I am currently a quantitative researcher at the Voleon Group, a hedge fund in the Bay Area with ML-based investment strategies. I received my PhD in statistics in 2018 from the Wharton Statistics Department at the University of Pennsylvania, and my B.S in mathematics and economics from the University of Chicago in 2010. Before graduate school I spent a few years working in the macroeconomic policy group of the Federal Reserve Bank of Chicago.
My research interests include applied optimization, boosting algorithms, deep learning, and scientific computing. I also have a consulting experience over the past five years in areas ranging from oil well analytics to emergency department patient flow visualization.
subscribe via RSS