Department of Statistics
1255 Amsterdam Avenue
New York, NY 10027
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.
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.
I taught “Introduction to Statistics (with Calculus)” at Columbia in 2014, for which I received the Howard Levene Outstanding Teaching Award.
- 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.