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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. | 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]] | + | *Teaching |
| − | *[[ML4T Software Installation]] | + | **[[Machine Learning for Trading Course]] (grad) |
| − | *[[HMM Toolkit]] | + | **[[Undergrad ML4T]] (obsolete - now same as grad class) |
| − | *[[Memoization]] (Beta) | + | **[[ML4T Software Installation]] |
| + | **[[Undergrad Intro AI Course]] | ||
| + | *Research | ||
| + | **[https://github.com/abides-sim/abides ABIDES] Agent-Based Interactive Discrete Event Simulator | ||
| + | **[https://arxiv.org/abs/1904.12066 ABIDES arXiv paper] | ||
| + | **[[HMM Toolkit]] | ||
| + | **[[Memoization]] (Beta) | ||
| + | **[[ML4Art]] | ||
| + | **[[DQ4T]] | ||
==Members of Our Group== | ==Members of Our Group== | ||
| Line 13: | Line 21: | ||
<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> | ||
| Line 22: | Line 31: | ||
<br clear=all> | <br clear=all> | ||
| − | [[File: | + | [[File:Jianling_Wang.jpg|left|border]] |
| − | <B> | + | <B>Jianling Wang</B>, TA for CS 7646<BR> |
| − | + | Graduate Student, College of Computing, Ga Tech<BR> | |
<br clear=all> | <br clear=all> | ||
| − | [[File: | + | [[File:Vivek_george.png|left|border]] |
| − | <B> | + | <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> | <br clear=all> | ||
==Alumni== | ==Alumni== | ||
| − | [[File: | + | [[File:Cdb_headshot_side_150x150.jpeg|left|border]] |
| − | <B>Devpriya Dave</B>, MSCS Georgia Tech<BR> | + | <B>David Byrd</B>, Ph.D., Georgia Tech<BR> |
| − | + | Asst Professor, Bowdoin College<BR> | |
| + | Instructor for CS 7646, Summer 2016, Summer 2017, Fall 2019<BR> | ||
| + | Instructor for CS 4646, Spring 2018<BR> | ||
| + | [https://www.bowdoin.edu/profiles/faculty/d.byrd website]<BR> | ||
| + | <br clear=all> | ||
| + | |||
| + | [[File:Bhrolenok_headshot_150x132.jpg|left|border]] | ||
| + | <B>Brian Hrolenok</B>, Ph.D., Georgia Tech<BR> | ||
| + | Postdoctoral Fellow, Georgia Tech<BR> | ||
| + | [https://bhrolenok.github.io/ website]<br> | ||
| + | <br clear=all> | ||
| + | |||
| + | [[File:Sourabh_150_150.jpg|left|border]] | ||
| + | <B>Sourabh Bajaj</B>, MSCS, Georgia Tech<BR> | ||
| + | Software Engineer, Coursera Inc<BR> | ||
| + | [http://sourabhbajaj.com website]<BR> | ||
| + | <BR clear = all> | ||
| + | |||
| + | [[File:Dev_150_150.png|left|border]] | ||
| + | <B>Devpriya Dave</B>, MSCS, Georgia Tech<BR> | ||
| + | Analyst, Data Division, Morgan Stanley<BR> | ||
| + | [https://www.linkedin.com/in/devpriyadave website]<BR> | ||
<BR clear=all> | <BR clear=all> | ||
| + | |||
| + | [[File:Jayita_150_150.jpg|left|border]] | ||
| + | <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> | ||
| + | [https://scholar.google.com/citations?user=zoqP2-IAAAAJ&hl=en&oi=sra website]<BR> | ||
| + | <BR clear = all> | ||
[[File:buzz-small.png|left|border]] | [[File:buzz-small.png|left|border]] | ||
| − | <B> | + | <B>Rohit Sharma</B>, MS QCF, Georgia Tech<BR> |
| − | + | Blackrock Capital<BR> | |
<BR clear = all> | <BR clear = all> | ||
| − | [[File: | + | [[File:Vishal_150_150.jpg|left|border]] |
| − | <B> | + | <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> | <BR clear = all> | ||
==Publications== | ==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] | * 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] | ||
Latest revision as of 15:34, 27 August 2021
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.
- Teaching
- Machine Learning for Trading Course (grad)
- Undergrad ML4T (obsolete - now same as grad class)
- ML4T Software Installation
- Undergrad Intro AI Course
- Research
- ABIDES Agent-Based Interactive Discrete Event Simulator
- ABIDES arXiv paper
- HMM Toolkit
- Memoization (Beta)
- ML4Art
- DQ4T
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
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
David Byrd, Ph.D., Georgia Tech
Asst Professor, Bowdoin College
Instructor for CS 7646, Summer 2016, Summer 2017, Fall 2019
Instructor for CS 4646, Spring 2018
website
Brian Hrolenok, Ph.D., Georgia Tech
Postdoctoral Fellow, Georgia Tech
website
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]
