Quantitative / High Frequency Trading in global financial marketsDetails are confidential

Quantitative / High Frequency Trading in global financial marketsDetails are confidential

Quantitative / High Frequency Trading in global financial markets Details are confidential

Quantitative / High Frequency Trading in global financial markets Details are confidential

- Researched and experimented with large scale parallel and distributed data mining and machine learning algorithms in neural networks, support vector machine, decision tree, random forests, clustering, fuzzy reasoning, association rules, bayesian and statistical inference and developed predictive and classification models for various applications with a large data set such as malicious code detection, network intrusion detection, medical data sets, and motion estimations. Implemented in C++.- Researched and developed object oriented parallel computational models and run time systems over a large scale cluster consisting of heterogeneous parallel computing architectures providing advanced features such as dynamic load balancing, multithreaded message passing, thread migration, and fault tolerance solving various parallel scientific computing applications such as molecular dynamics, heat diffusion problems, remote sensing using parallel PCA, and concurrent sonar beam forming signal processing. Also, developed associated analytical performance models predicting the parallel speed up using regressions. Implemented in C/C++ and JAVA.- Taught graduate/undergraduate courses in data mining, operating systems, parallel and distributed computing, and cryptography/security.