Maksim Silchenko

Maksim Silchenko

MSc student, NUS School of Computing · SPAR Research Fellow · Singapore

InterestsAI evaluationCausal inferenceInterpretability

Selected results

9 more: puzzles, sprints, hackathons

Papers, 2026

Education

  • NUS · MSc, School of Computing2026 to 2027
  • City, University of London · BSc, First-Class Honours2022 to 2026
Exchanges, scholarships and programmes
  • Top of cohort at City in Quantitative Methods & Analytics, AI & Big Data and the Capstone Project
  • Exchanges at NUS (2025) and ESADE (2024) on full scholarships, and UT Austin (2023)
  • TARA and BlueDot Technical AI Safety programmes (2026); ML4Good bootcamp, Hong Kong (Oct 2026)
  • BUPT Agentic AI Bootcamp, full scholarship (2026); Oxford ML Representation Learning & Generative AI Bootcamp (2026)
  • UCL Economics & Mathematics Foundation, A* (2022)

Experience

  • SPAR · Research Fellow, Agent AttributionSep 2026 to now Black-box behavioral profiling for the intent inference, prompt extraction and model attribution of an autonomous agent. Prof. Yiming Li.

    Black-box behavioral profiling for the intent inference, prompt extraction and model attribution of an autonomous agent · Mentor: Dr Yiming Li, Nanyang Technological University (NTU) · Singapore

    • Recasting agent attribution as Bayesian inverse planning: posterior inference over candidate configurations (model, scaffold, prompt, memory), scored by the likelihood each assigns to the observed actions, with open-set rejection.
    • Building a unified testbed (open-set, EER/DET, cross-environment) against published behavioural-fingerprinting classifiers (>95% closed-set), then intervention studies and activation probes to isolate which component carries the signal, toward a paper.
  • HONOR · ML Research InternAug 2026 to now Researching alternatives to attention in ranking models and how prediction heads should share the layers.

    Recommendation systems and mitigation of information bubbles · Advisor: Prof. James Pang, NUS Business Analytics Centre · Singapore

    • Research with HONOR on its millions-user phone feed: generative ranking over long user histories (HSTU, MTGR, HPGR) and multi-task ranking that fixes rare conversion targets (PLE vs ESMM, AITM), with UniMixer for GPU optimisation and parameter scaling.
    • Designing the filter-bubble study: whether a less repetitive lock-screen feed raises retention and user satisfaction, and ultimately keeps readers out of an information bubble.
  • Orbuc Research · Quantitative Research InternJan to May 2026 Quantitative research and ML engineering for crypto statistical-arbitrage trading strategies.

    Quantitative research and ML engineering for crypto statistical-arbitrage trading strategies · London, UK

    • Developed a time-series anomaly-detection model that classifies latent states with Hidden Markov Models to flag unstable, low-predictability conditions, validated across 5 out-of-sample windows where it held up in 4 of 5.
    • Built an LLM agent that automatically classifies events from live news streams, grounding each call with retrieval-augmented generation (RAG) over an embedded knowledge base, enforcing schema-constrained output, and aggregating results into a single risk score with a probabilistic layer.
    • Hardened the surrounding Python pipeline for reliability with SQL (SQLite) persistence of every event and classification, batched API calls, rate-limit handling, and an automated test suite.
    • Engineered the statistical analysis behind the firm's March 2026 research report, characterising 9 historical anomaly periods and identifying 4 statistically significant shifts in correlation structure.
  • The TCM Group · Evaluation & Causal Inference InternFeb to Apr 2026 Led the evaluation and measurement workstreams (RCTs, LLM evals) for conflict resolution.

    Led the evaluation and measurement workstreams (RCTs, LLM evals) for conflict resolution · Bayes Business School Capstone, highest grade in cohort · London, UK

    • Designed a causal-inference framework (RCT-style wait-list control, paired hypothesis tests) to measure leadership-training outcomes, presented it to TCM's senior leadership, and saw it adopted as the standard for ongoing programme evaluation.
    • Replaced multiple-choice surveys that correlated poorly with on-the-job behaviour by engineering a serverless LLM scoring engine (TypeScript, Vercel, OpenAI) that grades open-ended scenario responses 0 to 10 against rubrics, deployed with Zod schema validation and automatic retry so malformed model output is never returned.
    • Built the hypothesis-testing methodology for evaluation: a decision rule that picks the correct paired test by sample size and distribution (Wilcoxon signed-rank, paired t-test etc.), reports effect sizes with CIs, and tests against a meaningful-change threshold rather than zero.
    • Built an automated evaluation harness that benchmarks the scorer against a hand-labelled gold dataset (0.90 Spearman correlation with human raters), then halved its scoring error with a cross-validated calibration that corrects the model's systematic bias.

