I am a researcher in computer science, currently with the Labs group at Two Sigma, a highly innovative investment firm in New York City. I also have an appointment as Visiting Assistant Professor of Computer Science at Brown University.
My research interest is in algorithmic data analysis. I develop theory and methods to extract the most information from large datasets, as fast as possible and in a statistically sound way. The problems I study include pattern extraction, graph mining, and time series analysis. My algorithms often use concepts from statistical learning theory and sampling.
My Erdős number is 3 (Erdős → Suen → Upfal → Matteo), and I am a mathematical descendant of Eli Upfal, Eli Shamir (2nd generation), Jacques Hadamard (5th), Siméon Denis Poisson (9th), and Pierre-Simon Laplace (10th).
- arXiv: a much longer version of TRIÈST is now available.
- ACM WSDM'17: I joined the Program Committee of WSDM'17, a conference I always enjoy so much.
- IEEE ICDM'16: I joined the Program Committee of ICDM'16, which takes place in the most awesome city of Barcelona.
- ACM KDD'16: Two papers of mine (ABRA and TRIÈST) got accepted as full presentations. See you in SF in August!
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