Spencer Lyon

Principal at University of Central Florida

Windermere, Florida, United States
email-iconphone-icongithub-logolinkedin-logotwitter-logostackoverflow-logofacebook-logo
Join Prog.AI to see contacts
email-iconphone-icongithub-logolinkedin-logotwitter-logostackoverflow-logofacebook-logo
Join Prog.AI to see contacts

Summary

🤩
Rockstar
🎓
Top School
Spencer Lyon is a Principal-level data and AI leader with 14 years of experience building production-ready systems, teaching graduate students, and contributing to open-source scientific software. He leads the new data & AI business at Areté Capital Partners and runs Valorum Data, where he designs end-to-end data warehouses and bespoke ML/AI solutions for clients. An applied economist by training (PhD work at NYU Stern) with dual BS degrees in Applied Physics and Economics, he blends rigorous numerical methods with practical engineering—seen in contributions to foundational projects like Julia, pandas, and QuantEcon. His OSS work ranges from core algorithm implementations (PartialQuickSort in Julia) to economic modeling tools (gensys for DSGE) and improved data interfaces for financial options in pandas. He also teaches computational social science using Julia, signaling a rare combination of production engineering, academic depth, and pedagogy. Based in Windermere, FL, he frequently translates advanced numerical linear algebra into usable tools for finance and macroeconomic research.
code13 years of coding experience
job5 years of employment as a software developer
bookNew York University
bookPhd, Economics, Phd, Economics at NYU Stern School of Business
bookBachelor of Science (BS), Applied Physics, GPA: 3.8-4.0, Bachelor of Science (BS), Applied Physics, GPA: 3.8-4.0 at Brigham Young University
languagesSpanish
github-logo-circle

Github Skills (40)

algorithm10
data-analysis10
algorithms10
notebook10
visualization10
back-end-development10
apidoc10
data-science10
python10
testing10
pandas10
ipython10
mathematical10
interpolation10
plot10

Programming languages (22)

CSSC++CRustTeXGoHTMLJupyter Notebook

Github contributions (5)

github-logo-circle
QuantEcon/QuantEcon.jl

Jun 2014 - Jan 2023

Julia implementation of QuantEcon routines
Role in this project:
userBack-end Developer
Contributions:18 releases, 3 reviews, 380 commits in 8 years 8 months
Contributions summary:Spencer contributed to the development of the QuantEcon.jl library, adding optimal growth code, linear-quadratic control functionalities, and code for Bayesian analysis. They also integrated quadrature methods into the library and developed examples to illustrate the concepts, highlighting their proficiency in numerical methods, optimization, and dynamic programming related to economic modeling. Furthermore, the user made updates to the documentation.
econometricsroutineseconomicsjulia
QuantEcon/QuantEcon.py

Jun 2014 - Feb 2018

A community based Python library for quantitative economics
Role in this project:
userBack-end Developer
Contributions:1 review, 76 commits, 19 PRs in 3 years 7 months
Contributions summary:Spencer's contributions primarily involve improvements and bug fixes to the `quantecon.py` library. The commits demonstrate a focus on optimizing existing code, such as refactoring the `LQ` class to avoid redundant computations and addressing a broadcasting error in the `asset_pricing` module. Furthermore, the user resolved a bug in the `asset_pricing` solutions and made minor improvements to documentation.
python-librarycommunity-basedpythondata-sciencemachine-learning
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.
Request Free Trial
Spencer Lyon - Principal at University of Central Florida