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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.

• 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

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]