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Matthew Dixon is a co-founder of the Thalesians and an Assistant Professor of Finance at the Illinois Institute of Technology, Chicago. He began his career as a quant at Lehman Brothers before moving to Silicon Valley where he worked in data science. His research, funded by Intel, focuses on the application of high performance computing and machine learning to trading and risk modeling. Matthew holds a PhD in Applied Math from Imperial College and has held visiting appointments at Stanford and UC Davis. He has published over 20 peer-reviewed papers including a recent article on deep learning in Algorithmic Finance.