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Damiano worked on quantitative analysis of counterparty risk, interest rates- FX- credit- and equity- derivatives, risk management and structured products, and funding costs and collateral modelling. His current interests include valuation, risk measurement, funding, counterparty risk, stochastic models for commodities and inflation, dependence dynamics, liquidity risk, optimal execution, stochastic differential geometry, information geometry, exponential families, mixture families, nonlinear stochastic filtering.

Damiano obtained a Ph. Khalil Dayri is a quantitative researcher in the algorithmic trading group of Bloomberg Tradebook. Based in London, he focuses on quantitative research relating to dark execution, price formation process, smart order routing, best execution and transaction cost analysis.

Khalil is a regular contributor to the Bloomberg Tradebook blog at https: David started his career in New York, writing trading algorithms for ITG in — mainly focusing on stat-arb customised strategies for clients.

He joined a start-up in called Miletus Trading, which used technology from a Stat-arb hedge fund Thales. Miletus Trading was acquired by Algorithmic trading and machine learning imperial in where he continued to run the global strategies group.

His main interests lie in market impact research and algorithm design for equities and futures, execution analysis, and machine learning. After that he has been postdoc and member of the External Faculty of the Santa Fe Institute. He is author of more than 90 referred scientific papers, which, according to Google Scholar, received almost 6, citations.

Besides other projects, he algorithmic trading and machine learning imperial responsible of one of the units of the H project SoBigData. His current activity involves the construction and the implementation of algorithmic trading strategies in CFM, whereas his algorithmic trading and machine learning imperial research interests focus on market microstructure, price formation and statistical learning.

He has authored more than 20 scientific publications in international peer-reviewed journals. He is working on high dimensional stochastic models for limit order books in electronic financial markets, and on the mathematical theory beyond that. Generally, algorithmic trading and machine learning imperial research interests go in two directions: Until Octoberhe was research fellow and doctoral student at TU Berlin.

She holds a master in probability and finance El Karoui master program from University Paris 6 and Ecole Polytechnique. Her work mainly focuses on market microstructure and capital markets infrastructure.

Khalil Dayiri Bloomberg Khalil Dayri is a quantitative researcher in the algorithmic trading group of Bloomberg Tradebook. Morgan David started his career in New York, writing trading algorithms for ITG in — mainly focusing on stat-arb customised strategies for clients.

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Theoretical artificial intelligence AI and machine learning ML I am currently focusing on unsupervised and semi-supervised learning and more specifically, I am trying to introduce self-reflection in the context of machine learning Applications of AI and ML to natural language processing, robotics, computer vision and finance. I am developing a self-reflection mechanism for machine learning systems and I am applying it in NELL I am working on a new framework for learning where agreement among multiple agents is the objective.

Carnegie Mellon University — M. Imperial College London — M. USA Research Consultant at Cubist Systematic Strategies Worked for the Advanced Methods Groups AMG in new machine learning-driven approaches for end-to-end algorithmic trading systems Developed the main pipeline for trading algorithms research and for integrating these algorithms in a new production system.

Research Intern at Microsoft Research Manager: Hoifung Poon and Dr. Ashish Kapoor First 3 months: Developed a probabilistic logic-based approach for accuracy estimation using unlabeled data, as part of the Literome Project Last 3 months: Active learning amidst logical knowledge.

Founder of Project Protasis — Home Automation Development of a smart home automation system that controls all electrical appliances, heating systems and water systems and aims to reduce domestic energy consumption while making the lives of homeowners as comfortable as possible Development of software, employing several machine learning algorithms Funded by the Greek government and more specifically, by the Organization of School Buildings Interviewed by NBC, as well as several newspapers, magazines and other TV channels, regarding this project Won the Microsoft Imagine Cup Greek Finals with this project and represented Greece in the Imagine Cup Worldwide Finals, in Paris, France, competing against teams from universities, at age of only 16 and having worked without a team or a mentor.

Software Developer and I. Professional at Sigma Group Inc. Professional at Embiria S. Sir Bruce White prize in engineering for the best M.

Certificate of Excellence for the school year from the Greek Ministry of Education and Religious Affairs 3 rd place bronze medal in the Greek Mathematics Olympiad , organized by the Hellenic Mathematical Society.

Geoff Gordon and Prof. Aarti Singh in , and Prof. Tom Mitchell in Gave some lectures and some recitation lectures Mentored several groups of students working on class projects Wrote and graded homework assignments and exams.

High Level Programming Languages: Traveling, Philosophy, and Politics I also really want to learn to play the Guitar.

Volunteer service at the Lavrion refugee center, in Athens, Greece. Reforestation of mountainside in Rafina, Greece Volunteer service for the International Baccalaureate Organization IBO training workshop 13 th Annual Underwater and Beach Cleanup in Athens, Greece Organizing member of "Christmas Bazaar" fund raiser project Organizing member of "Love Feast" feast to celebrate family values and raise funds for the victims of the then recent fires in Greece.