Hello! I am a researcher with strong interests in computational science, time-series analysis and machine learning for science. I currently work in quantitative finance, applying statistical modeling and high-performance computing to understand markets. As part of my research, I reguarly contribute to research and open-source projects.
I write a blog and Substack about my recent work and experiments in computational science and scientific machine learning, and (very) occasionally share thoughts on economics and finance. I enjoy discussing the practical impact of these ideas and regularly give talks on these topics. Feel free to reach out!
I am also the founder of Open Numerics, an independent high-performance computing and machine learning initiative through which I advise organizations on advanced numerical modeling, machine learning, data science, and large-scale computation.