Andrey Shternshis

Short presentation

Postdoc at the division of Scientific Computing, a member of Machine learning research group at the Uppsala University and Quantitative Finance research group at the Scuola Normale Superiore (Italy).

My background is in applied mathematics and computer science and my PhD is in Computational Methods and Mathematical Models for Sciences and Finance. The PhD thesis title is "Shannon entropy and high frequency financial time series".

Keywords

• mathematical statistics
• fair machine learning
• compositional data
• financial time series
• shannon entropy

Research

The domain of my research projects is statistical and machine learning approaches applied to real-life problems with biased data. This area covers several types of data characteristics and data quality including missingness, data imbalance and historical bias.

The list of my publications is available at google scholar