Hello!

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.

Interests

Optimization, behavioral finance, graph theory, network flows, mathematical modeling, collaborative filtering, social entreprenuership.

Education

  • Ph.D., Industrial Engineering & Operations Research (2011)

    University of California, Berkeley

    Minor
    Algorithms & Machine Learning
    Designated Emphasis
    New Media
    Dissertation
    Geomeric Models for Collaborative Search and Filtering
    Advisors
    Ken Goldberg & Dorit Hochbaum
  • Master of Science, Computer Science (2011)

    University of California, Berkeley

  • Master of Science, Industrial Engineering & Operations Research (2008)

    University of California, Berkeley

  • Bachelor of Science, Industrial Engineering & Operations Research (2006)

    University of California, Berkeley

    Minor
    Computer Science

Work Experience

Director of Algorithms, FutureAdvisor

November 2012 - Present

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.

Associate Product Manager, if(we)

September 2011 - October 2012

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.

Summer Intern & Visiting Researcher, Palo Alto Research Center (PARC)

Intelligent Systems Laboratory

June 2006 - April 2007

Advised by Dr. Wheeler Ruml, I worked on improving bounded suboptimal heuristic search by learning an inadmissible heuristic on-line.

Intern, Software Development Engineer, Amazon

May - August 2005

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.

Projects

Weather Matrix

Weather Matrix

Built an interface that pulls weather forecasts from NOAA for locations across California & beyond in a way that is convenient for last-minute trip planning. We use it every weekend! :)

Everybody talks about the weather, but nobody does anything about it.   -- Charles Dudley Warner

Opinion Space

Opinion Space

Opinion Space is a new online discussion tool that uses data visualization and statistical analysis to give all participants an equal opportunity to have their opinions heard and to vote on the ideas of others.

Opinion is the medium between ignorance and knowledge. -- Plato

Donation Dashboard

Donation Dashboard

Recommender system to help people discover new charitable organizations to which they may wish to donate. Uses a constant-time collaborative filtering algorithm based on Eigentaste.

It's more difficult to give money away intelligently than it is to earn it in the first place. -- Andrew Carnegie

Honors & Awards

Publications