Michael B.

Data Scientist

1380 dollar
9 years

My experience


Walnut AlgorithmsAugust 2013 - Present

Walnut Algorithms is a technology firm focused on applying the latest advances in data science and machine learning research to the financial markets. We are a team of passionate data scientists developing algorithms to drive the technological disruption brought by the advent of artificial intelligence in finance.

We combine advanced machine learning techniques with financial expertise to generate medium frequency pure alpha strategies. We develop sophisticated trading models able to scale over numerous assets globally. The strategies are designed to spot intraday patterns forming in the financial markets with high levels of confidence. The large amounts of intraday data points available allow us to train robust machine learning models and avoid overfitting.

Website: www.walnutalgorithms.com

UPMC - Sorbonne UniversitiesJanuary 2015 - January 2019

Study and improving Deep Learning methods in the context of image classification.
- training methods (Distributed SGD)
- architecture (activation function)
- generalization performance (regularization with information theory)
4 articles published

Lycée Jacques DecourJanuary 2016 - January 2018


Laboratoire d'Informatique de Paris 6January 2016 - January 2018

Structured learning
- Localization, ranking, ...

UPMC - Sorbonne UniversitiesApril 2014 - October 2014

End of LMFI :
Study of fuzzy logic and fuzzy controllers. Formalization of reasoning in a first order fuzzy logic.
Proposition of methods to manage missing and imprecise information in decision process using the proposed formalism.

BNP ParibasApril 2011 - October 2011

Quantitative Analyst in R&D team.
- Systematic and quantitative strategies research in currency management (absolute return currency programs)
- Algo Trading
- Scientific software development : MATLAB, C++, Excel/VBA

My stack


R Language, C/C++, SQL, Python, Matlab, Java, VBA, LaTeX


Artificial Intelligence


Machine Learning

IT Infrastructure


Machine Learning

Deep learning

My education and trainings

Master 2, Mathematical logic and foundations of computer science - Université Denis Diderot (Paris VII)2013 - 2014

Engineer, Applied mathematics - Ecole Nationale Supérieure d'Informatique et de Mathématiques Appliquées de Grenoble2008 - 2011

Master, Quantitative finance - IAE Grenoble2010 - 2011