Recent History
Head of AI • August 2018 – Present • NYC
I run HRT's AI team. We build some of the most advanced models of financial markets in the world, using state-of-art techniques combined with massive compute and data. These models are integral to HRT's trading strategies.
Chairman of Board • May 2025 – Present • NYC
Founded in 1976, the New York Transit Museum is dedicated to preserving and sharing the stories of mass transportation. I serve as the chairman of the 501c3 not-for-profit organization that supports the museum.
Senior Research Engineer • July 2016 – July 2018 • London
Applying AI (reinforcement learning) to complex multiagent environments. Trained AI to play capture-the-flag with human-level performance (published in Science). [Arxiv, Youtube]
Intern • Summer 2013
Designed algorithms to improve search crawler prioritization, analyzed impacts on web-scale datasets with MapReduce/Flume.
B.E.(Hons) Engineering Science • 2007–2010
Select Research
See
Google Scholar for full list.
* indicates "first" author when alphabetical ordering used
Human-level performance in 3D multiplayer games with
population-based reinforcement learning
M. Jaderberg*, W. Czarnecki*, I. Dunning*, ..., T. Graepel.
Science, 2019.
[Science]
[arXiv]
[video]
[DeepMind blog]
What Works Best When? A Systematic Evaluation of Heuristics for Max-Cut and QUBO
I. Dunning, S. Gupta, J. Silberholz.
INFORMS Journal on Computing, 2018.
[PDF]
JuMP: A modeling language for mathematical optimization
I. Dunning, J. Huchette, M. Lubin.
SIAM Review, 2017.
[arXiv]
[JuMP package]
Multistage robust mixed-integer optimization with adaptive partitions
D. Bertsimas, I. Dunning*.
Operations Research, 2016.
[Optimization Online]
Reformulation versus cutting-planes for robust optimization
D. Bertsimas, I. Dunning*, M. Lubin*.
Computational Management Science, 2016.
[Optimization Online]
Computing in operations research using Julia
M. Lubin, I. Dunning.
INFORMS Journal on Computing, 2015.
[arXiv]
