Daniil studied mathematics at the University of Cambridge for his undergraduate degree, before completing a master’s degree in Mathematics and Finance at Imperial College London. During his master’s degree, Daniil developed an interest in time-series analysis and the theory of Rough Paths, which inspired his master’s thesis on the efficient extraction of path signature coefficients. Having successfully completed an internship with Deutsche Bank following his master’s degree, Daniil is excited to continue his research at StatML, focusing on signature-enhanced machine learning techniques for time-series based problems. In his free time, Daniil enjoys playing badminton and snooker, as well as playing the piano and guitar.
Daniil Shmelev
