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.