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I am what you might call a scientific mutt. I started out studying physics, mathematics, and engineering, where I got to hear all the amusing things each has to say about the other. My dissertation was a mix of applied computational electromagnetics, differential geometry, topology, and noncommutative geometry.
After graduate school, I worked for a couple of years at MIT Lincoln Laboratory before moving to Wall Street. After a few years back in California working in asset management, I’ve now moved to Hong Kong.
I am pretty sure I can claim to be the first person to ever apply noncommutative geometry to finance!
See also my papers on the nLab.
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