Rajmadan Lakshmanan, Msc.

• seit Februar 2022: Kommissionsmitglied an Vertrauensrat der Technischen Universität Chemnitz
• seit Oktober 2021: Wissenschaftlicher Mitarbeiter an der Fakultät für Mathematik
• 2019: Master-Studiengang Versicherungswissenschaft
• 2017: Bachelor-Studiengang Mathematik

Vorträge

• Research seminar in Quantitative Finance & Statistics, Technische Universität Chemnitz, 04 Mai 2023
  Stochastic Control: Monge-Kantorovich problem (Wasserstein distance) to Schrödinger bridge problem
• PhD Seminar, Fakultät für Mathematik, Technische Universität Chemnitz, 02 November 2023
  Martingale optimal transport: Theory and applications
• Research seminar in Quantitative Finance & Statistics, Technische Universität Chemnitz, 30 November 2023
  Entropy-regularized quantization: Theoretical Insights and Practical Applications
• Stochastic Processes in Evolutionary Biology, Centre International de Rencontres Mathématiques (CIRM), Marseille, France, 20 May 2024
  Fast Stochastic Evolution of Cells Genomics. (Poster)
• 19th Doktorandentreffen der Stochastik , Brandenburgische Technische Universität Cottbus-Senftenberg, 27-30 August 2024
  Optimal Transport and Kernel Distances: Interconnections and Fast Computation
• EURO Summer Institute , Ischia (Naples), Italy, 15-25 September 2024
  Robust Stochastic Dominance
• EWGCFM & MMEI 2024 , Prague, Czech Republic, 28-30 October 2024
  Higher Order Stochastic Dominance: Advancements and Numerical Exposition.

Workshop

• Optimal control of PDEs and SDEs, Brandenburgische Technische Universität Cottbus-Senftenberg, 05-16 Juni, 2023
• Optimal transport, Technische Universität Dortmund, 18-20 September, 2023

Peer-reviewed publications

• R. Lakshmanan, A. Pichler and D. Potts
  Nonequispaced fast Fourier transform boost for the Sinkhorn algorithm
  ETNA - Electronic Transactions on Numerical Analysis, 2023. DOI: 10.1553/etna_vol58s289
  PDF (arXiv)
• R. Lakshmanan and A. Pichler
  Soft Quantization using Entropic Regularization
  Entropy, 2023. DOI: 10.3390/e25101435
  PDF (arXiv)
• R. Lakshmanan and A. Pichler
  Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization
  Pure and Applied Functional Analysis, 2024
  PDF (arXiv)
• R. Lakshmanan and A. Pichler
  Unbalanced Optimal Transport and Maximum Mean Discrepancies: Interconnections and Rapid Evaluation
  Journal of Scientific Computing, 2024
  PDF (arXiv)
• R. Lakshmanan and A. Pichler
  StochasticDominance.jl: A Julia Package for Higher Order Stochastic Dominance
  Journal of Open Source Software, 2025
  PDF (arXiv)

Preprints

• R. Lakshmanan, A. Pichler and M. Kopa
  Higher-Order Stochastic Dominance Constraints in Optimization
  Submitted to SIAM Journal on Optimization, 2025
  PDF (arXiv)