Nicolás Della Penna
phones: +1 415 498 0486, +44 07479 505 900
I am focused on understanding and improving collective cognition using tools from machine learning.
My work combines algorithms with strong theoretical guarantees with large scale data analisys and experimentation.
Active projects include estimation and elicitation of replication probabilities in science, the use of electronic health records for cuasal effect estimation in intensive care units, and understanding the dynamics of highly speculative markets.
I have 8 years of experience working with large and complex datasets.
I have built statistical models used in millons of simultanous time series with trillons of datapoints.
- Open Science Collaboration. (2015, in press). Estimating the reproducibility of psychological science. Science.
- NDP, Dhaval Adjodah, Alex Pentland. Efficiency in prediction markets, evidence from SciCast.org Collective Intelligence 2015.
- NDP, Eaman Jahani, Peter Krafft, Alex Pentland, Julian Mcauley. "Bubbles and Network Structure: a study in cryptocurrencies" International Conference on Computational Social Science 2015.
- Contributor to Reproducibility Project: Psychology .
NDP, Peter Krafft, Alex Pentland. "Herding in Markets: A Randomized Field Experiment". Second Annual Workshop on Crowdsourcing and Behavioral Experiments, at ACM EC 2014.
Peter Krafft, Julia Zheng, Erez Shmueli, NDP, Joshua Tenenbaum, and Alex Pentland. Popularity and Performance: A Large-Scale Study. Collective Intelligence 2014.
- Shamin Kinathil, Scott Sanner, NDP. Closed-form Solutions to a Subclass of Continuous Stochastic Games via Dynamic Programmingi. UAI 2014.
- Rafael M. Frongillo, NDP, Mark D. Reid Interpreting prediction markets: a stochastic approach NIPS 2012 superceeds ICML 2012 Workshop on Markets Mechanisms and Multi-Agent Models.
- Ben Moran, NDP. Continuous-time recursive Bayesian updating in networks of stochastic spiking neurons. NIPS 2012 Workshop Information in Perception and Action
- Joseph Noel, Scott Sanner, Khoi-Nguyen Tran, Peter Christen, Lexing Xie, Edwin Bonilla, Ehsan Abbasnejad, NDP. New Objective Functions for Social Collaborative Filtering. WWW 2012
- NDP, Mark D. Reid Crowd & Prejudice: An Impossibility Theorem for Crowd Labelling without a Gold Standard
Collective Intelligence 2012
- NDP, Mark D. Reid. Bandit Market Makers, NIPS 2011, Second Workshop on Computational Social Science and the Wisdom of Crowds. latest version
- Australia National University, April 2011 - present,
PhD student, Statistical Machine Learning Group, Computer Science department.
Supervised by Mark D. Reid.
- University of British Columbia, May 2003 - September 2007,
Vancouver, BC. Canada.
May 2006. B.A. with Honours in Economics. First class average.
Thesis Title: Relative Income in Adolescence and Adult Outcomes.
Grants and Awards
- January 2013. PI on Knight Foundation Data News Challenge , finalist , leading to a $50,000 prototype grant .
- April 2011. ANU PhD Scholarship. ANU University Research Scholarship.
- September 2006. UBC Ph.D. Tuition Fee Award.
- May 2006. UBC, Joseph A Crumb Prize for best graduating honours essay
- September 2003. UBC Undergraduate Scholar Program (scholarship).
September 2007 - Present
Currently: quantitative strategy development at Gambit Research : Design and implementation of statistical arbitrage and market making strategies.
Previously: Data anailsys tools and machine learning models for several startups: Media Mechanisms (defunct), PeerIndex, BERG London, Twitter .
October 2005 - September 2007
Research Assistant, Department of Economics, University of
Worked on programming and data analisys for Mauricio Drelichman, Nathan Nunn, and Yoram Halevy.
- September 2006 - April 2007
Teaching Assistant, Department of Economics, University of
Senior thesis seminar: Topics in Experimental Economics.
Intermediate Microeconomics I. The Economics of Government Regulation of Business.
Languages & Ctizenship
English, Spanish and Portuguese. Hold Argentine and EU (Italian) passports.