Jad Soucar

Jad Soucar

Ph.D Student @ University of Southern California

Blog posts

2025

The Math of “The Big Short” (But Even Shorter)

10 minute read

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

6 minute read

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

17 minute read

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.

2024

Deep Q Learning

9 minute read

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.