Background

I work in quantitative finance, using machine learning to build trading algorithms, primarily in the high frequency space.

Previously I was a postdoctoral researcher at Stanford University in the statistics department, where I also taught Statistics 116, Introduction To Probability Theory.

I was also a researcher at Genentech, in bioinformatics; and Ecole Normale Superieure, Paris, in mathematics.

I have a Ph. D. in statistics from University of California, Berkeley, and a B.A. in mathematics from Harvard University.

You can write me at first name dot last name at gmail dot com.

Research

• Machine learning for cancer research: the GXNA algorithm.

• Mathematical modeling of complex systems, including ant colonies.

• Probability theory: the Ising model, simulation algorithms, and the Brownian loop soup.

Publications

Probability Theory

Serban Nacu, Glauber Dynamics on the Cycle Is Monotone, Probability Theory and Related Fields, 127, 177-185 (2003): arxiv.

Serban Nacu and Yuval Peres, Fast Simulation of New Coins From Old, Annals of Applied Probability, 15, 93-115 (2005): arxiv.

Serban Nacu, Increments of Random Partitions, Combinatorics, Probability and Computing, 15:4, 589-595 (2006): arxiv. 

Serban Nacu and Wendelin Werner, Random Soups, Carpets and Fractal Dimensions, Journal of the London Mathematical Society, 83:3, 789-809 (2011): arxiv.

Nina Holden, Serban Nacu, Yuval Peres and Thomas S. Salisbury, How Round Are the Complementary Components of Planar Brownian Motion?, Annales de l’Institut Henri Poincaré, 55:2, 882-908 (2019): arxiv.

Information Theory

Dana Porrat, David Tse and Serban Nacu, Channel Uncertainty in Ultra Wideband Communication Systems, IEEE Transactions on Information Theory, 53:1, 194-208 (2007): arxiv.

Bioinformatics and Medicine

Serban Nacu, Rebecca Critchley-Thorne, Peter Lee and Susan Holmes, Gene Expression Network Analysis and Applications to Immunology, Bioinformatics, 23:7, 850-858 (2007): html. 

Rebecca Critchley-Thorne, Ning Yan, Serban Nacu, Jeffrey Weber, Susan Holmes and Peter Lee, Down-Regulation of the Interferon Signaling Pathway in T Lymphocytes from Patients with Metastatic Melanoma, PLoS Medicine, 4:5 (2007): html.

Thomas D. Wu and Serban Nacu, Fast and SNP-tolerant Detection of Complex Variants and Splicing in Short Reads, Bioinformatics 26:7, 873-881(2010): html.

Serban Nacu, Wenlin Yuan, Zhengyan Kan, Deepali Bhatt, Celina Rivers, Jeremy Stinson, Brock Peters, Zora Modrusan, Kenneth Jung, Somasekar Seshagiri and Thomas D. Wu, Deep RNA Sequencing Analysis of Readthrough Gene Fusions in Human Prostate Adenocarcinomas and Reference Samples, BMC Medical Genomics, 4:11 (2011): html.

Ruihuan Chen, Merry Nishimura, Stephanie Bumbaca, Samir Kharbanda, William Forrest, Ian Kasman, Joan Greve, Robert Soriano, Laurie Gilmour, Celina Sanchez Rivers, Zora Modrusan, Serban Nacu, Steve Guerrero, Kyle Edgar, Jeffrey Wallin, Katrin Lamszus, Manfred Westphal, Susanne Heim, C. David James, Scott VandenBerg, Joseph Costello, Scott Moorefield, Cynthia Cowdrey, Michael Prados and Heidi Phillips, A Hierarchy of Self-Renewing Tumor-Initiating Cell Types in Glioblastoma, Cancer Cell 17:4, 362-375 (2010): html.

Ecology

Deborah Gordon, Susan Holmes and Serban Nacu, The Short-term Regulation of Foraging in Harvester Ants, Behavioral Ecology, 19:1, 217-222 (2008): html.

Blair Beverly, Helen McLendon, Serban Nacu, Susan Holmes and Deborah Gordon, How Site Fidelity Leads to Individual Differences in the Foraging Activity of Harvester Ants, Behavioral Ecology, 20:3, 633-638 (2009): html. 

Personal

One of my favorite fairy tales is the Prince of Tears by Mihai Eminescu. Here is a draft English translation.