Dynamical systems & filtering
Kalman filtering, data assimilation, and fixed-point smoothing to reconstruct dynamical states from sensor observations and system matrices.
Discuss this work ↗Applied Mathematician · Data Scientist
I’m Teona Zurabashvili, an Applied and Computational Mathematics Ph.D. student at Virginia Tech. My background spans professional data science, computer science, and information systems.

01 · Profile
“I develop computational methods for extracting reliable insight from dynamic, uncertain, and data-rich systems.”
My doctoral work centers on computational modeling and predictive simulation using stochastic differential equations, nonlinear-system analysis, and finite-element methods for PDEs.
Additional work in filtering and data assimilation focuses on reconstructing dynamical systems from sensor observations and known system matrices. Together with industry experience in data science, these projects connect mathematical theory, computation, and real-world data.
02 · Research
My research examines systems governed by uncertainty, from reconstructing PDE states using noisy observations to calibrating stochastic volatility models against market data.
Kalman filtering, data assimilation, and fixed-point smoothing to reconstruct dynamical states from sensor observations and system matrices.
Discuss this work ↗Heston stochastic volatility simulation and parameter calibration using indirect inference, GARCH-based time-series analysis, and S&P 500 return data.
Discuss this work ↗Computational analysis of nonlinear systems using numerical PDEs, spectral and finite-element methods, optimization, and matrix computations.
View toolkit ↓03 · Experience
TBI Bank · Sofia, Bulgaria
·BDO Digital · Tbilisi, Georgia
·iSenseLabs · Sofia, Bulgaria
·04 · Education
Python, SQL, MATLAB, C++, R, Java, and C#. Additional strengths include predictive modeling, machine learning, state estimation, time series, Git, MySQL, Excel, DAX, Stata, and Overleaf.
05 · Contact
Open to opportunities in data science, quantitative modeling, scientific computing, and applied research.