Nicolas Lepore

Education


   Harvard College

Bachelor of Arts in Computer Science,
Secondary in Statistics

Class of 2021, John Harvard Scholar
GPA: 3.9 Concentration, 3.88 Overall
English Honors: Highest Honors in Computer Science Concentration, Latin Honors: Cum Laude
Relevant Coursework: Machine Learning, Artificial Intelligence, Data Science, Data Structures and Algorithms, Computational Economics, Robotics, Quantitative Finance, Statistical Inference, Probability, Intensive German

   Rye High School

High School Diploma

Class of 2017
GPA: 101.06
Honors: Princeton Book Award, National Honor Society Candle of Scholarship, National Merit Commended
SAT: 2360 combined score, 2310 single score

   Johns Hopkins University
             Engineering Innovation

Freshman Engineering Course

Summer 2016 Condensed introduction engineering course
Received an A and JHU engineering college credit

   Columbia University
             High School Summer Program

Introduction to Business, Economics, and Finance

Summer 2015 Learned about macroeconomy through past and present recessions
Gained experience in accounting, forecasting, and finance

Skills and Interests

Proficient in: Python, C, C++, Java, Javascript, OCaml, HTML/CSS, SQL, Matlab, Microsoft Excel, Bloomberg, Eze
Languages: Scholarly Latin, Basic German (Dual Citizen of Germany and the United States)
Awards: Bloomberg CodeCon 2018 Harvard Winner and Global Finalist

Leadership and Activities


Harvard Student Agencies (HSA), Strategy

Director of Strategy - 2018 to 2019
Analyst - 2017 to 2018
  • Manages consulting group for all HSA agencies, the largest student-run business in the world.
  • Training consisting of Excel, consulting case studies, and guest speakers.
  • Made recommendations based on data to generate revenue.

Harvard Financial Analysts Club (HFAC)

Quantitative Research - 2018 to 2020
Investment Research - 2017 to 2018
  • Pitched stocks and voted on investments for the club.
  • Creates trading algorithms as a team and runs them in the real market.
  • Club manages $40k in portfolio as a teaching tool.

Harvard Undergraduate Capital Partners

Managing Director, Board Member - 2018 to 2020
  • Oversees due diligence team for venture capital clients.
  • Founding member integral to reaching venture capital and private equity audience.
  • Creates and sells publication of Harvard entrepreneurial landscape.

Experience


Projects


Thesis with Prof. David C. Parkes Research Group
AI Pricing Collusion: Multi-Agent Reinforcement Learning Algorithms in Bertrand Competition

Author and Developer - September 2020 to March 2021
  • Wrote thesis on reinforcement learning multi-agent collusion in the Bertrand competition economic environment.
  • Extended research included in IJCAI, AAAI, and NeurIPS conferences (paper, OpenReview).
  • Worked to uncover heightened collusion using deep reinforcement learning algorithms in discrete and continuous settings.
  • Mitigated collusion through supervisor mechanism and other environmental mechanisms.
  • Earned highest honors in Computer Science concentration

CS182 Artificial Intelligence Project
Intrinsic Curiosity Module with Proximal Policy Optimization (PPO)

Software Engineer - October to December 2020
  • Substituted extrinsic rewards with "intrinsic" reward based on prediction error of learning agent, using PPO RL algorithm.
  • Applied this to OpenAI Gym's MountainCarContinuous game and saw significant improvement over vanilla PPO, since the game definition encourages exploration.

CS109a Data Science Project
Predicting Crime

Data Scientist - November to December 2019
  • Used crime incident reports, weather data, and hospital, police, and school locational data to predict type and frequency of crime.
  • Trained a random forest model to reach results.

CS136 Economics and Computation Project
Recommender System for Harvard Courses

Software Engineer - November to December 2019
  • Used the Harvard Q Guide with Collaborative Filtering and used Previous Coursework with Content-Based Recommendation to provide ranked course recommendations for students.
  • Created dummy dataset to work with, recommender took into account concentration requirements.
  • Obtained accurate results, hope to use it in the Course Search tool at Harvard.

CS171 Visualizations Project
The Rise of Tech Giants Through the Lens of M&A

Engineer - November to December 2019
  • Used historical M&A data, stock price, market trends, industry trends, etc. to tell the story of the rise of big tech.
  • Created website using D3.js library, with interactive visualizations.

Harvard Data Ventures Project
Harvard Square Homeless Shelter

Data Scientist - September to December 2018
  • Used homeless shelter anonymized attendance data to gain insights on trends and to improve the lottery system.
  • Made significant impact on the quality of the shelter's service.
  • Continuing to find ways to improve the homeless shelter through data collection and analysis.

Applied Mathematics 50 Project
Applying Betting Theory to March Madness

Author - April 2018
  • Applied various betting techniques to determine the best strategy on betting in the NCAA Tournament.
  • Used MATLAB to simulate the strategies on 2018 March Madness data.
  • Found that Kelly Criterion betting, based on Shannon Information Theory, is most effective.

CS50 Project
Progree - Progress to Graduation

Developer - November 2017
  • Created an interactive website to track progress to college graduation.
  • Displays information such as percentage of time spent in each department, average workload, rating, difficulty, etc.
  • Currently only works for Harvard classes, but can easily be implemented with other universities.

Stories from the End of the World Project
A Short Story, The Surface

Author - October to December 2020
  • Short story about a world underwater.
  • Won award for excellence in the course.

Hobbies


Harvard Sailing Club

Founder, President - 2017 to 2021
  • Founded and grew sailing club for beginners or casual sailors.
  • Managed grants and outings for the club.
  • Personally sailed since 13 years old, have sailed the Long Island Sound and Fire Island