Vrettos Moulos
 |
Quantitative Researcher |
About Me
Hello and welcome to my page!
I'm coming from Athens, Greece,
and I'm currently a quantitative researcher at The Voleon Group,
where I conduct machine learning research in order to forecast the stock markets.
Before that I obtained a PhD in EECS with a designated emphasis in Statistics
from the UC Berkeley,
where I was advised by Satish Rao.
I also hold a MSc in EECS from the UC Berkeley,
as well as a Diploma in ECE from the National Technical Univesity of Athens
where
I was advised by Nikolaos Papaspyrou.
Research
My research interests lie in the following areas:
probability
statistics
information theory
statistical learning theory
machine learning
stochastic control
optimization
In particular, I have researched:
concentration inequalities
Markov processes
multi-armed bandit problems
optimal transport