Difference between revisions of "Main Page"
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*[[HMM Toolkit]] | *[[HMM Toolkit]] | ||
*[[Memoization]] (Beta) | *[[Memoization]] (Beta) | ||
+ | *[[StockYard]] (Demo) | ||
==Members of Our Group== | ==Members of Our Group== | ||
− | [[File:tucker-balch-headshot.png]] | + | [[File:tucker-balch-headshot.png|left|border]] |
<B>Tucker Balch</B>, Ph.D., Director, Quant Software Research Group<BR> | <B>Tucker Balch</B>, Ph.D., Director, Quant Software Research Group<BR> | ||
Professor, Interactive Computing, Georgia Tech<BR> | Professor, Interactive Computing, Georgia Tech<BR> | ||
+ | Instructor for CS 7646<BR> | ||
Chief Scientist, [http://lucenaresearch.com Lucena Research, Inc.]<BR> | Chief Scientist, [http://lucenaresearch.com Lucena Research, Inc.]<BR> | ||
[http://www.cc.gatech.edu/~tucker website]<BR> | [http://www.cc.gatech.edu/~tucker website]<BR> | ||
− | < | + | <br clear=all> |
− | [[File: | + | [[File:maria-hybinette-small.png|left|border]] |
− | <B> | + | <B>Maria Hybinette</B>, Ph.D.<BR> |
− | + | Associate Professor, Computer Science, University of Georgia<BR> | |
− | < | + | <br clear=all> |
− | [[File: | + | [[File:cdb-headshot-150x150.jpg|left|border]] |
+ | <B>David Byrd</B>, Graduate Student and Head TA for CS 7646<BR> | ||
+ | Research Scientist, [http://imtc.gatech.edu/people/c-david-byrd Interactive Media Technology Center], Georgia Tech<BR> | ||
+ | Instructor for CS 7646, Summer 2016<BR> | ||
+ | <br clear=all> | ||
+ | |||
+ | [[File:Bhrolenok_headshot_150x132.jpg|left|border]] | ||
<B>Brian Hrolenok</B>, Ph.D. Student and Head TA<BR> | <B>Brian Hrolenok</B>, Ph.D. Student and Head TA<BR> | ||
− | Multiagent Systems | + | Multiagent Robotics and Systems Lab<BR> |
− | <BR> | + | [http://www.cc.gatech.edu/grads/b/bhroleno/ website]<br> |
+ | <br clear=all> | ||
+ | |||
+ | [[File:Jianling_Wang.jpg|left|border]] | ||
+ | <B>Jianling Wang</B>, TA for CS 7646<BR> | ||
+ | Graduate Student, College of Computing, Ga Tech<BR> | ||
+ | <br clear=all> | ||
+ | |||
+ | [[File:Vivek_george.png|left|border]] | ||
+ | <B>Vivek George</B>, TA for CS 7646<BR> | ||
+ | Graduate Student, College of Computing (CSE), Ga Tech<BR> | ||
+ | 2016 Summer Intern, Electronic Arts<BR> | ||
+ | website: https://www.linkedin.com/in/vivekjohn<BR> | ||
+ | <br clear=all> | ||
==Alumni== | ==Alumni== | ||
− | [[File: | + | [[File:Sourabh_150_150.jpg|left|border]] |
− | <B> | + | <B>Sourabh Bajaj</B>, MSCS, Georgia Tech<BR> |
− | + | Software Engineer, Coursera Inc<BR> | |
− | <BR> | + | [http://sourabhbajaj.com website]<BR> |
+ | <BR clear = all> | ||
− | [[File: | + | [[File:Dev_150_150.png|left|border]] |
− | <B> | + | <B>Devpriya Dave</B>, MSCS, Georgia Tech<BR> |
− | + | Analyst, Data Division, Morgan Stanley<BR> | |
− | <BR> | + | [https://www.linkedin.com/in/devpriyadave website]<BR> |
+ | <BR clear=all> | ||
− | [[File: | + | [[File:Jayita_150_150.jpg|left|border]] |
− | <B>Alexander Moreno</B><BR> | + | <B>Jayita Bhattacharya</B>, MSCS, Georgia Tech<BR> |
+ | Software Engineer (Playlist), [http://www.pandora.com/careers Pandora Media]<BR> | ||
+ | <BR clear = all> | ||
+ | |||
+ | [[File:Alex_150_150.jpg|left|border]] | ||
+ | <B>Alexander Moreno</B>, MSCS, Georgia Tech<BR> | ||
