Charles Poli
Staff Data Scientist at Chainalysis
About
I'm a Staff Data Scientist at Chainalysis, where I apply machine learning to blockchain analytics. I started out as a theoretical physicist and still approach data problems the way I approached physics: build a simple model, test it against reality, and make sure the answer holds up.
My PhD and postdoctoral research in France, Italy, Mexico and the UK covered wave chaos, random matrix theory and topological states. I worked closely with experimental groups, and that collaboration produced a generalization of the Wigner surmise to open chaotic systems and selective enhancement of topological interface states in a microwave resonator chain.
Since moving to industry, I've built AI-driven trading systems at Cambridge Quantum Computing and fraud-detection tooling at PayPal, where I open-sourced Iguanas and Gators. In my own time I write open-source Python toolkits for mathematics, physics, chemistry and finance that teach each field through the history of its breakthroughs, with runnable examples.
Open source
Scientific toolkits
mathematicskitComputational mathematics, from numerical analysis and linear algebra to dynamical systems, number theory and topology.
physicskitComputational physics: general relativity, quantum mechanics, chaos, random matrix theory and condensed matter.
chemistrykitComputational chemistry: reaction kinetics, thermodynamics, quantum chemistry, electrochemistry and spectroscopy.
financialkitQuantitative finance: option pricing, fixed income, stochastic volatility, credit, portfolio optimization and risk.
blockchainkitCryptography and blockchain breakthroughs, explained through reproducible Python experiments.
tbkitBuild and solve tight-binding models.
PayPal open source
Selected papers
- Selective enhancement of topologically induced interface states in a dielectric resonator chain
- Nearest level spacing statistics in open chaotic systems: Generalization of the Wigner surmise
- Statistics of resonance states in open chaotic systems: A perturbative approach
Full list on Google Scholar.
PhD thesis
Wave chaos in open systems: a non-Hermitian random matrix theory approach
