Eugene Neduv is a Research Scientist at IEOR and a member of Data Science Institute at Columbia University. His interests include information geometry, graph theory, probabilistic graphical modelling and their applications to finance and economics.
Eugene is an expert in quantitative methods in finance and a risk management professional with more than 10 years experience in the industry. He has worked on portfolio strategies related to volatility and correlation trading, risk management and network theory applications in finance.
Eugene’s current research is focused on scenario analysis, modelling of geopolitical events and their effects on long term investments and applications of machine learning to portfolio construction.
Past research includes catastrophe modelling at Cambridge Centre for Risk Studies, Judge School of Business.