A K M Rokonuzzaman Sonet
Ph.D. in Financial Mathematics | Florida State University
Education
- Ph.D. in Financial Mathematics, Florida State University, USA (2020–2026)
Dissertation Title: Algorithmic Stability of Heavy-Tailed Stochastic Gradient Algorithms
Advisor: Dr. Lingjiong Zhu - M.S. in Financial Mathematics, Florida State University, USA (2020–2022)
- B.S. in Mathematics, University of Dhaka, Bangladesh (2015–2019)
Research Interests
- Stochastic Optimization and Machine Learning Theory
- Algorithmic Stability and Generalization
- Data Science
- Computational Finance and Derivatives Pricing
- Financial Risk Management
Work Experience
- Instructor of Record, Department of Mathematics, Florida State University (2022–May 2026)
Courses: Calculus and Analytic Geometry I–III (Calc III — Fall 2025, Spring 2026; Calc II — Spring 2025, Fall 2024; Calc I — Spring 2024; Precalculus - Spring 2022)
Responsibilities: Syllabus design, Prepare lecture notes, Instruction, Assessment (~30 students/term) - Recitation Instructor, Department of Mathematics, Florida State University (2022–2023)
Courses: Discrete Mathematics I/II; Calculus I (Spring, Fall 2023, Summer 2022)
Responsibilities: Run problem sessions, Help sessions, Assesment; coordinated with course instructors - Assistant in Course Development: Calculus I, Florida State University (Summer 2024)
Responsibilities: Content & assessment development aligned to outcomes - Graduate Research Assistant, Florida State University (Summers 2023 & 2025)
Project: The Heavy-Tail Methods in Machine Learning
Supervisor: Dr. Lingjiong Zhu - Graduate Teaching Assistant, Florida State University (Jan–Dec 2021)
Responsibilities: Assisted across undergraduate courses, led discussions, grading, and held office hours.
Publications & Preprints
- Thanh Dang, Melih Barsbey, A K M Rokonuzzaman Sonet, Mert Gurbuzbalaban, Umut Simsekli, & Lingjiong Zhu (2025). Algorithmic Stability of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise. arXiv:2502.00885
Presentations
- “Applied Quantitative Finance: A Project Portfolio”, Quant Finance Boot Camp, Erdős Institute (June 2025). Topics: Portfolio Optimization, Delta Hedging, Option Pricing. Slides (PDF)
- “Stock Price Prediction using LSTM”, Data Science Boot Camp, Erdős Institute (June 2022). Slides (PDF)
- “Study of Some Basic Epidemiological Models”, Dept. of Mathematics, University of Dhaka (Dec 2018).
Awards
- Dwight B. Goodner Mathematics Fellowship, senior award for outstanding teaching in the field of Mathematics (2026)
- FSU Math Distinguished Teaching Assistant Award, an award for outstanding TA performance (2025)
- Bettye Anne Busbee Case Graduate Fellowship — FSU Mathematics (2024)
- University Scholarship — University of Dhaka, based on outstanding undergraduate result (2019)
- Duke of Edinburgh’s Award: Bronze Level, a global youth achievement award for individuals, (2018)
- Champion, Intra-Department Mathematics Contest (MathCon) — University of Dhaka (2015)
Professional Memberships
- American Mathematical Society (AMS)
- Society for Industrial and Applied Mathematics (SIAM)
- Bangladesh Mathematical Society (BMS)