I offer knowledge transfer and consulting services to industry, government agencies, and academic research.
Key strengths
Analysis and problem solving
Answering big picture questions
Cross-disciplinary work
Independent and collaborative work
Initiating and carrying out projects with minimal guidance
Specific areas of expertise
Decision-making under uncertainty
Game theory (for both mechanism design and automated decision-making in interactive environments)
Machine learning (including natural language processing)
Mathematical optimization
Risk modeling
Simulation
Statistical analysis
Time series forecasting (recent talk on Transformer-based approaches: slides)
Tools: Python (along with libraries such as NumPy, pandas, PyTorch, SciPy, scikit-learn, statsmodels, Transformers), R, LaTeX
Project steps
Definition: exchange with domain experts to help establish project goals
Problem formulation: translation of project desiderata into data science and/or optimization terms
Model selection: identification of the most-effective approach
Implementation or development of the corresponding algorithms
Performance evaluation and optimization
Communication of the findings: open-source code, presentations, reports, research papers