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Introduction: Yoav Kallus

edited July 15 in Chat

Hi All,

I'm an American physicist/mathematician now working in finance. In my academic life I worked mainly on packing problems, such as trying to find the best way to pack regular tetrahedra, trying to figure out if any convex solid packs less efficiently than the ball, and developing methods to search for new and interesting packing arrangements of spheres in higher dimensions. I also found time to work on how to move a sofa around a corner, modeling trade of nutrients between microbes, and looking at the thermodynamics of clusters formed by sticky spherical colloids. I'm now working on quantitative aspects of trading equities, options, futures, and ETFs at a proprietary trading firm.

Comments

  • 1.

    Hello!

    I'm James, an incoming math graduate student. It sounds like you led an interesting academic career. Did you study some kind of geometry in graduate school?

    Comment Source:Hello! I'm James, an incoming math graduate student. It sounds like you led an interesting academic career. Did you study some kind of geometry in graduate school?
  • 2.

    James, I studied physics in grad school. I was always on the more theoretical side, but I didn't actually become a mathematician until after grad school, when I was a postdoc fellow.

    Comment Source:James, I studied physics in grad school. I was always on the more theoretical side, but I didn't actually become a mathematician until after grad school, when I was a postdoc fellow.
  • 3.

    Great to have you here Yoav! Your answer to Puzzle 163 is excellent.

    Comment Source:Great to have you here Yoav! Your answer to **Puzzle 163** is excellent.
  • 4.

    Thanks for sharing! I didn't know how deeply the work of physicists coincides with the work of mathematicians.

    Comment Source:Thanks for sharing! I didn't know how deeply the work of physicists coincides with the work of mathematicians.
  • 5.

    Hi, Yoav! I remember you from your old life. Are any of your old interests relevant to your new work? It seems like they could be - there are connections between thermodynamics, statistical mechanics and finance.

    I'm glad you've joined our course. We'll be doing a lot of fun stuff.

    Comment Source:Hi, Yoav! I remember you from your old life. Are any of your old interests relevant to your new work? It seems like they could be - there are connections between thermodynamics, statistical mechanics and finance. I'm glad you've joined our course. We'll be doing a lot of fun stuff.
  • 6.

    John, so far information theory and statistics have been most applicable to my new work. I've been having fun following the course and have already had a few of the supernova concept collapse moments of the kind you mentioned in Lecture 17.

    Comment Source:John, so far information theory and statistics have been most applicable to my new work. I've been having fun following the course and have already had a few of the supernova concept collapse moments of the kind you mentioned in Lecture 17.
  • 7.

    Great! The great thing about category theory is that those moments keep coming. "A category is just a monad in the bicategory of endospans." POW!

    Comment Source:Great! The great thing about category theory is that those moments keep coming. "A category is just a monad in the bicategory of endospans." _POW!_
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