Patrick Altmeyer’s resume
Aside
Contact Info
- p.altmeyer@tudelft.nl
- www.paltmeyer.com
- github.com/pat-alt
- +49 176 48726927
- For more information, please contact me via email.
Skills
Experienced in Machine Learning, Finance, Economics and Monetary Policy.
Highly skilled in Julia, R, Python and Quarto.
Research expertise in the field of Explainable Artificial Intelligence.
Disclaimer
Last updated on 2024-03-11.
Main
Patrick Altmeyer
Researching Trustworthy Artificial Intelligence (AI) for Finance and Economics
I am an economist by background with an interest in cross-disciplinary research on the intersection of Trustworthy AI and Financial Economics. For my PhD in Trustworthy AI, I currently focus on Counterfactual Explanations and Probabilisitic Machine Learning under supervision of Cynthia Liem at Delft University of Technology.
Education
PhD in Computer Science
Delft University of Technology
Delft, Netherlands
2025 - 2021
Thesis topic: Counterfactual Reasoning and Probabilistic Methods for Trustworthy AI with Applications in Finance
Master in Data Science
Barcelona School of Economics
Barcelona, Spain
2021
Thesis: Deep Vector Autoregression for Macroeconomic Data
Master in Economics and Finance
Barcelona School of Economics
Barcelona, Spain
2018
Thesis: Option Pricing in the Heston Stochastic Volatility Model
Master of Arts with Honours in Economics
University of Edinburgh
Edinburgh, United Kingdom
2017
Thesis: Can misguided monetary policy explain the European housing bubble?
Professional Experience
Economist
Bank of England
London, United Kingdom
2021 - 2018
- Co-author of two staff working papers.
- Econometric data analysis.
- Co-initiated and led app development.
- Briefing work for policy committees.
Postgraduate Intern
Bank of England
London, United Kingdom
2017
- Econometric analysis of transaction data set in R.
- Internal presentation of project results.
Teaching Experience
Master’s Thesis Supervision
Research co-supervisor of various Master’s students
Delft, Netherlands
2024 - 2023
Software Project Supervision
Project supervisor for two groups of students
Delft, Netherlands
2023
- Proposal of two software projects related to Trustworthy AI in Julia.
- Supervision of two groups of five undergraduate students working on the project.
Bachelor’s Thesis Supervision
Research supervisor for group of students
Delft, Netherlands
2022
- Proposal of final-year research project on Endogenous Dynamics in Algorithmic Recourse.
- Supervision of group of three undergraduate students working on the project.
Foundations of Data Science Summer School
Teaching Assistant at Barcelona School of Economics
Barcelona, Spain
2021
Introduction course to R and Git
Lead Trainer at Analytics Enablement Hub, Bank of England.
London, United Kingdom
2020 - 2019
Honours Modules in Econometrics
Teaching assistant at School of Economics, University of Edinburgh
Edinburgh, United Kingdom
2017 - 2016
Selected Publications
Faithful Model Explanations through Energy-Constrained Conformal Counterfactuals
The 38th Annual AAAI Conference on Artificial Intelligence (upcoming): [pre-print]
Delft, Netherlands
2023
Explaining Black-Box Model through Counterfactuals
The Proceedings of the JuliaCon Conferences: [PDF]
Delft, Netherlands
2023
Endogenous Macrodynamics in Algorithmic Recourse
First IEEE Conference on Secure and Trustworthy Machine Learning: [PDF]
Delft, Netherlands
2023
Altmeyer P., Angela G., Buszydlik A., Dobiczek K., van Deursen A., Liem C.C.S.
Yield Curve Sensitivity to Investor Positioning Around Economic Shocks
Bank of England Staff Working Paper: [PDF]
London, United Kingdom
2023
Altmeyer P., Boneva L., Kinston R., Saha S., Stoja E.
Deep Vector Autoregression for Macroeconomic Data
Masters Thesis (selected for publication): [PDF], [GitHub]
Barcelona, Spain
2021
Agustí M., Altmeyer P., Vidal-Quadras Costa I.
