I am a researcher in computer science, currently with the Labs group at Two Sigma, a highly innovative investment firm in New York City. I also have an appointment as Visiting Assistant Professor of Computer Science at Brown University.
My research interest is in algorithmic data science. I develop theory and methods to extract the most information from large datasets, as fast as possible and in a statistically sound way. The problems I study include pattern extraction, graph mining, and time series analysis. My algorithms often use concepts from statistical learning theory and sampling.
My Erdős number is 3 (Erdős → Suen → Upfal → Matteo), and I am a mathematical descendant of Eli Upfal, Eli Shamir (2nd generation), Jacques Hadamard (5th), Siméon Denis Poisson (9th), and Pierre-Simon Laplace (10th).
- Brown University: I'll be teaching "Optimization Methods in Finance" again in Spring'17
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