Engineer · Researcher · Author
Hi, I'm Probal Bose.
I'm a principal site reliability engineer and a PhD researcher at University College Dublin. I keep machine learning systems fast and dependable inside payment networks, study how financial markets behave one order at a time, and write clear guides to the maths behind both.
What I work on
Systems, markets and the maths in between
Engineering
17 years in infrastructure, from building wireless networks to running the platforms that make real time machine learning decisions in payments.
Engineering →Research
A PhD in computer science and financial mathematics, studying cryptocurrency limit order books with Hawkes processes, information theory and echo state networks.
Research →Writing
Visual, plain English books on the notation and ideas of maths, science and finance. The first, Reading the Greek, is out now.
Books →About
A little about me
Probal Bose is a principal site reliability engineer and a PhD researcher in computer science and financial mathematics at University College Dublin. He has spent most of his working life in infrastructure and software engineering, first building wireless networks and later running the platforms that make machine learning decisions inside payment systems, where a few milliseconds matter.
His research studies how financial markets behave at the level of individual orders, which means reading papers where a single page can use σ for volatility, σ-algebra for information and Σ for both a sum and a covariance matrix. Reading the Greek is his first book, the guide he wished he'd had on his desk. He lives in Dublin, Ireland.
