# Martingale AI

> Martingale AI is the professional practice of Ryan McCorvie, a mathematician and statistician based in Oakland, California. Ryan has a BS in Mathematics from Caltech and did PhD-level graduate work in Statistics at UC Berkeley under Steven Evans and Lisa Goldberg, focusing on stochastic processes, Hawkes processes, and Gaussian process methods. He spent 13 years as a quantitative analyst at Goldman Sachs, managing the team that modeled corporate bankruptcies during the 2008 financial crisis and contributing to the establishment of the ISDA standard CDS model. Through Martingale AI, he has worked with the California Department of Public Health on COVID-19 statistical modeling, producing peer-reviewed publications in Health Affairs (2021), IJERPH (2022), and Frontiers in Public Health (2025). His current focus is the intersection of rigorous probabilistic methods and modern AI systems.

## Pages

- [Home](https://martingale.ai/): Professional homepage and biography
- [Sumo ELO Analysis](https://martingale.ai/sumo_elo.html): Applying Elo ratings to sumo wrestling
- [Sumo Match Forecasts](https://martingale.ai/sumo_matches.html): Match-by-match forecasts and historical review
- [Probability Solutions](https://martingale.ai/solutions.html): Solutions to graduate probability problem sets (Williams, Tao)

## Contact

- Email: inquiry@martingale.ai
- Personal site: https://mccorvie.org
- GitHub: https://github.com/mccorvie
- LinkedIn: https://www.linkedin.com/in/ryan-mccorvie/