Patrick Altmeyer’s resume

Aside

Contact Info

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 2024-09-26.

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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 and Arie van Deursen 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 and Supervision

Google Summer of Code

Project Mentor of the Google Summer of Code program

Virtual

2024

Julia Season of Contributions

Project Mentor of Julia Season of Contributions program

Virtual

2024

Master’s Thesis Supervision

Research co-supervisor of various master’s students

Delft, Netherlands

2024 - 2023

Software Project Supervision

Project supervisor for three groups of students

Delft, Netherlands

2024 - 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

Position: Stop Making Unscientific AGI Performance Claims

Proceedings of the 41st International Conference on Machine Learning: [PDF, code]

Vienna, Austria

2024

Altmeyer P., Demetriou A.M., Bartlett A., Liem C.C.S.

Faithful Model Explanations through Energy-Constrained Conformal Counterfactuals

The 38th Annual AAAI Conference on Artificial Intelligence: [PDF, code]

Vancouver, Canada

2024

Altmeyer P., Farmanbar M., van Deursen A., Liem C.C.S.

Explaining Black-Box Model through Counterfactuals

The Proceedings of the JuliaCon Conferences: [PDF]

Delft, Netherlands

2023

Altmeyer P., van Deursen A., Liem C.C.S.

Endogenous Macrodynamics in Algorithmic Recourse

First IEEE Conference on Secure and Trustworthy Machine Learning: [PDF, code]

Raleigh, North Carolina, United States

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

JuliaCon 2024

Multiple talks about Taija, Quarto and more.

Eindhoven, Netherlands

2024

Trustworthy AI in Julia

Invited talk at the Alan Turing Institute on Trustworthy AI in Julia.

London, United Kingdom

2024

XAI seminar @ Imperial College London

Presented our AAAI 2024 paper at an XAI seminar at Imperial College London.

London, United Kingdom

2024

ECONDAT 2024

Presented Against Spurious Sparks – Dovelating Inflated AI Claims at ECONDAT 2024 conference.

London, United Kingdom

2024

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

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