selene at cs.stanford.edu
MASSACHUSETTS INSTITUTE OF TECHNOLOGY, CAMBRIDGE, MA
UNIVERSITY OF MARYLAND, COMPUTER SCIENCE DEPARTMENT, COLLEGE PARK, MD
LOS ALAMOS NATIONAL LAB, ADVANCED GRAPHICS AND PARALLEL SYSTEMS GROUP, LOS ALAMOS, NM
QUANTITATIVE FINANCE PROGRAM, WILMOTT ASSOCIATES, LONDON, ENGLAND
Statistical Theory (STAT810) -- Distributions, moments, generating functions. Functions of random variables. Order statistics. Laws of Large Numbers, Central Limit Theorem, Asymptotic Theory. Estimation, properties of estimators, likelihood theory. Hypotheses testing, properties of tests, likelihood-based inference methods, Bayesian inference.
Modern Computational Statistical Methods (STAT878) -- Maximum likelihood and Bayesian estimation methods and their associated computational procedures. Missing data. The Expectation-Maximization algorithm. Nonparametric density estimation. Nonparametric regression. Nonparametric quantile and quantile regression estimation. MATLAB, R, WinBUGS.
Survival Analysis (STAT827) -- Kaplan-Meier curve definition and its extension to the comparison of survival of several groups of subjects. Cox proportional hazards model for continuous covariates. Parametric accelerated failure-time models. Time-dependent covariates and multiple outcomes.
Research, analysis, and software development in artificial intelligence, quantitative computing, data mining.
Allstate Claim Prediction Data Mining Challenge, 17th out of 100+ teams on Kaggle.
Speaker, Stanford Financial Mathematics Seminar.
Invited Speaker, ECAI'06 workshop on Contexts and Ontologies.
Guest Lecturer in Computational Logic, Stanford CS157 (11/8 - 11/17).
Winner, International Obfuscated C Code Contest.
First Place Team, ARML National Mathematics Competition.
Amateur Composer, Recording Engineer/Producer; Multitrack Analog, Digital Synthesis, Scoring, Sequencing. ∅
SELECTED PAPERS AND PRESENTATIONS
Encoding Trader 'Horse-Sense'
A Model Theory for a Quantified Generalized Logic of Contexts
Does Quantified Modal Logic Rest on a Mistake?
Equality I Equality II Equality III Equality IV
KELP: KANI English-like Logic Protocol .
Manage experimental micro-fund for research, development, and live execution of statistical and AI-based automated trading strategies in foreign exchange spot market.
Additional Software Projects:
- Python toolset for use with Weka data-mining suite, to perform various data-scrubbing, preprocessing & manipulation, and batch-control tasks.
- Numerical Recipes in Java. (http://code.google.com/p/nr-java/)
- Author of Quantiq, an open-source quant library written in C# (port of Quantlib). (https://sourceforge.net/projects/quantiq/)
- Contributor to JQuantLib, an open-source framework for quantitative finance written in Java. (google: makarios jquantlib)
Scientific investigation and software system prototyping in Artificial Intelligence, including logic-based AI, and knowledge representation and reasoning. Investigated techniques for declarative control of automated theorem provers. Investigated techniques for formal reasoning via reification of structured propositions. Investigated techniques for natural representation of proposition-objects that express quantification in formal theories of reified concepts and propositions. Investigated techniques for representation and reasoning about systems of action and change, including situation-calculus approaches, event-calculus approaches, and interval temporal-logic approaches. Investigated model-theoretic and computational foundations for McCarthy's Context Logic, producing first fully general quantified model-theoretic semantics.
Development of a distributed platform for rapid construction of collaborative and synchronous distributed web-based applications, and used the system as platform for prototypes of financial expert systems, customer-support applications, and games. The system allows the rapid construction of web-based applications with rich and dynamic graphical user interfaces yet which are server-resident, in the same sense as a web-page and thus require no download or installation. It allows complete, deployable, cross-platform production GUI to be created without programming, by individuals using skills similar to those of traditional web-page creators. Designed and co-implemented all components of the architecture including a distributed UI-event model, a robust optimized messaging protocol and transport mechanism, and a server-side framework for interactive and collaborative applications, including all aspects of system security.
Designer and co-implementer of a lightweight distributed dataspace product based on the tuplespace model. Senior management authority regarding technology development and application, processes, tools, and security issues. Guide for development managers in defining issues and objectives. Evaluator of technical underpinnings of other businesses (partners, competitors, etc.), and of new technologies. Technology liaison to outside organizations, consultants, and standards bodies. Netlens was acquired by NextPage Corporation in January of 2001. The "Peer-Space" engine became part of the infrastructure for new product development of NextPage Corporation.
Software leadership, architecture, and development of web-based applications and tools using Java and RDBMS for a small start-up. Software architecture and implementation of a web-based just-in-time learning tool for use on corporate intranets, implemented using both server-side Java and Java applets. Integrated client-side Java with COM/OLE controls. Designed and implemented a web-based product distribution and registration system using server-side Java and JDBC/relational database. Designed and implemented bug/issue tracking system using a relational database application tool.
