Nicolás Della Penna
phone: +1 415 498 0486
NDP, Peter Kraft, Alex Pentland. "Herding in Markets: A Randomized Field Experiment". Second Annual Workshop on Crowdsourcing and Behavioral Experiments. EC2014.
Peter Krafft, Julia Zheng, Erez Shmueli, NDP, Joshua Tenenbaum, and Alex Pentland. Popularity and Performance: A Large-Scale Study. Collective Intelligence 2014.
- Shamin Kinathil, Scott Sanner, NDP. Closed-form Solutions to a Subclass of Continuous Stochastic Games via Dynamic Programmingi. AAMAS Workshop on Multiagent Sequential Decision Making Under Uncertainty, MSDM 2014
- Rafael M. Frongillo, NDP, Mark D. Reid Interpreting prediction markets: a stochastic approach NIPS 2012 superceeds ICML 2012 Workshop on Markets Mechanisms and Multi-Agent Models.
- Ben Moran, NDP. Continuous-time recursive Bayesian updating in networks of stochastic spiking neurons. NIPS 2012 Workshop Information in Perception and Action
- Joseph Noel, Scott Sanner, Khoi-Nguyen Tran, Peter Christen, Lexing Xie, Edwin Bonilla, Ehsan Abbasnejad, NDP. New Objective Functions for Social Collaborative Filtering. WWW 2012
- NDP, Mark D. Reid Crowd & Prejudice: An Impossibility Theorem for Crowd Labelling without a Gold Standard
Collective Intelligence 2012
- NDP, Mark D. Reid. Bandit Market Makers, NIPS 2011, Second Workshop on Computational Social Science and the Wisdom of Crowds. latest version
Australia National University, April 2011 - present,
PhD student, Machine Learning Group, Computer Science department.
University of British Columbia, May 2003 - September 2007,
Vancouver, BC. Canada.
May 2006. B.A. with Honours in Economics. First class average.
Thesis Title: Relative Income in Adolescence and Adult Outcomes.
Grants and Awards
- January 2013. PI on Knight Foundation Data News Challenge , finalist , leading to a $50,000 prototype grant .
- April 2011. ANU PhD Scholarship. ANU University Research Scholarship.
- September 2006. UBC Ph.D. Tuition Fee Award.
- May 2006. UBC, Joseph A Crumb Prize for best graduating honours essay
- September 2003. UBC Undergraduate Scholar Program (scholarship).
September 2007 - Present
Currently: quantitative strategy development at Gambit Research : Design and implementation of statistical arbitrage and market making strategies.
Previously: Data anailsys tools and machine learning models for several startups: Viewsflow, PeerIndex, BERG London, beeTV:
October 2005 - September 2007
Research Assistant, Department of Economics, University of
Worked on programming and data analisys for Mauricio Drelichman, Nathan Nunn, and Yoram Halevy.
- September 2006 - April 2007
Teaching Assistant, Department of Economics, University of
Senior thesis seminar (495): Topics in Experimental Economics.
Intermediate Microeconomics I (303). The Economics of Government Regulation of Business (466).
English, Spanish and Portuguese.
Hold Argentine and Italian passports.
Available on request.