Interested in ML, Computations Statistics, and AI, applied to Finance and especially to Algorithmic Trading. This necessarily involves time-series forecasting, using methods from Statistics, (Adaptive) Signal Processing, Econometrics, and Machine Learning. Also I have interests in portfolio allocation, and stochastic control / reinforcement learning for optimal execution. Recent areas of interest have been in ranomd matrix theory for portfolio analysis, RL for optimal execution, bagging and boosting over-parameterised shallow nets  for online learning to forecast prices in near real-time.