networks (DQNs) coupled with risk-sensitive loss objectives, to develop trading agents capable of navigating complex financial market conditions.
Simulating Quantum Circuits with Non-Clifford Noise
2024
We introduce the basics of quantum computing and simulation of quantum systems on classical computers. We then discuss noise in quantum systems and how instances of noise are classically modelled, along with the difficulties of simulating quantum noise on classical computers. We introduce an extension of the T-Gadget to classically simulate thousands of instances of dampening noise within reasonable memory constraints.
A Model Predictive Control and Deep Q Learning Approach to Wayfinding
2024
We introduce three axiomatic principles of energy-efficient decision making. We propose an optimal-control based model and Deep Q learning architecture that incorporates those principles to model animal wayfinding.
A QuantumStatistical Model of Decision Making in a Single-Cell Eukaryote
2025
In this paper, we propose a novel quantum-statistical framework to model S. roselii’s behavioral responses to environmental stimuli. By leveraging quantum circuits with amplitude dampening and memory effects, we construct a quantum behavioral model that captures the probabilistic and hierarchical nature of S. roselii’s decision making.
Blind Multi-Stage Scoring Auctions with Two-Sided Uncertainty
2025
In this paper, we analyze multi-round scoring auctions where the auctioneers value function is unknown. We develop a greedy algorithm capable of multi-attribute value function estimation using information from only a few rounds of bidding. We apply our analysis to the case study of public works procurment.
Closed Loop Control with Jump Processes: OPEC Oil Production Cases Study
2025
In this short paper, we developed a stochastic closed-loop control model for oil production under demand uncertainty and market shocks. We derive the systems corresponding Hamilton-Jacobi-Bellman Partial Integro-Differential Equation (HJB-PIDE) and implement two different solvers.
talks
Modeling Trust Based Markets
Published:
Cognitive processes underlie economic relations. In this talk, we discuss a conceptual, mathematical, and computational framework for modeling market exchange as a series of dynamically interacting cognitive processes. Specifically, we show how advertisers can build trust and gain confidence in their pricing power to the point that they erode trust and undermine the efficacy of their advertising. Customers conversely orient towards advertisers seeking information or turn away from them as unreliable communicators. These behaviors and the patterns they generate occur inside a state space of unallocated perceived value. They constitute a small subset of the full range of possible strategic...
Classical Simulation of Non-Clifford Noise Channels
Published:
We introduce the basics of quantum computing and simulation of quantum systems on classical computers. We then discuss noise in quantum systems and how it is classically modelled, along with the difficulties of simulating quantum noise on classical computers. Our primary question is how to efficiently simulate quantum noise by leveraging existing techniques based upon the Gottesman-Knill theorem, which provides efficient simulation of circuits containing only Clifford gates. To this end we develop theory and practical implementations of the K-Gadget, a method to compress and simualte thousands of instances of dampening noise within reasonable memory constraints.
The Ontology and Architecture of Intelligence
Published:
We suggest the problem of intelligence is to locate viable solutions in infinite search spaces using finite resources. Here we present our work on conceptualizing and formalizing some of the features of intelligence in dynamic multi-level control systems. We begin by presenting a new ontology needed for understanding intelligence, illustrated by the controversy around beables in quantum theory. We then present a model of situationally appropriate information-processing in a single-celled organism, using quantum computing formalisms. We show how multi-level control systems can emerge from information-processing constraints within a system of multi-dimensional optimization and explore the information flow between levels within...
A Quantum Statistical Model of Decision Making in a Single-Cell Eukaryote
Published:
The single-celled protist Stentor roselii has long been observed to exhibit complex decision-making behaviors, yet existing machine learning and classical computational models have struggled to replicate its actions. In this paper, we propose a novel quantum-statistical framework to model S. roselii’s behavioral responses to environmental stimuli. By leveraging quantum circuits with amplitude dampening and memory effects, we construct a quantum behavioral model that captures the probabilistic and hierarchical nature of S. roselii’s decision making. Our results suggest that quantum statistical theory provides a promising tool for representing and simulating biological decision processes.
A Pruned Shortest Path Algorithm for L_0 Optimization Problems with Rockafellian Perturbations
Published:
In this presentation we propose an optimization-based approach to timeseries breakpoint detection and attribution, where the target time-series is a function of an arbitrary number of “feature” timeseries. We tackle this problem by first introducing a general loss function with $L_0$ regularization along with a dual formulation. We then reformulate the dual into a shortest path problem which we solve by developing several specialized lazy path finding algorithms. We conclude with some theoretical analysis of the efficiency of our proposed algorithms along with a use case in marketing strategy
Blind Multi-Stage Scoring Auctions with Value Function Estimation
Published:
Government procurement often suffers from subjectivity because reviewers rely on variable and partially unknown value functions to score multi-attribute bids. We address this challenge with a few-shot value function estimation framework and propose a greedy online heuristic solver that incrementally approximates both the structure and weights of the underlying value function. We apply the algorithm to a public works case study, where our results show that a 7-attribute value function can be accurately recovered in under 20 iterations, enabling bidders to adapt quickly and effectively in multi-stage scoring auctions.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.