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Kotwani

A Few Properties of Random Correlation Matrices and Their Nearest Correlation Matrices | by Rohan Kotwani | Jan, 2023

Generating Insights from the Solutions of a Particle Swarm Algorithm for Finding the Nearest Correlation MatrixBy AuthorThe purpose of this article is to evaluate the performance of two algorithms for finding the nearest positive semi-definite (PSD) correlation matrix. The first algorithm is a classical method, while the second is a brute force approach. This is relevant for data with high dimensions or missing values, as these types of data can often produce non-PSD matrices. The nearest PSD correlation matrix is useful…

Reinforcement Learning to Approximate Mixed-Integer Allocation Solutions on Simulated Data | by Rohan Kotwani | Oct, 2022

This side project creates an experiment that generates simulated data, creates mixed integer solutions, and trains a reinforcement learning network to approximate optimal allocationshttps://upload.wikimedia.org/wikipedia/commons/d/de/Distribution_centre_%28J_Sainsbury%27s%29.jpgNote: This project is not affiliated with any organization in terms of source code or data. This is a personal project that I developed from scratch.This post summarizes some business outcomes and goals that are considered while building mixed…