About me (resume)
I’m a musician, entrepreneur and programmer. I studied mathematics and computer science at École polytechnique and ETH Zurich.
My main occupation is studying music and orchestral conducting. I also regularly give piano concerts.
Apart from music, my main areas of expertise are computer science and financial economics. Currently, I’m the co-founder and CTO / tech lead of two projects:
- Secrecy.me provides people with a private and secure cloud experience
- Gematria Technologies bridges the gap between qualitative and quantitative insights in Finance using NLP.
I’m also the advisor to the president of Afer, a life-insurance association of 800,000 people handling €60bn of investments.
On the little free time I have left, I do research – I am a PhD candidate in Financial Economics and work on ML research with Rob Tibshirani (Stanford) – and write open source code on github.
Previously, I was a competitive programmer who participated in ICPC, the most prestigious programming contest in the world.
My team became Southwestern Europe champion and gold medalist and achieved France’s all-time record at the ICPC World Finals.
If you want to discuss interesting topics, drop me an email: louis.abraham@yahoo.fr
Articles
- Accelerating node2vec with rejection sampling (21 Apr 2020)
- Doubly linked lists are useful (07 Apr 2020)
- My Pinebook Pro setup (20 Mar 2020)
- Faster Python with NumPy broadcasting and Numba (19 May 2019)
- The Twelve Labors of GSA Ultra 2018 (19 Aug 2018)
- Path Statistics (on tryalgo.org) (01 Sep 2017)
- Many solutions to a problem about polygons (02 Aug 2017)
- WPA wifi cracking on a MacBook Pro with deauth (28 Jul 2017)
- On Python's lambda and closures (25 Jul 2017)
- How to hack Facebook Messenger Games 2/2 (20 Jul 2017)
- How to hack Facebook Messenger Games 1/2 (05 Jul 2017)
Notebooks
- The Hungarian maximum likelihood trick (01 Jun 2018)
- Suffix arrays in Python (03 Jul 2017)
Talks
- NLP for Finance [video] (11 Feb 2021, ACPR, online)
- Blockchains: Proof-Of-What [video] (15 Dec 2020, ACPR, online)
- End-to-end cryptography: identity vs key management (10 Dec 2020, ID Forum, online)
- Bloom Origami Assays (26 Aug 2020, online)
- Digital currencies after Libra's year one (23 Jul 2020, Trustech, online)
- Addressing global challenges of Libra and CBDCs (26 Nov 2019, Trustech, Cannes)
- AI and Cardiology (01 Sep 2019, ESC Congress, Paris)
- AI applications in healthcare (26 Mar 2019, e-HealthWorld, Monaco)
- Health data protection (26 Mar 2019, e-HealthWorld, Monaco)
- In Algorithms We Trust (21 Mar 2019, ACPR, Paris)
Papers
- LassoNet: A Neural Network with Feature Sparsity (JMLR 2021)
- Competition analysis on the over-the-counter credit default swap market (arXiv 2020)
- Bloom Origami Assays: Practical Group Testing (arXiv 2020)
- The other side of the Coin: Risks of the Libra Blockchain (arXiv 2019)
- SAT solving techniques: a bibliography (arXiv 2018)