Andrew McDonald

Department of Computer Science, University College London

I graduated with a PhD in machine learning from UCL in 2017. I am interested in applications of statistics and machine learning within finance, e.g. electronic market making, systematic trading and other quantitative finance. Prior to commencing my PhD I was a trader in structured products linked to alternative investments for eight years at KBC Financial Products, formerly part of D.E.Shaw.

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 and multitask learning

Publications

Contact

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