ABOUT ME
[Resume]
I am a Staff Data Scientist at Waymo in Product Data Science team. My projects are in real-time orchestration of the fleet of self-driving vehicles and the optimization of Waymo ride-hailing service.
I also have expertise in finance and quantitative research based on my work at Citadel Securities in Systematic Equities Riskbook team.
My major contributions were in:
- Alpha research (alternative and technical data);
- Design and optimization of trading strategies;
- Portfolio optimization.
Prior to Citadel, I was a data scientist at Uber (Marketplace Optimization team). I got my PhD in Operations Research at Massachusetts Institute of Technology under supervision of Professors Dimitris Bertsimas and Patrick Jaillet.
Expertise areas:
- Robust and adaptive optimization;
- Data-driven decision making under uncertainty;
- Applications in optimal resource allocation, experimental design and logistics.
PhD Thesis: A Robust Opimization Approach to Online Problems
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Computer skillsPython, R, C/C++, Julia, SQL, Matlab
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LanguagesEnglish, Russian, Spanish (basic)
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Website
MY EXPERTISE
Publications
Dynamic Pricing and Matching in Ride-Hailing Platforms
+ C. Yan, H. Zhu, D. Woodard
Naval Research Logistics, 2019
Covariate-Adaptive Optimization in Online Clincal Trials
+ D. Bertsimas, A. Weinstein
INFORMS Operations Research J, 2019
Identifying Exceptional Responders in Randomized Trials: An Optimization Approach
+ D. Bertsimas, A. Weinstein
INFORMS J on Optimization, 2019
Robust Optimization of EV Charging Schedules in Unregulated Electricity Markets
+ Z. Sahinoglu
IEEE Transactions on Smart Grid, 2016
Modeling and Forecasting Self-Similar Power Load Due to EV Fast Chargers.
+ Z. Sahinoglu, D. Nikovski
IEEE Transactions on Smart Grid, 2016
The k-Server Problem via Modern Optimization Lens.
+ D. Bertsimas, P. Jaillet
EJOR, 2017
Multiperiod Optimization for Fleet Defense: Centralized and Distributed Approaches
+ D. Bertsimas, P. Jaillet
Submitted to Operations Research, 2017
Sobolev Spaces and Quasiconformal Mappings on Riemannian Manifolds.
+ S. Vodopyanov
XLIX International Students Conference "Student and Scientific and Technological Advance", 2011, 1st prize
Composition Operators of Sobolev Spaces on Riemannian Manifolds.
+ S. Vodopyanov
International Educational Workshop in Geometrical Analysis, Gorno-Altaysk State University, 2010