Academic project disclaimer: This website and the projects linked here are academic and personal learning projects only. They are not investment advice, trading advice, or any recommendation to buy, sell, or hold securities or financial instruments. Views expressed are strictly personal and are not to be construed as the views, policy, endorsement, or advice of my organization or employer.
// banking · risk · forecasting

Sabyasachi Chowdhury

MS Applied Data Science · UChicago Reserve Bank of India Bayesian Methods · Financial Risk · ML

I am a central banker and data scientist by passion, building AI-driven decision-support systems for financial supervision, macro-financial risk, and probabilistic forecasting. My work combines Bayesian methods, machine learning, causal inference, and stochastic modeling to support decisions under uncertainty.

AI-powered macroeconomic forecasting and market-risk platform centered on a probabilistic Forecast Lab. It combines Monte Carlo simulation, Markov regime detection, historical analogue matching, and Bayesian reasoning to estimate a range of future scenarios rather than one fixed prediction, with supporting macro monitoring, cross-asset risk analytics, and news intelligence.

Streamlit FRED API Kraken Polymarket Macro Regime Yield Curve 27 assets
▶ Open live app ⌥ GitHub

Probabilistic forecasting platform for Indian financial markets built around a Forecast Lab that estimates future scenarios using Monte Carlo simulation, Markov regime models, and historical analogue analysis. It complements this with Nifty 500 market breadth, liquidity, volatility, and systemic-risk monitoring.

Streamlit India Markets Nifty 500 yfinance Market Regime Screener Risk Monitor
▶ Open live app ⌥ GitHub

Physics-informed deep learning framework for prostate-cancer risk stratification from MRI. A Variational Autoencoder learns clinically meaningful latent features while jointly reconstructing medical images and predicting PI-RADS scores, improving robustness and interpretability. Built at Uncommon Hacks 2026 and deployed on Hugging Face Spaces.

VAE PyTorch Medical AI Gradio HuggingFace NYU fastMRI Hackathon 🏆
▶ Open live app ▷ Demo video ⌥ GitHub

I am a central banker at the Reserve Bank of India and currently pursuing an MS in Applied Data Science at the University of Chicago. My work sits at the intersection of Bayesian statistics, machine learning, causal inference, and macro-financial risk.

I approach problems through a probabilistic and Bayesian lens, building models that explain uncertainty and support supervisory, policy, and risk-management decisions rather than simply producing point predictions.

My broader interests include stress testing, early-warning systems, time-series forecasting, reinforcement learning, and financial NLP.

// stack

  • Python / NumPy
  • Causal Inference
  • ML / EconML
  • Time Series
  • Bayesian Methods
  • Quant Finance
Academic project disclaimer: This website and the projects linked here are academic and personal learning projects only. They are not investment advice, trading advice, or any recommendation to buy, sell, or hold securities or financial instruments. Views expressed are strictly personal and are not to be construed as the views, policy, endorsement, or advice of my organization or employer.