About me

Quant researcher with 1.5 years of experience in systematic equities trading, machine learning and data engineering. I participate in the quantitative finance competition Numerai and other data science competitions on Kaggle. I also write blog posts about machine learning and finance.

Research Interests

I study machine learning methods for high-dimensional datasets in the context of incremental/transfer learning between datasets with distributional shifts.

Examples include:

• Incremental learning for (temporal) tabular datasets
• Feature engineering methods for time-series
• High-dimensional regression problems (when p » N)
• Reinforcement learning for non-stationary problems
• Feature clustering with spatial-temporal models
• AutoML pipelines for temporal tabular and multivariate time series datasets (Ex. THOR)