Consulting Algorithmist/Researcher
San Francisco Bay Area
Consulting Algorithmist/Researcher
San Francisco Bay Area
My specialty is analysis and design of algorithms, with an emphasis on efficient implementation. I work to find applications of state of the art methods in optimization, statistics and machine learning in various application areas.
Algorithms, theoretical computer science, probabilistic reasoning, machine learning, optimization statistics, and coding (Java, C, C++, R, Python, Maxima).
(Privately Held; 1-10 employees; Information Technology and Services industry)
December 2007 — Present (2 years )
Win-Vector LCC supplies research, analysis and consulting.
Our specialty is analysis, statistics and algorithms targeting the internet, finance and biotech industries.
(Privately Held; Internet industry)
December 2006 — April 2008 (1 year 5 months)
I performed research and development in web-scale classification, SEM traffic prediction and link-graph clustering techniques.
(Public Company; 1001-5000 employees; ebay; Internet industry)
April 2004 — December 2006 (2 years 9 months)
I managed the prototyping and development of new technologies for Shopping.com information extraction and management.
(Privately Held; 51-200 employees; Computer Software industry)
July 2003 — April 2004 (10 months)
Developed and maintained analytics software (in Java and Matlab) in Rapt's Price Director product. Price Director is a comprehensive desciscion support application that allows businesses to maximize revenue by infering market-price elasticity for products with non-trivial product lifecycles.
Work involved writing specification, coding and designing optimization problems that model customer situations and can be solved quickly.
(Public Company; 10,001 or more employees; BAC; Investment Banking industry)
April 2001 — April 2003 (2 years 1 month)
Co-managed a development group for a diverse program trading desk (traders, developers, system administrators and support staff). Duties included system-architecture, project planning, project tracking and coding. I initially developed much of the audit-trail, compliance reporting and database system.
Later I developed a significant statistical and machine learning platform (used to design and back-test new profitable trading strategies). This allowed our group to develop , deploy and trade profitable statistical arbitrage trading strategies.
(Privately Held; 11-50 employees; Computer Software industry)
December 1999 — April 2001 (1 year 5 months)
Developed advanced Internet exchange applications. The @TheMoment trading suite is a high performance, high reliability, re-configurable auction and exchange system. This system has been sold into both enterprise and ASP environments. Our most notable deployment was the auction of Seattle Mariners tickets for TicketMaster. This deployment was very successful and was praised by the CEO of TicketMaster/CitySearch in a CNBC interview.
I architected the price-policy engine, the access control system, most of the C++ thread/task system, and a thread diagnosis system (see Dr. Dobb's article). The core engineering team delivered an incredible product against a very compressed time-line.
(Public Company; 11-50 employees; Computer Software industry)
May 1999 — December 1999 (8 months)
Essential Surfing Gear was an early web-surfing assistant (what we now call a toolbar). I developed flexible machine-learning based text-classification for the Esgear web services. Investigated new directions in DHTML and DOM for the software. Assisted with technical sales/ business development (including customer visits).
(Privately Held; 51-200 employees; Biotechnology industry)
July 1997 — May 1999 (1 year 11 months)
I co-invented and implemented CombiChem's ''IVL'' search tool. This innovative system, written in C++, pushed the industry record for ''compounds searched'' from the millions into the billions. We were able to patent this work and complete the IVL project on schedule. This work was featured in the ''road show'' used to take CombiChem public.
Another project was the design and implementation of a parser for an artificial language used to describe molecular features. My final work was applying statistical and machine-learning techniques to characterize and improve CombiChem's artificial intelligence tools.
(Public Company; 201-500 employees; Biotechnology industry)
June 1996 — July 1997 (1 year 2 months)
I developed the mathematics and software behind Axys's approach to ''chemical diversity''. I was also responsible for presenting this work to the public and external collaborators. This system continues to be used at Axys, has been sold to Axys partners, and was published in the Journal of Medicinal Chemistry.
Phd , Computer Science , September 1990 — June 1995
B.A. , Mathematics , September 1985 — December 1988
photography
Rotary, CMU Alumni