Software engineering of distributed expert systems for e-commerce and web-based applications, and software components in C, C++, and Java. Designed and implemented NT Server based expert-system inference-transaction processor for use in web-based on-line intelligent advisor applications. Thorough understanding of NT socket, process, and resource management issues for high-performance network server applications. Engineered extensive maintenance and enhancement of Teknowledges legacy commercial product, an expert-system building tool called M.4, which incorporates a declarative language for rule-base creation and a backchaining engine with a fact-caching mechanism. This work involved a thorough understanding of practical solutions addressing efficiency and performance issues in knowledge representation, unification algorithms, and knowledge-space partitioning. Designed and implemented a Java tool and network protocol for dynamically generating web-forms based on simple query-protocol messages sent by an application executing on a web-server site. This protocol eliminates the need for a server-side app to generate a full HTML description of a form, but rather only specify the particular types of information to be requested from an end-user. Web forms are generated on-the-fly by the Java tool based on these specifications and are presented to the end-user; submittal of the form by the end-user produces a response message that is encoded and returned to the server-side app. The system was subsequently enhanced with an HTML templating mechanism to allow greater control over form-appearance while still allowing automatic form generation. Constructed toolkit for creating remote web-based expert-system consulting agents, where HTML content and browser control are automatically provided by the system based on information in the knowledge base. Designed and implemented a tool for generating and maintaining web-sites, which allows the web-site author to construct web-site link-topologies using a simple GUI. The system automatically generates and links content pages based on visual styles/motifs specified by HTML template documents supplied by the author, embedded with custom HTML tag extensions. Constructed a Netscape plug-in generating package, allowing rapid conversion of any Windows MFC single-dialog-box based application to a Netscape plug-in.
Commercial software development for 3D modeling and animation, image processing, GUIs. Principle designer of a digital image and animation post-processing package for Mac and MS Windows. The system has a highly interactive GUI for score specification, with a hierarchy of user-manipulatable objects implemented as C++ classes. Provides a variety of image combining, compositing, and effects operations, all performed in four-channel color (red, green, blue, alpha), and read and creates animations and images in QuickTime, Video For Windows (AVI), PICTs, BMPs, and a proprietary animation format. Designed and implemented a cross-platform GUI and graphics class library for Macintosh and MS Windows, using C++, Mac Toolbox, TCL, Windows SDK, and MFC. All windowing, drawing, user input, screen updating, and dialog operations have a platform-independent programmer interface which is instantiated on both Mac and Windows, allowing easy maintenance and enhancement of cross-platform applications for a single code-base. Designed and implemented a cooperative-multitasking system which allows background execution of image-processing operations to occur simultaneously with the handling of user-interface operations, using a task queue driven by the event mechanism on either Mac or Windows. The system uses a hierarchy of task classes with a platform-independent programmer interface.
Self-directed research and software development in artificial evolution of control mechanisms for 3D jointed figures, including construction of a computational dynamics packages for physical simulations, and 3D computer modeling and rendering. For 3D computer animation (jointed figure control experiments), implemented Featherstones spatial algebra and spatial dynamics in C++, implemented a jointed figure modeling system and numerical ODE solver. Implemented distributed (server-farm) simulation platform. Implemented a jointed figure animator using PHIGS. Designed and implemented color 3D rendering and animation system with Lambertian reflectance and hidden-surface removal for NFF format scene descriptions using parallel C on the Connection Machine. Designed and implemented 3D animated graphics simulation (wire frame with hidden-edge removal) for robotic path-planning system in C on SUN/UNIX.
Research and software development in spatial reasoning, computer vision, robotics, parallel and distributed computing, computational dynamics and computer simulations, and graphics. Designed and implemented parallel algorithms for quad-tree construction, manipulation, and display using parallel C on the Connection Machine. Designed and implemented graphic interface for geographic information system in C and 68000 Assembly on Macintosh. Ported to MS-Windows 3.0 on IBM PS/2 using SDK. Implemented X-Windows graphic interface development for geographic information system in C on SUN/UNIX. Designed and implemented C language source code analyzer and prototype extractor using YACC, LEX, and C on SUN/UNIX. Designed and implemented stack-based high-level interface to Connection Machine parallel assembly language in C/Paris on SUN/UNIX/CM. Designed and implemented software for spatial data management system in C++ on Sparc/ UNIX. Implemented parallel algorithms for pose estimation based on image/model feature triangle matching; designed and implemented parallel algorithm for cluster analysis in pose-space in C/Paris on Sun/UNIX/Connection Machine. Designed and implemented software for robotic path-planning system, and interface to robot arm in C on Sun/UNIX. Designed and implemented algorithm for efficient processing of partial-match queries on a hypercube multiprocessor.
Research and software development in parallel and distributed processing, and computer security. Designed and implemented algorithms for parallel computation of image processing on a massively parallel hypercube multi-processor. Designed and implemented software components for secure military message systems.
Software design and implementation for graphics and videodisc multimedia systems. Implemented real-time graphic simulation of APC instrument panel in Z-80 Assembly on Sony Micro / CPM. Leader of small team in design and implementation of automated system to create videodisc-based map image databases for geographic information systems in C on IBM-PC / MS-DOS. Designed and implemented software for videodisc and graphics based Intelligence Analyst Workstation in C on IBM-PC / MS-DOS. Implemented software for videodisc-based surrogate travel system in C on Cromemco / UNIX. Implemented software for color paint program in C on Cromemco / UNIX.
Conceptualization, design, and implementation of graphics-based games and educational software for a small start-up. Created entire graphic design and user interface for educational game in Pascal and 6502 Assembly on Apple II/UCSD P-System. Implemented color graphics package in Pascal and 8086 Assembly on IBM-PC/UCSD P-System. Implemented color graphics package in Pascal and 6502 Assembly on Apple II/UCSD P-System. Designed and implemented interrupt-driven concurrent music software for IBM PC (BIOS-level assembly programming), along with associated music score language, and score compiler in Pascal and 8086 Assembly on IBM-PC/UCSD P-System.
Sole source of instruction to undergraduates for freshmen general mathematics courses. Lecturing, course planning, preparation and administration of material and examinations.