Matt Olson is a quantitative researcher whose work focuses on the application of machine learning to systematic trading. He has held research roles at both hedge funds and market-making firms, where he developed predictive models, portfolio construction methods, and execution infrastructure for systematic equities and options strategies.
His research interests include tree-based ensemble methods, deep learning, and optimization, with published work appearing in venues such as the Journal of Machine Learning Research and NeurIPS. He received his Ph.D. in statistics from the Wharton School of the University of Pennsylvania and his bachelor's degree in mathematics, with a specialization in economics, from the University of Chicago.