Conventional centralized optimization algorithms have challenge solving big optimization problems- at some scale, you simply can’t fit the problem on a single computer, let alone manage all of the variables. To solve this, researchers use decentralized optimization techniques to break the problem into a set of subproblems which can be rapidly solved on distributed computers or smart devices- but this exposes the optimization algorithm to cybersecurity threats from hacking these consumer-level devices. » Read More
Surviving your PhD
PhinisheD! PhDone! I got my lollipop- after five years of classes, research, and lab presentations, I’ve finally finished the journey! And before I forget what it’s like to be in the swamp, I wanted to jot down thoughts about how I got through it. » Read More
Writing your dissertation (or book!) with Overleaf + git
In many technical fields, a PhD dissertation is written with the mantra “staple 3” – take three peer-reviewed articles, add an introduction and conclusion, and turn it in. In writing my dissertation, I used LaTeX in Overleaf and git to make it easy to reuse content from articles. » Read More
Blockchain Growth Hurdles: Four Known Unknowns
I just spoke with Valentina Nakic, who is writing a thesis about the future of the blockchain+energy space, and was struck by the realization that there are some basic hurdles that will define the next 10-20 years of blockchain applications. » Read More
The #DataOpen Journey
I’ve never been so happy sleeping so little. For five days this November, I taxed my mind and my laptop crunching through education policy data on the way to submitting an entry in the 2017 Data Open Championships, organized by Correlation One and Citadel. » Read More
Winners of the 2017 Data Open Championship!
Monday is a dizzying mashup of adrenaline-tinted memories. Walking the floors of the New York Stock Exchange, watching old-time traders tell about the bullpen days. Sitting in the palatial elegance of the NYSE Board Room, listening to Ken Griffin share stories of teamwork, » Read More
Devcon3 Debrief
I was honored to speak at Devcon3, the Ethereum Developers’ Conference, on my research on coordinating decentralized optimization with blockchains.
The attendees were a strange mix: 30-50% of the attendees were speculators who knew nothing about blockchains, but were frantically trying to understand the asset which had ballooned in their portfolio. » Read More
Decentralized Optimization with Blockchains
This tutorial walks through an example of how to implement ADMM on a blockchain, and complements my Devcon3 talk. Github repository is here
Goal: Use a smart contract to coordinate decentralized optimization¶
This can model federated machine learning or federated optimization problems
We will use the Alternating Direction Method of Multipliers, » Read More
Blockchains and Energy: The Startup Space
As blockchains extend beyond financial transactions there has been a strong interest in the energy space- my research specialty, and the focus of my most recent paper on blockchains for securing decentralized energy markets.
Having watched other changes in the energy sector, » Read More
Glimpses into the Quantitative Finance industry
Since winning the Correlation One / Citadel datathon in February, I’ve been fascinated by data science jobs in the Finance sector, and the idea of applying my strategic bidding research to equity markets where trading volumes are greater, physical constraints are looser, » Read More