Andrew McDonald

Department of Computer Science, University College London

PhD student in machine learning at UCL. On the application side I am ultimately interested in algorithmic trading strategies. Prior to commencing my PhD I spent eight years trading structured products linked to alternative investments.

I plan to submit my PhD thesis before the end of 2016 and am looking to rejoin industry late 2016 or early 2017. My preferred role is a research/strategy role with a systematic investment fund, however I am open to other opportunities which may suit my background and my research interests.

Research Interests

My supervisor is Massimiliano Pontil, and I am funded by an EPSRC studentship. My research interests include:

  • Structured sparsity and regularization

  • Convex optimization

  • Matrix completion

Publications

Works in Progress

  • A general framework for generating norms for regularization via optimal interpolation (under review)

  • A new method on biclustering a matrix (in progress)

Contact

a.mcdonald at cs.ucl.ac.uk
My LinkedIn profile