My scientific interests

Besides my more narrow (former) research interests described here, I am interested in computational and natural sciences and their applications in general, especially how to use mathematical models and computational methods to understand financial, industrial, physical, or biological phenomena.

I have taken many classes and attended many seminars in computational subjects such as Computational Finance, Computational Neuroscience, Computational Fluid Dynamics, and Computational Genomics. In many areas of applications in industry or academia one needs to develop models that are as accurate as necessary but also amenable to solutions with computers. I have the scientific and mathematical background to understand the models quickly and further develop them, but I also have the necessary background in computer science and numerical mathematics to know many of the methods to discretize and solve the models and their comparative advantages and disadvantages. Using these skills, I can develop tractable models and methods to discretize and solve them, I can build and debug proof-of-concept implementations of such methods in environments such as MATLAB or PYTHON, and finally I can implement them in production codes in C or C++ that use optimized libraries to achieve the highest possible performance.

My background in finance and other areas allows me to apply my knowledge efficiently in industry, financial or otherwise.


Last modified: Aug 9, 2007