2. Paper: A Framework for the Meta-Analysis of Randomized Experiments with Applications to Heavy-Tailed Response Data
3. Paper: A multi-horizon quantile recurrent forecaster
4. Paper: Contextual Bandits for Evaluating and Improving Inventory Control Policies
5. Paper: Learning an Inventory Control Policy with General Inventory Arrival Dynamics
6. Paper: Scaling Laws for Imitation Learning in NetHack
7. Paper: Linear Reinforcement Learning with Ball Structure Action Space
8. Paper: A few expert queries suffices for sample-efficient rl with resets and linear value approximation
9. Paper: MQRetNN: Multi-Horizon Time Series Forecasting with Retrieval Augmentation
10. Paper: Mqtransformer: Multi-horizon forecasts with context dependent and feedback-aware attention
Research Experience
1. Google DeepMind - Research Engineer, working on Gemini pre-training.
2. Amazon - Principal Machine Learning Scientist, applying Deep Reinforcement Learning to inventory management problems.
3. Bloomberg LP - Member of the Quantitative Research team, developing open source tools for the Jupyter Notebook and conducting advanced mathematical research in derivatives pricing, quantitative finance, and forecasting.
Background
Currently a Research Engineer at Google DeepMind, focusing on Gemini pre-training and Large Language Modeling. Previously, he was a Principal Machine Learning Scientist at Amazon, applying Deep Reinforcement Learning to inventory management problems. He has also worked on developing generative and supervised deep learning models for probabilistic time series forecasting and was part of the Quantitative Research team at Bloomberg LP, developing open source tools for the Jupyter Notebook and conducting advanced mathematical research in derivatives pricing, quantitative finance, and forecasting.