Algorithmic trading and machine learning imperial


He is author of more than 90 referred scientific papers, which, according to Google Scholar, received almost 6, citations. Besides other projects, he is responsible of one of the units of the H project SoBigData. His current activity involves the construction and the implementation of algorithmic trading strategies in CFM, whereas his main research interests focus on market microstructure, price formation and statistical learning.

He has authored more than 20 scientific publications in international peer-reviewed journals. He is working on high dimensional stochastic models for limit order books in electronic financial markets, and on the mathematical theory beyond that. Generally, his research interests go in two directions: Until October , he was research fellow and doctoral student at TU Berlin.

He joined a start-up in called Miletus Trading, which used technology from a Stat-arb hedge fund Thales. Miletus Trading was acquired by Liquidnet in where he continued to run the global strategies group. His main interests lie in market impact research and algorithm design for equities and futures, execution analysis, and machine learning. After that he has been postdoc and member of the External Faculty of the Santa Fe Institute.

He is author of more than 90 referred scientific papers, which, according to Google Scholar, received almost 6, citations. Besides other projects, he is responsible of one of the units of the H project SoBigData. His current activity involves the construction and the implementation of algorithmic trading strategies in CFM, whereas his main research interests focus on market microstructure, price formation and statistical learning.

Founder of Project Protasis — Home Automation Development of a smart home automation system that controls all electrical appliances, heating systems and water systems and aims to reduce domestic energy consumption while making the lives of homeowners as comfortable as possible Development of software, employing several machine learning algorithms Funded by the Greek government and more specifically, by the Organization of School Buildings Interviewed by NBC, as well as several newspapers, magazines and other TV channels, regarding this project Won the Microsoft Imagine Cup Greek Finals with this project and represented Greece in the Imagine Cup Worldwide Finals, in Paris, France, competing against teams from universities, at age of only 16 and having worked without a team or a mentor.

Software Developer and I. Professional at Sigma Group Inc. Professional at Embiria S. Sir Bruce White prize in engineering for the best M. Certificate of Excellence for the school year from the Greek Ministry of Education and Religious Affairs 3 rd place bronze medal in the Greek Mathematics Olympiad , organized by the Hellenic Mathematical Society. Geoff Gordon and Prof.