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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.

Members of Our Group

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Tucker Balch, Ph.D., Director, Quant Software Research Group
Professor, Interactive Computing, Georgia Tech
Chief Scientist, Lucena Research, Inc.
website

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Maria Hybinette, Ph.D.
Associate Professor, Computer Science, University of Georgia

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C David Byrd, Graduate Student and Head TA
Title, IMTC

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Brian Hrolenok, Ph.D. Student and Head TA
Multiagent Robotics and Systems Lab

Alumni

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Devpriya Dave, MSCS Georgia Tech
Quant Developer, Morgan Stanley

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Jayita Bhattacharya, MSCS Georgia Tech
ML Specialist, Pandora

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Alexander Moreno
Ph.D. student, Georgia Tech

Publications

  • Moreno, Alexander, and Tucker Balch. "Improving financial computation speed with full and subproblem memoization." Concurrency and Computation: Practice and Experience (2015). (Journal) [1]