Professional

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 professional background and interests My ORCID Page


I have been involved in interesting statistical modeling / machine learning projects in several industries. few examples are:
Finance
Independently developed a robust ensemble-based allocation system comprised of 20 trading models diversified by instrument, technology, source, and frequency. The system assessed a weight for each model based on a sliding window of recent performance, resulting in overall market neutrality with increased profitability and reduced volatility.
Energy
Created an easy-to-understand constrained stochastic optimization algorithm to minimize total power generation cost in a partially-connected electric grid in the United Kingdom. The journal of a prestigious business school published the model and results; I also presented them at a risk modeling conference.
Decision Science
As decision science researcher, led an innovative research project to develop a deep-learning neural network which uses a custom hidden layer based on established political decision-making theory to identify latent decision factors underlying household choices. The model is expected to extend existing decision-making capabilities to encompass modeling population-scale behavioral dynamics.
2019

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


This word cloud is an objective visual representation of my career experience & interests, and how I represent myself as a professional. I created it using this free online generator. The first step was to manually catenate text from the headline, accomplishments, and role description sections of my CV with the defining text from each version of my cover letter. I then used this Jupyter Notebook I wrote to cleanse and process the catenated text to a list of "important" words and their frequencies. Word Cloud

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.