Ph.D. student, Georgia Tech<BR> | Ph.D. student, Georgia Tech<BR> | ||
− | <BR> | + | [https://scholar.google.com/citations?user=zoqP2-IAAAAJ&hl=en&oi=sra website]<BR> |
+ | <BR clear = all> | ||
+ | |||
+ | [[File:buzz-small.png|left|border]] | ||
+ | <B>Rohit Sharma</B>, MS QCF, Georgia Tech<BR> | ||
+ | Blackrock Capital<BR> | ||
+ | <BR clear = all> | ||
+ | |||
+ | [[File:Vishal_150_150.jpg|left|border]] | ||
+ | <B>Vishal Shekhar</B>, MS QCF, Georgia Tech<BR> | ||
+ | Software Engineer, [http://axioma.com Axioma Inc.]<BR> | ||
+ | [http://vishalshekhar.altervista.org website]<BR> | ||
+ | <BR clear = all> | ||
+ | |||
+ | ==Publications== | ||
+ | |||
+ | * Moreno, Alexander, and Tucker Balch. "Speeding up large-scale financial recomputation with memoization." Proceedings of the 7th Workshop on High Performance Computational Finance. IEEE Press, 2014. (conference) | ||
+ | |||
+ | * Moreno, Alexander, and Tucker Balch. "Improving financial computation speed with full and subproblem memoization." Concurrency and Computation: Practice and Experience (2015). (Journal) [http://onlinelibrary.wiley.com/doi/10.1002/cpe.3693/full] |
Revision as of 13:51, 1 February 2017
Contents
Quantitative Software Research Group at Georgia Tech
The Quantitative Software Research Group investigates systematic algorithms for trading and investing. Our focus is on Machine Learning, but we are also interested in other types of algorithms that inform us about markets and trading.
- Machine Learning for Trading Course
- ML4T Software Installation
- HMM Toolkit
- Memoization (Beta)
- StockYard (Demo)
Members of Our Group
Tucker Balch, Ph.D., Director, Quant Software Research Group
Professor, Interactive Computing, Georgia Tech
Instructor for CS 7646
Chief Scientist, Lucena Research, Inc.
website
Maria Hybinette, Ph.D.
Associate Professor, Computer Science, University of Georgia
David Byrd, Graduate Student and Head TA for CS 7646
Research Scientist, Interactive Media Technology Center, Georgia Tech
Instructor for CS 7646, Summer 2016
Brian Hrolenok, Ph.D. Student and Head TA
Multiagent Robotics and Systems Lab
website
Jianling Wang, TA for CS 7646
Graduate Student, College of Computing, Ga Tech
Vivek George, TA for CS 7646
Graduate Student, College of Computing (CSE), Ga Tech
2016 Summer Intern, Electronic Arts
website: https://www.linkedin.com/in/vivekjohn
Alumni
Sourabh Bajaj, MSCS, Georgia Tech
Software Engineer, Coursera Inc
website
Devpriya Dave, MSCS, Georgia Tech
Analyst, Data Division, Morgan Stanley
website
Jayita Bhattacharya, MSCS, Georgia Tech
Software Engineer (Playlist), Pandora Media
Alexander Moreno, MSCS, Georgia Tech
Ph.D. student, Georgia Tech
website
Rohit Sharma, MS QCF, Georgia Tech
Blackrock Capital
Vishal Shekhar, MS QCF, Georgia Tech
Software Engineer, Axioma Inc.
website
Publications
- Moreno, Alexander, and Tucker Balch. "Speeding up large-scale financial recomputation with memoization." Proceedings of the 7th Workshop on High Performance Computational Finance. IEEE Press, 2014. (conference)
- Moreno, Alexander, and Tucker Balch. "Improving financial computation speed with full and subproblem memoization." Concurrency and Computation: Practice and Experience (2015). (Journal) [1]