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Title: |
Quantitative Analyst C++/Matlab
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Location: |
US-Virginia-Richmond
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Work History: |
Virginia Commonwealth University, Richmond, VA 2006 - 2008
Research Assistant
Developed a methodology for the prediction of complex time series signals, corresponding to human breathing, using a Nonlinear Set membership algorithm, an optimized Least Mean Squares approach, a revised Recursive Least Squares method, and an optimized Neural Networks predictor. Performed simulations using C++ and signals corresponding to 9 patients when breathing freely. Improved prediction performance by up to 65% of current results.
Designed a controller for a treatment couch, using pole placement and predictive stochastic optimal control approach, for the minimization of the effect of tumor motion induced by respiration during radiotherapy. Performed simulations using C++, and MatLab. Achieved results: only 1.14% of the residue samples exceeded the acceptable tumor deviation.
Designed an iteration-based control algorithm combined with feedback control to address the positioning error caused by hysteresis effect in a shape memory alloy actuator. Implemented the controller using C and MatLab, acquired data using a 12-bit resolution Data Acquisition Card, and performed experiment on a one-way Nitinol wire of diameter 0.1mm with potential displacement up to 1.76 cm. Reduced tracking errors to 0.15% of the total displacement range-approximately the sensor noise level.
Teaching Assistant
Delivered undergraduate courses on signal & systems, mechatronics, and automatic control
Received high evaluation from classes taught
University of Maryland at College Park, College Park, MD 2005 2006
Research Assistant
Collaborated with a team in conducting research on minimizing microstrip antennas for micro-application. Optimized the antennas structure using a combination of Genetics Algorithms and
an integer programming approach. Performed simulations using VBScript, MatLab, and HFSS.
Recommended the use of high dielectric substrate during the antennas fabrication.
Virginia Commonwealth University, Richmond, VA 2003 2004
Research Assistant
Developed a Neural Networks classifier for detection and identification of organic volatile compound. Performed simulations using MatLab and data corresponding to 6 real organic vapors. Improved vapor detection up to 90% for each case.
Polytechnic Institute of Turin, Turin, Italy 2002 2003
Research Engineer
Developed a toolbox for Nonlinear Set Membership system identification. Designed libraries using MatLab and C++. Created a graphical user interface using MatLab and successfully incorporated the above libraries into the existing MatLab system identification toolbox.
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Skills: |
SKILLS:
Quantitative Skills
Extensive experience in the leading edge optimization and time series prediction algorithms, technologies and theory, including linear and nonlinear programming, integer and combinatorial optimization, heuristic methods, Neural Networks, Nonlinear Set Membership
Expert knowledge on quantitative theories for the modeling, analysis, and control of dynamics systems, including partial differential equation, difference equation, probability theory, stochastic processes, digital signal processing, stochastic optimal control
Financial Knowledge
Brownian motion, Martingales, Itos lemma, Black-Scholes, Binomial/Trinomial trees, VaR., Risk-neutral valuation, Option pricing, Finite difference methods, Monte Carlo simulation
Computer Skills
7 years of programming experience and proficiency in MatLab and C. 3 Years of programming experience in Visual C++ and VBScript. Working knowledge of Java
MS Excel, Latex, PowerPoint, MS Word, working knowledge of Windows
Languages
Fluent in English, French, and Italian
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Education: |
Virginia Commonwealth University, Richmond, VA August 2008
Ph.D. in Electrical Engineering GPA: 4.00
Dissertation: Predictive Feedback Control of a Treatment Couch for Tumor Motion Compensation during Radiotherapy
Polytechnic Institute of Turin, Turin, Italy November 2002
M.S. in Computer Engineering GPA: 3.50
Thesis: Nonlinear Set Membership System Identification
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