Machine learning · Low-latency systems

Adam Thorne

Computer Science and Applied Mathematics at the University of Michigan

I like solving hard problems. That has led me to machine learning and low-latency systems—work where model quality, careful measurement, and efficient implementation all matter.

Selected work

Projects

Machine learning, quantitative research, and systems work.

Machine learning · Scientific computing

Physics-Informed Neural Networks for Financial PDEs

Inverse-PDE experiments for recovering local-volatility surfaces under controlled noise.

2–3 orderslower surface MSE

3noise levels tested

Python · PyTorch · PINNs · Neural ODEs · Autograd

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Machine learning · Quantitative research

Portfolio Research Toolkit

Shared data, validation, portfolio, and experiment contracts for comparing model-driven strategies.

4portfolio builders

3chronological split stages

Python · Polars · Parquet · cvxpy · QuantStats · MLflow

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C++20 · Low-latency systems

C++ Event Processing and Matching Engine

A deterministic event engine for measuring queue design, throughput, and tail latency.

4.2Mmessages per second

<35 μsp99 latency

C++20 · CMake · CTest · SPSC/MPSC queues · Sanitizers

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C++20 · Query execution

Vectorized Columnar Analytics Engine

A typed columnar engine for scan, filter, projection, and hash aggregation.

39.3×scan p50 speedup

5.24×group-by p50 speedup

C++20 · CMake · CTest · DuckDB · Python benchmarks

View project

Work experience

Experience

Machine-learning research, evaluation, and tooling.

Lightshift Energy

Machine Learning Analyst Intern

Summer 2026

  • Automated model training, HPO, scoring, and comparison across roughly 1,800 configurations and 620 HPO trials over about 800 GPU-hours.
  • Reached 1.88% MPE, 63.4% capture@1, and 100% capture@4 across 155,952 forecasts with roughly 4× lower MAE than a baseline.
  • Raised capture@1 by 9.2 percentage points versus production while holding MAE within 0.02 MW.
  • Benchmarked spatial autoencoder weather representations against legacy and competitor encoders, reaching 100% capture@3/@4 and improving capture@3 by 3.03 percentage points.
  • Reduced model-selection risk with production-faithful scoring harnesses, reproducing deployed metrics within noise and resolving peak-set and capture-metric discrepancies.
  • Profiled the training data path to reduce epoch time from 30.3 seconds to 8.6 seconds and a projected 12+ hour pipeline stall to 15–20 minutes.

Verazoi

Founding Machine Learning Engineer and Researcher

February 2026 — present

  • Built multimodal event-forecasting pipelines across 44,348 windows and 177,392 horizon targets.
  • Reached 0.853 mean test AUPRC and 79.1% F1 at 60 minutes.
  • Used time-aware splits, horizon-specific labels, threshold policies, and tracked evaluations.

Machine Learning Student Network

Project Manager and Machine Learning Engineer

October 2025 — present

  • Built shared data, prediction, portfolio, backtest, reporting, and MLflow contracts for a quantitative research team.
  • Helped researchers debug leakage, metric choice, baseline design, and portfolio-level interpretation.

How I work

Define the problem. Build the simplest serious solution. Measure it honestly.