Research_

Three research projects and two published papers, in Gaussian processes, optimal transport and energy systems. Each project has its own reader with the paper, a timeline, the reasoning behind it and its pipeline.

P1

Arbitrage-Free Gaussian Process Interpolation for Implied Volatility Surfaces

Milind Sahu, Darun, Latheesh Roy

A GP-based interpolation scheme for implied volatility surfaces that embeds no-arbitrage constraints directly in the covariance structure, avoiding post-hoc smoothing or projection.

DOI 10.13140/RG.2.2.33170.62400 ↗
PublishedAugust 2026
P2

From Opt-In to Infrastructure: Non-Intrusive Load Monitoring, Sustained Household Energy Conservation, and the Civic Energy Disaggregation Mandate

Milind Sahu, Darun A. · Axiom Lab · CC BY-NC 4.0

Introduces the Civic Energy Disaggregation Mandate (CEDM), arguing for NILM as public utility infrastructure rather than opt-in consumer technology, with a five-model ML pipeline benchmarking disaggregation accuracy and deployment feasibility.

DOI 10.13140/RG.2.2.20940.17283 ↗
PublishedJune 2026
MathematicsReal analysis, linear algebra, probability, convex optimization, stochastic processes, Gaussian process theory, KKT duality, monotone comparative statics
Optimal transportWasserstein geometry, Sinkhorn methods, barycenters, quantile and tangent-space constructions
Machine learningDenoising diffusion, graph neural networks, survival analysis, LSTM, random forests, time-series analysis
ToolsPython, PyTorch, geomloss, scikit-learn, C++, FastAPI, LaTeX, Docker, Git