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Amir Oskoui

Founder, OSKO Technology

Welcome

Hi, I'm Amir. I'm a software engineer and entrepreneur based in the Washington, D.C. area. My background is a bit nonlinear—I studied physics and math in undergrad, then pivoted to financial engineering and machine learning at Columbia. I've spent time building high-frequency trading systems, shipping products at Amazon and Capital One, and now I run my own agency. I started OSKO Technology because I like to move fast, build things right, and cut everything else—Occam's razor applied to software delivery. When I'm not working, you'll find me learning a new sport, in the gym, or playing Super Smash Bros against my brothers.

Education

M.S., Financial Engineering (ML Focus) — Columbia University
B.S., Physics (Math Focus) — University of Maryland, College Park

Experience

I've worked at and consulted for a range of organizations, from hedge funds to big tech:

OSKO Technology (Founder)
Capital One
Amazon
Tanius Technology
FDA — EMC Lab

Research Interests

Machine learning applications in quantitative finance
High-frequency trading & market microstructure
Computational methods for option pricing
Electromagnetic compatibility in medical devices
Theoretical physics & supersymmetry

Selected Publications

A. Hirsa, T. Karatas, A. Oskoui, “Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes,” arXiv preprint, 2019. [arXiv]
S. J. Gates, T. Grover, M. D. Miller-Dickson, B. A. Mondal, A. Oskoui, S. Regmi, E. Ross, R. Shetty, “A Lorentz Covariant Holoraumy-Induced ‘Gadget’ From Minimal Off-Shell 4D, N = 1 Supermultiplets,” Journal of High Energy Physics, 2015. [arXiv]
H. Bassen, M. Mariani, D. P. Cabrera, A. Oskoui, “Conducted EMC Testing Reveals Malfunctions in Automated External Defibrillators with Patient Leads Connected,” IEEE Electromagnetic Compatibility Magazine, vol. 8, no. 2, 2019. [IEEE]