Richard Neuberg
Department of Statistics
Columbia University
1255 Amsterdam Avenue
New York, NY 10027
richard.neuberg@columbia.edu

I am a PhD candidate of Statistics at Columbia University, where my advisor is Paul Glasserman. My interests include applied statistics, machine learning and finance. I hold a Diplom (M.S.) in Economics and Engineering from TU Dresden, Germany.

Work:

I have joined Two Sigma as a quantitative researcher. Previously, I interned at Google Cloud Machine Learning, and also at Deutsche Bank in the Structured Finance and Commercial Real Estate units.

Teaching:

I taught “Introduction to Statistics (with Calculus)” at Columbia in 2014, for which I received the Howard Levene Outstanding Teaching Award.

Research papers:

The Market Implied Probability of European Government Intervention. Richard Neuberg, Paul Glasserman, Benjamin Kay, Sriram Rajan.

Projected Regression Methods for Inverting Fredholm Integrals: Formalism and Application to Analytical Continuation. Louis-Francois Arsenault, Richard Neuberg, Lauren Hannah, Andrew Millis.

Loan Pricing under Estimation Risk. Richard Neuberg, Lauren Hannah.

Second best student paper award, Risk Section of the American Statistical Association, 2015
Honorable mention, student paper award, INFORMS Section on Finance, 2015

Estimating a Covariance Matrix for Market Risk Management and the Case of Credit Default Swaps. Richard Neuberg, Paul Glasserman.

Best student paper award (offered), Business and Economics Statistics Section of the American Statistical Association, 2015

Detecting Relative Anomaly. Richard Neuberg, Yixin Shi.