Publications

An implicit gradient-descent procedure for minimax problems (preprint, with E.G. Tabak and G. Trigila)

Small feature change detection through Sample-Based Optimal Transport (preprint, with E.G. Tabak and D. Laefer)

Adaptive Optimal Transport

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Traversing the Schrodinger Bridge Strait

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Quadratically-Regularized Optimal Transport on Graphs

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Talks

`Applied' Optimal Transport

Nov 3, 2017, Eastern Conference on Mathematical Finance

Optimal Transport

Feb 27, 2017, Bloomberg Quant Seminar

Optimal Transport, Theory and Applications in Finance

Nov 16, 2016, NYU Tandon FRE Department Seminar

Optimal Transport and extensions

Mar 15, 2016, Courant Institute Department Seminar

Other mentions

Teaching

I was/am an instructor for the following classe at the Courant Institute

I was/am an instructor for the following classes at NYU Tandon

  • FRE-6083: Quantitative Methods in Finance (Fall 17)
  • FRE-6233: Sochastic Calculus and Option Pricing (Spring 17, Spring 18)

I was a TA/Grader/Recitation leader for the following classes at the Courant Institute

  • MATH-GA.2045: Computational Methods for Finance (Fall 17)
  • MATH-GA.2792: Continuous Time Finance (Spring 17)
  • MATH-GA.2902: Stochastic Analysis (Spring, Fall 16)
  • MATH-GA 2791: Derivative Securities (Spring, Fall 15)
  • MATH-GA 2490: Partial Differential Equations I (Fall 14)

Contact

  • essid@cims.nyu.edu
  • Office 507, Courant Institute, 251 Mercer Street, 10012, New York, NY
  • Friday 4:00pm to 6:00pm or email for appointment