Divyansh Singhvi

Quantitative Researcher

I am a Quantitative Researcher working in the financial industry using statistical and machine learning methods to develop predictive signals. I completed my B.Tech in Computer Science and Engineering from Indian Institute of Technology, Kanpur.

I occasionally take part in competitive competitions. I was ranked 7th on Kaggle : Jane Street Market Prediction Challenge. I hate recurring manual tasks in my work and prefer automating as much as possible.

In my spare time, I enjoy playing sports and video games with friends. I am always up for doing some brainstorming on a research topic unrelated to my everyday work.

news

Oct 25, 2021 Short Paper Accepted in IEEE HPCC-2021
Sep 01, 2021 Joined Millennium Management as Quantitative Researcher.
Aug 30, 2021 Ranked 7th in Jane Street Market Prediction kaggle challenge among 4245 teams.

selected publications

  1. Knowing Your Nonlinearities: Shapley Interactions Reveal the Underlying Structure of Data
    Divyansh Singhvi, Andrej Erkelens, Raghav Jain , and 2 more authors
    arXiv preprint arXiv:2403.13106, 2024
  2. Active Learning-based Automatic Tuning and Prediction of Parallel I/O Performance
    Megha Agarwal, Divyansh Singhvi, Preeti Malakar , and 1 more author
    In 2019 IEEE/ACM Fourth International Parallel Data Systems Workshop (PDSW) , Nov 2019
  3. Execution- and Prediction-Based Auto-Tuning of Parallel Read and Write Parameters
    Megha Agarwal, Pragya Jain, Divyansh Singhvi , and 1 more author
    In 2021 IEEE 23rd Int Conf on High Performance Computing & Communications; 7th Int Conf on Data Science & Systems; 19th Int Conf on Smart City; 7th Int Conf on Dependability in Sensor, Cloud & Big Data Systems & Application (HPCC/DSS/SmartCity/DependSys) , Nov 2021