Dr. Iain Dunning

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.

Media appearances

How Hudson River Trading Actually Uses AI Odd Lots podcast

Hudson River Trading's Dunning on Recent Market Worry and AI Upskilling Bloomberg Television

Inside Hudson River Trading's Blistering Token Burn Odd Lots podcast

Scaling Deep Learning in Financial Markets ICML 2026 talk

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.

Highlight

2025 Friends of the New York Transit Museum Gala Presenting the Transportation Champion Award to Governor Kathy Hochul

Applying AI (reinforcement learning) to complex multiagent environments. Trained AI to play capture-the-flag with human-level performance (published in Science). [Arxiv, Youtube]

At the Operations Research Center, supervised by Prof. Dimitris Bertsimas. Thesis: "Advances in robust and adaptive optimization: algorithms, software, and insights". Co-created award-winning JuMP optimization package. Co-created EdX class The Analytics Edge, taught MBA residential versions of the class at MIT Sloan School of Management.

Designed algorithms to improve search crawler prioritization, analyzed impacts on web-scale datasets with MapReduce/Flume.