fall 2000: developed a new algorithm for single-agent learning in noisy dynamic environments with delayed rewards: actor-critic fuzzy reinforcement learning (acfrl). published a conference and a journal paper with a convergence proof for acfrl. us patent (number 6,917,925) was granted for the acfrl algorithm on july 12, 2005.
chaincast inc., san jose, ca
aug 2000 – oct 2000: conducted a survey of techniques for dynamic updating of multicasting trees and suggested a novel approach based on using multi-agent learning.
nasa ames research center, moffet field, ca summer 1998: designed a framework for multiple agents operating in a complex, uncertain, and nonstationary environment. agents learn to improve their policies using fuzzy reinforcement learning.
sri international, artificial intelligence center, menlo park, ca
summer 1998: developed a methodology for representing a replanning problem in the space of plans as a reinforcement learning problem.
bear, stearns & co., inc. - proprietory trading department, new york, ny
summer 1996, 1997: conducted a comprehensive study of time series forecasting models with neural networks. recommended a hybrid model combining best features of the existing models and implemented it in c++.
summer 1995: developed a stock forecasting system based on conventional econometric techniques and implemented it in sas language. gained exposure to various proprietary trading models.
alphatech, inc., burlington, ma
feb 1997 - may 1997: developed an algorithm for optimal control of macroeconomic systems described by simultaneous-time equations and implemented it in matlab.
arthur andersen, inc., boston, ma
feb 1996 - may 1996: developed an internal system dynamics cashflow model of startup businesses. gained experience in management level client interactions and in project presentation skills.
summer 1996: independently designed a game theoretic bid forecasting system in procurement auctions for a large construction company. the project involved extensive on-site client interactions during model development as well as a final presentation to the top level management.
property & portfolio research, inc., boston, ma
feb 1994 - may 1995: designed a mortgage portfolio analysis model and implemented it in visual basic for excel. developed a methodology for grouping real estate time series using cluster and factor analyses in spss. designed an optimal investment strategy for a class of mortgage backed securities based on the efficient frontier characteristics. gained broad exposure to real estate markets and models.
donaldson, lufkin & jenrette, inc. — pershing division, jersey city, nj
summer 1994: developed a stock forecasting system based on technical analysis and economic indicators. developed a djia trading strategy based on s&p 500 futures and demonstrated its profitability.
mit laboratory for information and decision systems, cambridge, ma
aug 1993 - may 1994: developed a trading strategy for us treasury bonds based on multi-resolution wavelet analysis. demonstrated its profitability as compared to the conventional moving average models.
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