Option Pricing in the Heston Stochastic Volatility Model: an Empirical Evaluation
Masters Thesis (selected for publication): [PDF]
Barcelona, Spain
2018
Altmeyer P., Grapendal J., Pravosud M., Quintana G.
Selected Conferences, Workshops and Posters
Workshop at De Nederlandsche Bank
Invited talk: Faithful Model Explanations-Central Bank Supervision in the Age of AI
Amsterdam, Netherlands
2023
Datamiddag 2023: van PET tot Haring
Invited talk: Faithful Model Explanations
The Hague, Netherlands
2023
JuliaCon 2023
Main talk: Predictive Uncertainty Quantification in Machine Learning
MIT in Boston, USA
2023
Delft FinTech Lab Launch
Invited talk: Echos from the Black Box
Delft, Netherlands
2023
First IEEE Conference on Secure and Trustworthy Machine Learning
Oral: Endogenous Macrodynamics in Algorithmic Recourse
Raleigh, North Carolina
2023
New Methods Seminar at the Bank of England
Invited talk: Explaining Black-Box Models through Counterfactuals
London, United Kingdom
2022
ING Data Science Community Conference 2022
Contributed talk: Explaining Black-Box Models through Counterfactuals
Amsterdam, Netherlands
2022
JuliaCon 2022
Presented Julia packages I developed
Virtual
2022
- Explaining Black-Box Models through Counterfactuals (main talk)
- Effortless Bayesian Deep Learning through Laplace Redux (lightening talk)
- Julia and Quarto: A Match Made in Heaven? (experience talk)
ProbAI 2022 Summer School
Poster presentation “Explainable AI: Probabilistic Methods for Counterfactual Explanations”: [poster]
Helsinki, Finland
2022
TU Delft EEMCS PhD event
Poster presentation “Counterfactual Explanations and Algorithmic Recourse”: [poster]
Delft, Netherlands
2022
De Nederlandse Bank Conference “Central Bankers Go Data Driven: Applications of AI and ML for Policy and Prudential Supervision”
Poster presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021).
Amsterdam, Netherlands
2022
IFC and Bank of Italy workshop on “Data science in central banking”
Presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021): [event link], [YouTube]
Virtual
2022
NeurIPS 2021 MLECON Workshop
Poster presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021): [event link]
Virtual
2021
IFABS 2021 Oxford
Presented our upcoming BoE Staff Working Paper on yield curve pricing [event link]
Virtual
2021
Money markets and Central Bank Balance Sheets
Presented research on demand for central bank reserves at ECB: [event link]
Frankfurt, Germany
2019
Selected Open-Source Software
ConformalPrediction.jl
Julia package for Conformal Prediction: [docs], [GitHub]
N/A
2022-2024
CounterfactualExplanations.jl
Julia package for Counterfactual Explanations: [docs], [GitHub]
N/A
2021-2024
LaplaceRedux.jl
Julia package for effortless Bayesian Deep Learning: [docs], [GitHub]
N/A
2021-2024
deepvars
R package implementing Deep Vector Autoregression (Altmeyer, Agusti, and Vidal-Quadras Costa 2021): [GitHub]
N/A
2021-2022
Outreach and Volunteering
Personal blog
Communication AI in an accessible, visual manner: [url]
N/A
2022 - 2021
Class representative
Masters in Data Science
Barcelona, Spain
2020
TEDx talk
Held a TEDx talk about European Integration: [YouTube]
Edinburgh, United Kingdom
2016
Scholarships and awards
Pluto Notebook Competition for JuliaCon2023
2nd Price Winner
MIT in Boston, USA
2023
Novartis Datathon
3rd Price Winner of Datathon
Barcelona, Spain
2020
Fee Waiver and Funding for Masters
Full funding for Masters in Data Science through BSE and Bank of England
Barcelona, Spain
2020
Fee waiver for Masters
Total tuition fee waiver for Master in Finance through BSE
Barcelona, Spain
2017
School of Economics Prize
Edinburgh University School of Economics Joint Prize for the best performance in Economics
Edinburgh, United Kingdom
2017
School of Economics Prize
School of Economics Prize for academic excellence in Economics
Edinburgh, United Kingdom
2015