I'm Ephrat Bitton-Baradel, and I'm the Director of Algorithms at FutureAdvisor. I like to build mathematical models and solve optimization problems. I also like to climb mountains. A lot of them.
Optimization, behavioral finance, graph theory, network flows, mathematical modeling, collaborative filtering, social entreprenuership.
I designed and implemented an integer linear optimization model for automated portfolio management at FutureAdvisor, which is used to manage 700 million dollars of assets and provide advice on over 2 billion dollars of assets. The model is designed to maximize diversification while minimizing cost in terms of expense ratios, transaction fees, and realized capital gains. It also performs Tax Loss Harvesting and can generate cash in an account while keeping the portfolio balanced. I continue to improve and maintain this algorithm while contributing to the engineering team and leading new initiatives for the company.
In August 2015, FutureAdvisor was acquired by BlackRock.
Product owner for the Recommendation Algorithms team. Responsibilities included setting the research direction for the team, performing thorough data analysis on large data sets, designing new algorithms, managing the product backlog, overseeing a redesign of the UI from conception to production, and gate-keeping for the of the company's top revenue-earning productions.
Advised by Dr. Wheeler Ruml, I worked on improving bounded suboptimal heuristic search by learning an inadmissible heuristic on-line.
Developed new packages to enhance Amazon's promotions capabilities; beta run resulted in over $1M in gross sales. Also took on a side project to develop a new collaborative filtering algorithm for books that considers statistically improbable content when making recommendations.
Award given by the Department of Industrial Engineering & Operations Research at the University of California, Berkeley.
Received accolades for my project proposal to build iCare: a direct person-to-person charity for efficient disaster recovery. Competition was sponsored by the UC Berkeley Center for Entreprenuership and Technology.
Co-authored a proposal with Anand Kulkarni for an interdisciplinary course titled "The Art of Mathematical Modeling." Competition was sponsored by Center for Information Technology Research in the Interest of Society (CITRIS).
Also received the Ben Fusaro Award for best model.
Competition run by the Consortium for Mathematics and its Applications; sponsored by SIAM, INFORMS, and MAA.