I'm available to advise graduate students in residence at Georgia Tech on projects relating to finance and machine learning, and tracking and analyzing multiple agent behavior. I work with students on projects of joint interest that culminate in a published paper or significant software project. We will need to work together for several semesters. I require that you take one of my courses and do well before we embark on research together.
Interns and visiting scholars
I don't have funding to support interns or visiting scholars, however, I do take on interns who meet the following criteria:
- A background and research interest that aligns with what I do (primarily ML for finance).
- 3 letters of reference.
- Ability to remain in residence at Georgia Tech for at least 6 months.
- Ability to cover all costs of travel and residence in Atlanta.
If you are interested in working with me, and meet the above critera, feel free to contact me.
|Fall 2015, Spring 2016, Fall 2016: CS 7646: Machine Learning for Trading. In this course we learn about many of the technical challenges involved in running a machine learning-based proprietary trading operation. It will be a rather intensive coding experience. Learn more about this course. This course will next be offered in Fall 2015 via Udacity, and in residence at Georgia Tech, Atlanta. Previously: Fall 2014, Fall 2013, Fall 2012.|
|Fall 2015, Fall 2016: CS 3651: The Art of Prototyping Intelligent Appliances. We build artifacts with computers in them. Learn more about this course. Previously: Fall 2014, 2008.|
|Spring 2017: CS 7631: Autonomous Multirobot Systems. In this course we review seminal and new research in multirobot systems with research presentations by students. Students construct simulated multirobot systems, study them and report on them. Learn more about this course. This course will probably be taught next by me in Spring 2017. Previously: 2012.|
|Computational Investing, Part I (via coursera) In this course I introduce students to the data and algorithms used by hedge funds, investment banks, and other sophisticated investors to manage their funds. It corresponds approximately to the first 1/2 of CS 7646. Learn more about this course.|
Co-founder and CTO of Lucena Research, Inc.
With Maria Hybinette, created ThinkAI, an intra-day stock price prediction algorithm that runs on thinkorswim's retail client platform. ThinkAI was specifically mentioned in the Barron's article announcing thinkorswim was the #1 high-tech platform for trading in 2009. Does it work? Yes.
Vice president of the RoboCup Federation. My key responsibilities as VP are to help design and manage the financial operations of RoboCup, especially for the US branch, and to support the various IT needs for RoboCup, such as the website and email lists. I'm still treasurer for the US branch.
President of Georgia Robotics, a non-profit that manufactures and sells robots for education. So far we have delivered over 3,000 robots to students and schools. That's a record for robots for CS education.
See my blog about quantitative finance.
My research has been made possible by a number of fine students:
- Mert Cosgun
- Adam Feldman, PhD Georgia Tech, now at Google
- Harikrishna Narayanan, MS Georgia Tech, now at Yahoo Finance
- Shreyas Joshi, MS Georgia Tech, now at AQR Capital
- Keith O'Hara, PhD (soon!) Georgia Tech, now at Bard College
- Matt Powers, PhD Georgia Tech, now at CMU NREC
- Sanem Sariel, PhD Istanbul Technical University, now professor at ITU
- Rohit Sharma, MS Georgia Tech, now SVP at Morgan Stanley
- Ashley Stroupe, PhD CMU, now at JPL
- James Bruce, PhD CMU, now at Google
- Max Dama, undergrad at UCB
- Rosemary Emery, PhD CMU, now at Google
- Andrew Guillory, PhD student at UW
- Martin C Martin, PhD CMU, now a serial entrepreneur
- Hank Wilde, BS CS Georgia Tech, now at CMU NREC
- Zia Khan, PhD (soon!) Princeton, on job market
- Jinhan Lee, PhD student at Georgia Tech
- Charles Pippin, PhD student at Georgia Tech, and at GTRI
- Ram Ravichandran, BS CS Georgia Tech, now at CMU and Twitter
- Richard Roberts, PhD student at Georgia Tech
- Andrew Stein, PhD CMU, now at Tandent
Please send me email with corrections or updates :-).