Spencer Lyon
Principal at University of Central Florida
Windermere, Florida, United States
Summary
🤩
Rockstar🎓
Top SchoolSpencer 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.
14 years of coding experience
5 years of employment as a software developer
New York UniversityPhd, Economics, Phd, Economics at NYU Stern School of BusinessBachelor of Science (BS), Applied Physics, Bachelor of Science (BS), Applied Physics at Brigham Young University
Spanish
Github Skills (40)
data-analysis10
algorithm10
notebook10
algorithms10
visualization10
back-end-development10
python10
data-science10
apidoc10
testing10
pandas10
ipython10
interpolation10
mathematical10
plot10
Programming languages (23)
Github contributions (5)
QuantEcon/QuantEcon.jl
Jun 2014 - Jan 2023
Julia implementation of QuantEcon routines
Role in this project:
Back-end Developer
Back-end DeveloperContributions: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.
julia
QuantEcon/QuantEcon.py
Jun 2014 - Feb 2018
A community based Python library for quantitative economics
Role in this project:Back-end Developer
Back-end DeveloperContributions: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.
pythoncomputational-economicseconomics
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