I am a data scientist working in finance on the development of state-of-the-art portfolio construction algorithms and trading signal generation. I hold a PhD in Applied Mathematics from Western University where I developed algorithms for Bohemian matrices.
I completed my PhD under the supervision of Prof. Robert M. Corless and Prof. Marc Moreno Maza. My thesis developed new algorithms for computations on matrices with parameters. These algorithms were implemented in the Maple computer algebra system and are available in the ParametricMatrixTools package. My thesis also laid ground work for research on Bohemian matrices. Further information on Bohemian matrices can be found at BohemianMatrices.com. My thesis can be found here.
When I'm not learning new things I enjoy long-distance running, camping, woodworking, rock climbing and cooking.