Antoine Liutkus
Algorithm developer at HRT
- Role
- Algorithm Developer at Hudson River Trading
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Antoine Liutkus
My research interests revolve around principled models for time series and how to apply them to practical use cases.On the theoretical side, I have a strong preference towards things that are beautiful theoretically and deeply grounded on first principles. This involves probability theory, Bayesian methods, stochastic processes, kernel Hilbert spaces, randomized techniques, etc.On the practical side, I am mostly keen on regression problems like source separation, denoising, forecasting, portfolio optimization and planning. The models I am using for this purpose depend on the amount of data and the application, but I have extensive knowledge on Gaussian processes, tensor factorization and recurrent neural networks of all kinds.It turns out I also love coding, and I have been implementing all of this research, mostly in Python but also in C++ when appropriate.In my past life, I was a tenure researcher at Inria working on audio and music processing. I supervised many students and obtained my Habilitation to supervise research in 2022. I was a member of both the and EURASIP technical committees on Audio. I published around 100 papers on time-series models applied to regression and source separation. I was also a moderator on arxiv and chaired many special sessions at various conferences.I joined Hudson River Trading in August 2023 to continue my research but apply it on financial data and problems. I am a member of the HRT AI Lab, led by Iain Dunning, and I love it.
Experience
Algorithm Developer
Sep 2025 — Present · New York, NY, US
After one year in London, I am back to New York where I relocated, still occupying the same role at the HAIL team lead by Iain Dunning. I still love it!
Education
Télécom Paris
Doctor of Philosophy - PhD, Computer Science
Pierre and Marie Curie University
Master ATIAM, Acoustique Traitement du Signal et Informatique Appliqués à la Musique
2004 — 2005
Télécom Paris
Engineer, computer science, signal processing
2001 — 2004
University of Montpellier
Habilitation à diriger des recherches, Mathematics and Computer Science
Skills
- C
- C++
- Image Processing
- Software Engineering
- Computer Science
- Machine Learning
- Music Information Retrieval
- Matlab
- Audio Processing
- Artificial Intelligence
- Signal Processing
- Research
- Source Separation
- Python
- Latex
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