Research
My main research interests are statistical and algorithmic problems
in machine learning (learning from data), computational finance and social
and communication networks.
My research interests deal with
learning situations where an explicit model of the environment is not
known, yet some form of an optimal or near-optimal action needs to be
taken.
Usually, this involves taking an action of some sort, based upon a data
set representing the task one is trying to learn.
Recent Research Interests Include:
- Supervised and active learning; distributed learning and collective
wisdom processes, including prediction markets.
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Computational finance and stochastic processes; illiquid markets and
market making.
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Collective intelligence processes like prediction markets and Wikipedia
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Efficient routing and communication protocols in wired and wireless
networks, including competitive aspects like selfish routing.
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Social networks, including modeling, evolution and (hidden)
group discovery.
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Information diffusion through social communication networks.
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Astroinformatics, and to a lesser extent, bioinformatics.
Publications (chronological).
Editorships
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Associate Editor, IEEE Transactions on Neural Networks (IEEE TNN):
2010-.
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Associate Editor, Neurocomputing: 2004-2007.
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Guest Associate Editor, IEEE Transacrions on Neural Networks:
May 2002.
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Guest Associate Editor, International Journal of Neural Systems:
2005 (Special Issue of IDEAL 2005).