James Murphy

About me

Professional

jamesmurphy2I am currently a Research Associate in the Signal Processing Group in Cambridge University’s Department of Engineering, having recently completed a PhD in the same group.   My primary research interest is in Bayesian statistical inference, especially in passive learning from observations (e.g. inferring network or environment structure through passive observation of entities involved – useful when active information gathering experiments are not possible, for example when the system cannot be affected by the observer).

Before I started my PhD I was a senior analyst at Cambridge Systems Associates, a consulting firm providing high-end stochastic optimization solutions and consulting primarily to the financial industry.  I worked on problems including portfolio optimization for a global top 20 hedge fund, developing individual pension planning software for a top US investment bank, analysing pension funding levels for an Italian bank and forecasting commodity prices for one of the world’s largest resource companies.

I have also worked as an analyst for Deloitte Consulting in their Strategy and Operations division.  There I developed metrics of patient choice for a strategic health authority and worked on a modernization programme for a major newspaper publisher.

Before that I worked for a short time as a reaserch associate at Nottingham University, helping to develop multiscale models of cancer growth and vascularization.

Personal

I currently live in Cambridge, UK, where I also did my undergraduate degree in computer science.  I play football (badly) for a 5-a-side team, The Ratz, that I co-founded in 2008.  We used to be the worst football team in Cambridge (in our first season we lost every game and conceded nearly 100 goals), but have (astonishingly) improved somewhat, so that we are no longer even in the bottom division!  I also have an allotment which I tend intermittently with my girlfriend wife Katie (her blog about it is here).  I am very interested in science and its place in society and follow current affairs fairly keenly.  I also enjoy history, literature (particularly modern American novels), music (eclectically, though I greatly enjoy American roots music) and films (from stupid comedies to arts films)