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Arctic Code Vault Contributor

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eigenfoo/README.md

Hello, I'm George! 👋

I’m a financial data scientist and machine learning researcher, with a focus on natural language processing and Bayesian modelling. I’m based in New York and I work for Point72 Asset Management.

In my copious free time, I contribute to and maintain several open-source libraries (particularly the PyMC project). Away from the keyboard, I spend my time drinking coffee, taking photos and obsessing over mechanical keyboards.

Previously, I studied engineering at The Cooper Union with minors in computer science and mathematics, and I interned at Quantopian on their quant research and data science teams.

For more about me (e.g. my blog, projects and résumé), please visit my website.

Contact

I love getting emails from non-bots, and you can also find me on Twitter and LinkedIn.

Pinned

  1. A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project.

    Python 40 6

  2. Experimental PyMC interface for TensorFlow Probability. Official work on this project has been discontinued.

    Jupyter Notebook 713 111

  3. Portfolio and risk analytics in Python

    Jupyter Notebook 3.7k 1.2k

  4. Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara

    Python 5.7k 1.4k

  5. Python port of "Common statistical tests are linear models" by Jonas Kristoffer Lindeløv.

    HTML 52 16

  6. A Vim plugin for the Stan probabilistic programming language.

    Vim script 35 4

448 contributions in the last year

Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr Mon Wed Fri

Contribution activity

April 2021

17 contributions in private repositories Apr 2 – Apr 18

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