Sean Mann


Deep Learning Researcher · Hudson River Trading

00
About

I'm a researcher at Hudson River Trading, where I develop state of the art deep learning systems for trading on HRT AI Labs (HAIL).

I completed my SB and MEng in Computer Science at MIT in 2023, advised by Devavrat Shah in the Laboratory for Information and Decision Systems. My graduate work centered on time series analysis, matrix completion, and statistical learning. Earlier, I collaborated with researchers at MIT and Google Brain on differentiable simulation for photovoltaic cells, with applications to inverse design and neural network surrogate models. I am broadly interested in the intersection of deep learning, modeling, and optimization.

I grew up in Hong Kong, and went to school on Argyle Street for over a decade.

01
Publications
  1. SAMoSSA: Multivariate Singular Spectrum Analysis with Stochastic Autoregressive Noise

    Abdullah Alomar , Munther Dahleh , Sean Mann , Devavrat Shah

    NeurIPS, 2023

  2. Exploiting Observation Bias to Improve Matrix Completion

    Yassir Jedra , Sean Mann , Charlotte Park , Devavrat Shah

    Preprint, 2023

  3. ∂PV: An End-to-End Differentiable Solar-Cell Simulator

    Sean Mann , Eric Fadel , Samuel S. Schoenholz , Ekin D. Cubuk , Steven G. Johnson , Giuseppe Romano

    Computer Physics Communications, 2021
02
Experience
  • AI Researcher

    Hudson River Trading

    2023 – Present

    Deep learning for trading, and everything that comes with it.

03
Education
  • Massachusetts Institute of Technology

    MEng, Computer Science 2023
    SB, Computer Science 2022

    Advisor: Devavrat Shah · LIDS · MEng thesis: SAMoSSA (see Publications)