About
Description: Ilija is a machine learning researcher. His diverse, ten-year experience as a machine learning researcher includes projects on combining satellite images and census data for complex city models, utilizing movie metadata and watch statistics for recommender systems, fusing image and text data representations for visual question answering,d eveloping an interpretable deep learning model of financial data coming from multiple sources, FX portfolio management, and nonconvex optimization.
machine learning (3470) deep learning (1146) ngs (131) nus (109) quant (86) isem (6) bayesian optimization (2) ilija ilievski quantamental finance surrogate optimization
I am working on developing novel optimization methods for non-convex problems where gradients are unavailable or uninformative.
My background is in machine learning (PhD, 2018) and software engineering (MSc, 2014). My main interests lie in solving real-world problems using machine learning and optimization.
In the past I have worked on FX portfolio optimization, interpretable deep learning for finance, image question answering, text analysis, movie and news recommender systems, and building complex city models from satellite images and census data.
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