Blogs

Projects

  • Olist Hierarchical Bayesian A/B Testing2026

    Brazilian e-commerce panel · 97k orders · hierarchical Bayesian causal inference in PyMC 5

    • Reframed a flat marketplace A/B test as a causal-identification problem on a 97k-order panel, using a hierarchical Bayesian difference-in-differences in PyMC that corrected the policy effect from a naive −2pp to a DiD-identified +1.5pp.
    • Built the full analytics pipeline behind it (DuckDB medallion SQL, a NetworkX causal DAG, three Bayesian models, falsification tests) and translated the posterior into a costed −R$452K net envelope, turning an apparent per-customer win into a no-launch call.
    • Architected the analysis as a clean, importable Python package (ETL, feature builders, causal DAG, separate model factories per likelihood) with a DuckDB feature stack that rebuilds end-to-end in roughly five seconds.
    • Validated the models with held-out cross-validation (PSIS-LOO), posterior-predictive checks, and prior-sensitivity sweeps. The headline result shifted just 0.0004 logit across three hyperprior families.
  • A/B-Test Experimentation Guardrail2026

    Experiment-safety auditing tool · SRM detection & causal inference · optional Claude tool-use agent

    • Built a command-line A/B-test guardrail that checks whether an experiment is safe to interpret, using a chi-square Sample Ratio Mismatch test that flagged a compromised 61/39 allocation a standard metric t-test runs straight past.
    • Separated genuine treatment effects from confounding with propensity score matching and Rosenbaum sensitivity bounds to return a clear launch verdict; validated on a 300k-row stratified sample of Criteo's real 13.98M-row Uplift experiment.
    • Built an optional Anthropic Claude tool-use agent mode: a bounded multi-turn loop that chooses which of 3 schema-defined tools to call next, with the LLM held off the numerical path so every figure comes from scipy and scikit-learn.
    • Designed the default pipeline to route deterministically and call the LLM once, at the end, narrating a code-decided verdict as a plain-English summary; one model call per audit, the statistical core covered by a 36-case pytest suite in CI (Python 3.10 to 3.12).
    • Engineered the tool as a production-shaped Python package (typed dataclasses, a custom exception hierarchy, an installable CLI, ruff-linted CI) with a data loader hardened against messy real-world exports; validating against the 14M-row Criteo dataset surfaced three production bugs, each fixed and locked down with a regression test.
  • Cost-Sensitive Churn Pipeline2025

    Energy-utility SME churn · 14,606 customers · cost-sensitive, decision-aware modelling

    • Built a SMOTE-balanced Random Forest on 14,606 SME utility customers, tuning the decision threshold against a GBP cost matrix to cut expected misclassification cost by ~£15.9M on a sealed test fold.
    • Pressure-tested the headline savings by sweeping the three cost assumptions behind it (customer lifetime value, campaign cost, retention rate), reporting the £15.9M with the conditions it depends on instead of as a standalone claim.
    • Stress-tested the model for time decay by splitting customers on contract activation date and re-scoring the newest cohort, exposing a discrimination drop (test AUC ~0.67 to ~0.62) that established periodic retraining as a deployment precondition rather than an afterthought.
    • Turned the churn score into a retention action list by running permutation feature importance on the frozen test pipeline, isolating profit-margin variables as the dominant drivers so the business knew which accounts to prioritise and why.
    • Added a Random Survival Forest for time-to-churn (held-out concordance 0.71, vs 0.56 for the Cox model it replaced), validated it on a temporal holdout, and shipped the pipeline as a typed Python library with a 48-test CI suite.
  • Rare-Event Prediction & RL for Sequential Allocation2025

    Sovereign-default prediction · 34-year cross-country macro panel · 5-model benchmark + PPO from scratch

    • Implemented PPO with Generalised Advantage Estimation from scratch in TensorFlow/Keras over a 117-dimensional continuous action space; the learned policy beat a uniform-allocation baseline by ~13% in the deterministic setting and 5-9% under stochastic and contagion variants.
    • Built a rare-event classification pipeline on a 34-year cross-country macro panel: 117 entities, 21 features, a ~2.4% positive rate, with 88 hand-curated default events labelled against multiple authoritative sources.
    • Benchmarked five models on a temporal 1990-2014 / 2015-2023 split: logistic regression, random forest, gradient boosting, XGBoost, and a Two-Tower neural network (a dual-embedding architecture from large-scale recommender systems). Random forest gave the best discrimination (AUC 0.83); the Two-Tower underperformed (AUC 0.68), which I report and diagnose rather than hide.
    • Built a perturbation-based sensitivity harness that exposed a policy under-responsiveness in the trained agent, then implemented Welford running z-score normalisation over the 1,878-dimensional continuous state as the candidate fix.
    • Packaged the work to production engineering standards: a typed src/ package, a 47-test pytest suite, and a GitHub Actions CI pipeline running a Python 3.10/3.11 test matrix and notebook validation.
  • Credit Risk Classifier & MLOps Pipeline2025

    Retail credit-risk modelling · probability-of-default under an asymmetric cost matrix · Q-learning

    • Built a probability-of-default model under an asymmetric cost matrix, lifting held-out profit by $363K over the default 0.5 threshold.
    • Architected the analytics codebase as an importable Python package with single-responsibility modules (data loading, threshold evaluation, calibration, RL environment), backed by an 82-test suite and a multi-version CI matrix.
    • Implemented tabular Q-learning for a finite-horizon inventory-optimisation MDP (deterministic seed, linear epsilon decay, illegal-action handling), and built the chronological 24/24-month evaluation that caught its in-sample edge as an overfit.
    • Implemented covariate-shift mitigations (importance weighting, cohort-adaptive thresholding) and a diagnostic that identified the cohort failure as a base-rate problem rather than covariate shift, recommending a 45% break-even repricing instead of a model retune.