I am passionate about learning and reading, science, modeling, financial trading, learning, computing, cutting-edge research, the human brain, classical music, and did I say learning?

My Current Resume: Academic, Business (February 2016) My Research Statement

me in Venice, ItalyI am an experienced Statistical Modeler / Quantitative Analyst / Statistical Programmer with a wide variety of research interests. Topics for which I have presented and published research & include:

  • Robust Non-Gaussian Mixture Modeling - RAMSA 2013.
  • Stochastic Optimization - Palisade Risk Conference (2013).
  • Outlier detection - ISTKON 7 (2011).
  • Multivariate misspecified regression - CLADAG 2009.
  • Statistics could be described as the science and art of extracting information from data in the presence of uncertainty; these days it's from massive amounts of data. If I had to condense my interests in this domain into four bullet points, I would choose:

  • Information Complexity: How do we gauge the information in some data?
  • Model Selection: How do we choose a "best" model among many models that could fit some data?
  • Robust Modeling: How can we handle departures from the typical assumptions?
  • Statistical Computing: How do we actually apply the three above topics to real data to get real solutions?
  • In addition to my exemplary academic career, I have worked several years in the private sector, and have experience trading capital markets.

    A statistician is a device that probably turns coffee into confidence intervals.

    golden spiral

    This image is a graphical representation of the Golden Ratio, φ = 1.618. As can be seen, when the rectangle is repeatedly bisected using the golden ratio, a 90 degree arc placed in each successive larger section forms a perfect spiral.