Sumit Sourabh



Mailing address

FNWI IvI
Universiteit van Amsterdam
P.O. Box 94323
1090 GH Amsterdam
Visiting address

Room C3.201
Science Park 904
1098 XG Amsterdam
          

Phone: +31-20-525 6095

Emails[dot]sourabh[at]uva[dot]nl
           sumit[dot]sourabh[at]gmail[dot]com



[Publications]   [Talks]   [Teaching]    [Activities]   [Links]

About me

I am a post-doctoral researcher in the Horizon 2020 research program BigData Finance within which I am working on the project Machine Learning Algorithms for Risk Management in Trading Activities.

I am jointly based at the Computational Science Lab at the Institute for Informatics, University of Amsterdam and the Quantitative Analytics team at ING Bank.


Publications

  • Liquidity risk in derivatives valuation: an improved credit proxy method
    (with Markus Hofer and Drona Kandhai)
    To appear in Quantitative Finance [ PDF ]

  • Algorithmic correspondence for Intuitionistic modal mu-caculus
    (with Willem Conradie, Yves Fomatati and Alessandra Palmigiano)
    Theoretical Computer Science, Volume 564, pp. 30-62, 2015. [ PDF ]

  • Sahlqvist preservation for flat topological fixed-point logic
    (with Nick Bezhanishvili)
    Journal of Logic and Computation, doi:10.1093/logcom/exv010 [ PDF ]

  • Jònsson-style canonicity for ALBA-inequalities
    (with Alessandra Palmigiano and Zhiguang Zhao)
    Journal of Logic and Computation, doi:10.1093/logcom/exv041 [ PDF ]

  • Generalized Sahlqvist theory for impossible worlds
    (with Alessandra Palmigiano and Zhiguang Zhao)
    Journal of Logic and Computation, March 2016, doi:10.1093/logcom/exw014. [ PDF ]

  • Algebraic modal correspondence: Sahlqvist and beyond
    (with Willem Conradie and Alessandra Palmigiano)
    Journal of Logical and Algebraic Methods in Programming, doi:10.1016/j.jlamp.2016.10.006 [ PDF ]

  • Subordinations, closed relations and compact Hausdorff spaces
    (with Guram Bezhanishvili, Nick Bezhanishvili and Yde Venema)
    Applied Categorical Structures, doi:10.1007/s10485-016-9434-2 [ PDF ]

Submitted
  • An application of ALBA: relativised canonicity via pseudo-correspondence
    (with Willem Conradie, Alessandra Palmigiano and Zhiguang Zhao)
    Submitted

  • Generalized Vietoris Bisimulations
    (with Sebastian Enqvist)
    Submitted [arXiv]



Talks
  • Subordinations, closed relations and compact Hausdorff spaces
    Topologies, Algebras and Categories in Logic (TACL 2015), Ischia, June, 2015.

  • Generalized Sahlqvist theory for impossible worlds
    Topologies, Algebras and Categories in Logic (TACL 2015), Ischia, June, 2015.

  • Bisimulation for Stone Coalgebras
    Asian Logic Conference (ALC 2015), Mumbai, January 2015.

  • Duality and canonicity for Boolean algebra with a relation
    - Algebra|Coalgebra Seminar, ILLC, Amsterdam, June 2014.
    -Topological methods in logic (ToLo IV), Tbilisi, June 2014.

  • Sahlqvist preservation for topological fixed point logic
    Logic and Algebra day, Department of Mathematics, Johannesburg, South Africa, January 2014.

  • Algebraic logic and duality theory
    ILLC Presentation skills course, Amsterdam, May 2014.

  • Introduction to algebraic proof theory
    A|C Seminar, ILLC, Amsterdam, November, 2014.

  • Algorithmic correspondence for intuitionistic modal mucalculus, Part 1
    Toplogies, Algebras and Categories in Logic (TACL 2013), Nashville, USA, 28 July-1 August, 2013.
     
  • Sahlqvist preservation for topological modal fixed point logic
    Algebra and Coalgebra meet Proof theory (ALCOP), 18-20 April, 2013.
     
  • Topological modal mu-calculus
    PhDs in Logic V, Munich, Germany, 8-10 April, 2013.
     
  • Chracterizing successful formulas: the multi-agent case
    Indian Conference on Logic and its Applications (ICLA), Chennai, India, 10-12 January, 2013.
     
  • Duality theory in logic
    Cool Logic Seminar, Amsterdam, Netherlands, 14 December, 2012.
     
  • Order-theoretic correspondence for intuitionistic modal mu-calculus
    Workshop on Lattices and Relations (LR 2013), Amsterdam, Netherlands, 12-15 September, 2012.
     
  • Algorithmic correspondence for intuitionistic modal mu-calculus
    Topological methods in logic (Tolo III), Tbilisi, Georgia, 23-27 July, 2012.
     
  • Algorithmic correspondence for intuitionistic modal logic
    Logic Tea, Amsterdam, Netherlands, 17 April, 2012.
     
  • Algebraic rough set theory
    Master thesis presentation, IIT Kanpur, India, April 20, 2011.

Teaching
Activities
  • Co-organizer of the biweekly Algebra|Coalgebra seminar at ILLC.
  • Board member of UvAPro (PhD Council of University of Amsterdam)

Links

ILLC PhD Council
Tutorial on creating your homepage @ILLC
Applied Logic at TU Delft
Workshop on lattices and relations 2012