I am a researcher in computer science, currently working in the Labs group at Two Sigma, a highly innovative investment firm in New York City. From January 2016, I will also be a 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), Simeon Denis Poisson (9th generation) and Pierre-Simon Laplace (10th).
- Brown University: Starting January 2016, I will also be a Visiting Assistant Professor of Computer Science
- DAMI/DMKD: Our paper Graph Summarization with Quality Guarantees (joint work with David García-Soriano and Francesco Bonchi) was accepted for publication.
- Brown University: In Spring 2016, I will be teaching Optimization Methods in Finance, in the Department of Computer Science.
- ACM WSDM'16: Our paper Wiggins: Detecting Valuable Information in Dynamic Networks with Limited Resources (joint work with Eli Upfal and Ahmad Mahmoody) was accepted.
- WWW'16: I'm a PC member for the Social Networks and Graph Analysis area.
- ACM KDD'16: I'm a PC member for the Research track.