I am a researcher in computer science, currently working in the Labs group at Two Sigma, an highly innovative investment firm in New York City.
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), Simeon Denis Poisson (9th generation) and Pierre-Simon Laplace (10th).
- CIKM'15: I'm presenting our tutorial on VC-Dimension and Rademacher Averages for sampling algorithms.
- Monash University: I'm giving a talk on statistical learning theory and data mining.
- WWW'16: I'm a PC member for the Social Networks and Graph Analysis area.
- Brown University: In Spring 2016, I will be teaching Optimization Methods in Finance, in the Department of Computer Science.