I am a Member of Research Staff at The Voleon Group, where I work on machine learning algorithms for trading. I graduated from my Ph.D. program in Algorithms, Combinatorics, and Optimization at Georgia Tech in 2020, advised by Jake Abernethy. I received my B.S. at Yale and my M.S.E. at Princeton.
My Ph.D. work was in theoretical machine learning, with a focus on optimization and convergence of game dynamics. I have also worked in a number of related areas, such as differential privacy, robust estimation, regression, and online learning. I interned at Google Research in NYC in the summer of 2018.
In my free time, I enjoy reading and doing improv comedy.
Publications • Google Scholar • Github
Email: kevinlai {{at}} gatech {{dot}} edu