Lionel Yelibi

Lionel Yelibi

Research Scientist

UCT Statistical Finance

Biography

About Me

I am a Statistical Sciences PhD candidate based in Houston, currently completing my degree under the supervision of Prof. Tim Gebbie.

Research Focus: Spectral Representation Learning

My PhD projects focus on Spectral Representation Learning, specifically:

  • Theoretical factor models and correlation matrices.
  • Statistical Analyses of emergence and extreme events in complex systems using unsupervised machine learning methods (i.e., Dimensionality Reduction, Matrix Decomposition, Data Clustering) with application to synthetic, economic, financial, and industrial data.

Professional Experience

I was previously a Lead Research Scientist within Discover’s (Now Capital One) Data Science Research team. My work focused on leveraging machine learning techniques to extract signals from large tabular datasets to predict risk for various financial products.

Key areas of expertise included:

  • Feature noise cleaning and feature selection in high-dimensional regimes.
  • Embedding and clustering very large datasets.
  • Explainability, fairness, and bias estimation methods for both supervised and unsupervised models.
  • Supervised learning model development for credit acquisition and anti-money laundering.

Get In Touch

Feel free to reach out to me for potential collaborations, internships, consulting, and other full-time work opportunities in AI.

Interests
  • Spectral Representation Learning
  • Quantitative Finance
  • Complex Systems
Education
  • Ph.D. in Statistical Sciences (2027)

    University of Cape Town

  • M.Sc. in Statistical Sciences (2019)

    University of Cape Town

  • BSc in Physics

    Indiana University

Experience

 
 
 
 
 
Lead AI Scientist
Capital One
May 2022 – Nov 2025 Chicago
 
 
 
 
 
Quantitative Researcher
Mass PRIM
Nov 2020 – Mar 2022 Massachussets
 
 
 
 
 
AI Scientist
Boston Fusion Corp.
Jan 2020 – Nov 2020 Massachussets
 
 
 
 
 
Graduate Research Assistant
University of Cape Town
Aug 2017 – Dec 2019 South Africa

Projects

ALC
Research poster on advanced learning and computation methods.
ALC
FSPC
Research poster on financial systems and price correlation analysis.
FSPC
MSIMAP
Research poster on multi-scale information analysis and modeling.
MSIMAP
Example Project
An example of using the in-built project page.
Example Project