About me
I have developed algorithms for the extraction of signals embedded in potentially incomplete multivariate time series and predicting extreme climate events through non-parametric statistical techniques. Currently, I'm working for Vise Technologies, Inc. building optimal portfolios using convex optimization techniques and python.
Key words:
Principal Component Analysis, Linear Dimensionality Reduction, Quantile Regression, Optimization, Covariance/Graph Estimation, Machine Learning, Hypothesis Testing.Education
- Ph.D., Statistics and Environmental Science, Stanford University, 2016. (Advised by Bala Rajaratnam and Paul Switzer)
- Masters, Physics, Cambridge University, 2011.
- B.Sc, Physics, McGill University , 2008.
Experience
- Senior Quantitative Engineer, Vise Technologies Inc., 2021-present
- Senior Machine Learning Engineer, Cognite, 2020-2021
- Senior Data Scientist, Orbital Insight, 2018-2020
- Post-doctoral fellow in Climate Statistics, University of Chicago, 2017-2018
Contact info
- email (read backwards): moc.liamg @ neguahztam