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Miles Lubin

Algorithm Developer at Hudson River Trading

Miles Lubin, Algorithm Developer at Hudson River Trading

Miles Lubin is an Algorithm Developer at Hudson River Trading (HRT) in New York City. He has a diverse background in research, optimization, and software development:

  • Holds a Ph.D. in Operations Research from MIT and previously worked as a Research Scientist at Google for nearly 5 years12
  • Awarded the Beale—Orchard-Hays Prize in 2021 for his work on the JuMP open-source modeling language for mathematical optimization1
  • Also received the INFORMS Computing Society Prize in 2016 for creating and developing JuMP1
  • Fluent in English, Spanish, and Portuguese, with limited proficiency in Hebrew and French1

As an Algorithm Developer at HRT, Lubin is responsible for building and maintaining the models that drive HRT's trading strategies across various time horizons.34 He applies rigorous statistical and machine learning techniques to develop predictive models and trading strategies.4

Lubin frequently shares his expertise through speaking engagements, such as a recent NeurIPS 2022 talk titled "Practical Large-Scale Linear Programming Using Primal-Dual Hybrid Gradient".5 He is known for his contributions to open-source software and mathematical optimization research.12

Highlights

Mar 14 · youtube.com
Ask an Algorithm Developer - YouTube
Ask an Algorithm Developer - YouTube

Related Questions

What is the JuMP modeling language?
How did Miles Lubin contribute to Google Research?
What are some notable projects Miles Lubin worked on at Hudson River Trading?
What awards has Miles Lubin received for his work?
What is the significance of the Beale—Orchard-Hays Prize?
Miles Lubin
Miles Lubin, photo 1
Miles Lubin, photo 2
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Experience

Algorithm Developer at Hudson River Trading (June 2022 - Present)
Senior Research Scientist, Google Research (November 2020 - March 2022); Research Scientist, Google Research (September 2017 - October 2020); Visiting Fellow, Los Alamos National Laboratory (June 2014 - August 2014); Predoctoral Appointee, Argonne National Laboratory (July 2011 - July 2012); Co-op Appointment, Argonne National Laboratory (June 2010 - July 2011)

Education

Ph.D. in Operations Research from Massachusetts Institute of Technology (2012 - 2017); MS in Statistics from University of Chicago (2010 - 2011); BS in Applied Mathematics from University of Chicago (2007 - 2011); Semester abroad at Universidad Nacional de Córdoba (2009)

Location

New York, New York, United States