Skip to content
View nicoloangileri's full-sized avatar

Highlights

  • Pro

Organizations

@qiskit-advocate

Block or report nicoloangileri

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
nicoloangileri/README.md

Hi, I'm Nicolò

I build machine-learning and optimization tools for forecasting and quantitative finance

Open source

21 pull requests merged into libraries used across ML, quantum computing and finance

  • NVIDIA cuOpt: nightly CI for its CVXPY integration on images without a C++ compiler (#2101)
  • Apple MLX: reductions over very large arrays (32-bit index overflow on CPU and GPU) (#4549)
  • Amazon Chronos: series lengths for categorical item ids in predict_df (#537)
  • CVXPY (5): MIP warm start for SCIP (#3483), geo_mean on any shape (#3493), tuple axes in std, axis behavior of cvar, axis checks for matrix norms
  • skfolio (3): VaR, EVaR and sample-weight fixes in the risk measures
  • NautilusTrader (2): wrong default moving averages in trading indicators
  • Nixtla StatsForecast: finite-sample conformal prediction intervals, shared with the Conformal Seasonal Pool model (#1246)
  • Unit8 Darts: conformal prediction intervals (#3227)
  • FinRL (AI4Finance): tradability check on the price instead of the first indicator in StockTradingEnv (#1456)
  • Pasqal Pulser: lazy conjugate/negative tensors converted to NumPy without resolving them (#1130)
  • gcsopt (graphs of convex sets): compatibility with the new CVXPY solving chain (#23)
  • Also Qdrant, NumPyro and Qiskit Experiments

In review: the NVIDIA cuOpt interface in CVXPY, Microsoft FLAML (approved), AutoGluon, Nixtla NeuralForecast, skfolio, QuantEcon.

Research and projects

Open to ML engineering, quant, software and data roles, including remote, part-time or project-based contracts, and to research projects. LinkedIn

Popular repositories Loading

  1. MUSE--Apple-Foundation-Program MUSE--Apple-Foundation-Program Public

    iOS application developed at the Apple Foundation Program. It leverages Sentiment Analysis and a custom JSON database to match books with music tracks based on textual vibes.

    Swift 2

  2. MQFS-Semantic-Arbitrage MQFS-Semantic-Arbitrage Public

    Pairs-trading engine combining Engle-Granger cointegration with FinBERT news sentiment to adapt entry thresholds dynamically. Backtested on KO/PEP and XOM/CVX.

    Python 1

  3. Monte_Carlo_project Monte_Carlo_project Public

    Monte Carlo pricing of a drought micro-insurance derivative for Sicilian smallholder agriculture, calibrated on ERA5 reanalysis climate data.

    Python 1

  4. MQFS_geopoliticsoil MQFS_geopoliticsoil Public

    Python 1

  5. Auto_Cleaner Auto_Cleaner Public

    Autonomous polars-native data cleaning and automated EDA: one command from a messy CSV, Excel, Parquet or SQL source to an ML-ready dataset plus an HTML/PDF report.

    Python 1

  6. July-2026-Jane-street-puzzle July-2026-Jane-street-puzzle Public

    Solution to the Jane Street July 2026 puzzle "Pent-Up Frustration 3 / Knight Moves 7": 3D knight tour over a pentomino tiling of the board.

    Python 1