Ryan McCorvie San Francisco Bay

Statistics Ph.D. student at UC Berkeley

About

Ryan McCorvie is a graduate student at UC Berkeley in the Statistics department. His focus is on probability and stochastic processes. His advisors are Steven Evans and Lisa Goldberg.

Research interests

Stochastic processes which exhibit cascades or crashes or contagion

Point processes, especially branching processes and the Hawkes process. Martingale techniques in point processes. Hawkes processes on graphs.

Principal component analysis and factor analysis in high dimensions. Statistical learning of high dimensional features.

Gaussian processes for machine learning. Gaussian processes as generating processes for point processes.

Awards

USA Computing Olmpiad finalist, 1995
59th Putnum Competition top 100, 1998

Contact Ryan McCorvie

inquiry@mccorvie.org 
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Advanced Computing

Research

Management

A Few Words
About Ryan McCovie

Ryan McCorvie is a graduate student at UC Berkeley in the Statistics department. His focus is on probability and stochastic processes. His advisors are Steven Evans and Lisa Goldberg.

Ryan McCorvie outdoors

Research Projects

Option Portfolio Risk Reports
ISDA Standard CDS model
Flight to Quality

Ryan McCorvie with friends

Interests

 Bicycling, backgammon, music appreciation, raspberry pi

Goldman Sachs

Team

I managed the team responsible for modeling bankruptcy risk on the credit trading desk at Goldman Sachs during the height of the credit crisis.

Ryan with his children

About Me

Citizenship: United States of America
Languages: Japanese (JLPT5 proficiency, studied in Tokyo at KAI language school in
2013)

Professional Designations: NASD registered representative, series 3, 7, 24 and 63.
Notable Academic Awards: Finalist in the USA Computing Olympiad (1995). Top 100 in
the Putnam mathematics competition (1998)
Interests: bicycling, backgammon, music appreciation, raspberry pi

MORE INFO:  inquiry@mccorvie.org

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Ryan McCorvie
Ryan McCorvie
Ryan McCorvie
Ryan McCorvie

CONTACT INFORMATION

Contact Ryan any way that is convenient for you.