Associate Professor of Interactive Computing
Some interesting things I'm involved in
- A movie that illustrates the S&P 500 over time
- Animal tracking using computer vision
- Trading Technology
- Trading Strategies
- Academic Research
- The 8 Elements of Successful Abstracts
- Optimizing Paper Titles: Search Engine Optimization for Your Research Vision
- How to Structure a Research Paper in Experimental Computer Science
I'm available to advise graduate students in independant study projects relating to finance and machine learning, and tracking and analyzing multiple agent behavior.
For Fall 2014
|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.|
|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.|
Director of the Institute for Personal Robots in Education. We design robots, software and curricula for undergraduate CS education. We also develop assessment instruments to measure how well our designs work. This is joint work with Bryn Mawr College.
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 annoucing thinkorswim was the #1 high-tech platform for trading in 2009. Does it work? Yes.
Quantitative analyst at Cerebellum Capital in 2009 on sabbatical. Cerebellum is one of a group of new hedge funds that use AI and Machine Learning techniques as a core technology for trading. Cerebellum was mentioned in the Wall Street Journal (pdf | web).
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.
CEO 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.
|Managing Partner of Lucena Research, LLC, a fund management company.|
I author a 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 :-).
Before Georgia Tech
I am honored to have been able to fly F-15s in the US Air Force and the Georgia Air National Guard. I trained in the T-37 and T-38 at Columbus AFB, then transitioned to F-15s at Luke AFB in Phoenix, AZ. I served between wars so I never flew in combat. I led a 2-ship formation over the College of Computing Building, then departed Atlanta nearly straight up in full afterburner. Many Atlantans were surprised that morning. (photo credit: web)
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