Ansh Hemang Dani

Bayesian inference, stochastic processes, and low-latency systems.

Education

Arizona State University

Barrett, The Honors College

Degrees: BS Computer Science, BS Mathematics

GPA: 4.00

Expected: May 2026

Coursework

Mathematics

Real AnalysisProbability TheoryStochastic ProcessesLinear AlgebraAdvanced CalculusDifferential EquationsNumerical AnalysisCombinatoricsAbstract Algebra

Statistics & Applied Probability

Probability and Statistics for EngineeringBayesian StatisticsTime Series Analysis

Quantitative Finance

Financial Engineering

Computer Science

Data Structures and AlgorithmsDesign and Analysis of AlgorithmsOperating SystemsProgramming LanguagesComputer OrganizationDatabase SystemsTheoretical Computer Science

Machine Learning & Computing

Foundations of Machine LearningQuantum ComputationAI for Dynamical Systems

Research

Quantitative Research Project

Engineered Rough Neural SDE for non-Markovian volatility surfaces (H≈0.1); implemented Davies-Harte algorithm for O(N log N) fGn generation. Trained RL agent achieving 69% CVaR reduction vs Black-Scholes.

PyTorchNeural SDEsReinforcement Learning

Impossibility Theorem for Risk-Constrained Kelly Betting

2025
Honors Thesis

Proved bounded maximum drawdown and optimal growth are mutually exclusive in infinite-variance environments. Designed Volatility-Augmented HMM reducing regime detection lag by 90%.

Stochastic ControlHMMMonte Carlo
Quantitative Research Project

Implemented hierarchical model using Hamiltonian Monte Carlo (NUTS) for covariance estimation with LKJ priors. Superior tail-risk capture vs Mean-Variance optimization.

PyMCBayesian InferencePortfolio Theory

Experience

AI/ML Development Intern

Sep 2025 – Present
Endless Moments LLC

Engineered stochastic time-series models (ARIMA, LSTM) reducing prediction error by 15%.

PythonTime SeriesNLP

CS and Math Tutor

Aug 2025 – Jan 2026
Sun Devil Athletics

Tutored 12+ undergraduates in Calculus and Algorithms, improving exam performance.

CalculusAlgorithmsTeaching

Applied Statistics Research Intern

Jun 2025 – Sep 2025
Morrison School of Agribusiness (USDA Grant)

Box-Cox transformations for high-variance economic data, improving predictive accuracy by ~12%.

Statistical InferenceTime SeriesR

AI Developer Intern

May 2025 – Jun 2025
ONLC Training Centers

Deployed RAG pipelines indexing 50K+ records, reducing retrieval latency by 30%.

LangChainOpenAI APIsRAG

Payments Automation Intern

Oct 2024 – May 2025
American Airlines

Optimized SQL queries for 1M+ rows, increasing anomaly detection speed by 25%.

SQLPower BIPython

Biocomputing Scholar

Oct 2024 – Apr 2025
ASU Biodesign Institute

Engineered Bayesian inference models for network censorship detection with UQ methods.

Bayesian InferencePythonNetworks

Barrett College Fellow

Aug 2024 – Jan 2025
Barrett Honors College

Led motif census experiments across 10+ complex networks for publication efforts.

NetworkXNumPyGraph Analysis

Lab

6 Interactive Modules →

Self-contained analytical tools: Bayesian updating, Monte Carlo estimation, poker range analysis, graph traversal, latency calibration, and combinatorial search.

Notes

Technical Writing →

Short-form technical notes on rough volatility, Kelly betting impossibility results, and hierarchical Bayesian portfolio estimation.

Competencies

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Languages

C++PythonSQLRBashJavaTypeScript

Frameworks & Tools

PyTorchNumPyPandasSciPyDockerGitLangChain

Quantitative Methods

Bayesian InferenceMonte CarloStochastic CalculusOptimizationHMMNeural SDEsReinforcement Learning

Mathematics

Real AnalysisProbability TheoryLinear AlgebraTime SeriesNumerical Analysis