Statistical learning
Probabilistic modelling, and generative methods for high-dimensional data.
Related workMachine learning ★ Quantum-inspired models ★ Financial modelling ★ Welcome to my homepage
ML and Statistics
Akash
Sedai. PhD
Associate Lecturer
UCL Institute of Finance & Technology
Exploring interconnected systems through machine learning and quantum-inspired models of uncertainty.
CONNECTED SYSTEMSRESEARCH.EXE
Models. Dependence.
Uncertainty.
Uncertainty.
01 / Research
Machine learning across
interconnected systems.
My research focuses on machine learning and quantum-inspired models, with an emphasis on learning from varied data and representing uncertainty.
Quantum-inspired
models
Exploring quantum-inspired approaches to learning, representation, and modelling systems with interacting parts.
Related workFROM THE RESEARCH NOTEBOOK
Technical notes
Notes on modelling choices, geometric intuition, and the assumptions worth looking twice at.
Compress the function,
or sparsify its dependencies?
Some thoughts on inducing points, conditional dependence, and choosing between SVGP and Vecchia approximations.
Which observations change a GP's hyperparameters?
Response perturbations, marginal-likelihood curvature, and why a large residual does not necessarily imply large parameter influence.
Correlated tasks do not always improve a multi-task GP
A worked explanation of when cross-task contributions cancel, and what changes with noise, incomplete observations and shared fitting.
Classical data, non-commuting lenses
Observation contexts, order-dependent probabilities, and how ordinary data can enter a quantum-inspired latent model.
02 / Publications
Papers & preprints.
Density-Matrix Kernels in Multi-Task Gaussian Processes
SSRN · Posted October 2026
Radial Screening, Boundary Effects, and KL Error in Vecchia Approximations
SSRN · Posted October 2026
Influence functions for Gaussian process hyperparameter estimation
International Journal of Data Science and Analytics · 22, article 316
The complexity of inflation and a Latent Variable Phillips Curve
Economic Analysis and Policy · 93, 1215–1240
A Quantum Latent Framework for Multi-Lens Systemic Risk
SSRN · Written December 2025; revised August 2026
Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
arXiv:2511.21515 · November 2025; revised March 2026
Multi-Output Gaussian Process for Volatility Modelling and Option Pricing in the Heston Framework
Journal of Econometrics and Statistics · 5(2), 215–235
Augmenting Bank and Economic Data for Bank Stress-Testing with Generative Adversarial Networks
AAAI Bridge 2023: AI for Financial Institutions · Conference presentation
Unicode-based Data Processing for Text Classification
International Journal of Computational Linguistics · 13(2), 18–25
Complex tourism dynamics and fiscal sustainability
Handbook on Entropy, Complexity and Spatial Dynamics: A Rebirth of Theory? · Chapter 19 · Edward Elgar
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03 / Contact
Let's exchange
ideas.
For academic correspondence and research enquiries.