About
I study Mathematics and Engineering at Queen's University, in the Computing and Communication option, and I'm from Toronto. I work on applying statistical and machine learning methods to real data and real systems.
I'm headed toward machine learning and data, and I expect to do a master's in it. Most of my time goes to research computing, capital work for my club, and building small software tools.
Reach me at impatricktaylor@gmail.com.
Data and finance. I use statistics and machine learning to study markets and risk.
Macroeconomics and markets. Policy, trade, and asset pricing. Three papers I keep coming back to: Harvey et al. on inflation hedging across 95 years of data, Baltussen et al. on whether carry, momentum, and value premiums survive 200 years, and Bretscher et al. on how fiscal policy transmits into bond risk premia.
Capital and clients. How people and institutions invest over long periods, and what trust has to do with it.
Pure mathematics. The probability and linear algebra underneath machine learning models.
Computer architecture. Hardware design and the systems underneath the software.