After studying algebraic geometry, algebraic topology and category theory, after teaching mathematics and computer science in university and high school, after studying bioinformatics and implementing image analysis algorithms in a biotech start-up, I have since been working in finance, in London, Tōkyō and Hong Kong.

My preferred programming languages are R and Perl, but I try to use the best language and tools to solve the problem at hand. I also like to learn more marginal languages, such as Haskell or Oz/Mozart. I am interested in human languages, too.

Here is a selection of my answers.

Computing a probability density function from its characteristic function or by maximizing its entropy;

Quadratic programming to ensure a sequence is increasing or to position labels on a plot

Reparametrizing optimization problems to make them unconstrained, for instance to fit stable distribution; penalizing them to restrict them to a discrete search space

Speeding up computations in R using C or by expanding some of the computations