Sunnyvale, California, United States
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Accomplished C-level executive with 15+ years of experience in fintech and enterprise…

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Experience & Education

  • Antidote Health

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Volunteer Experience

  • Data Scientist, Product Architect, Solution Hacker

    White House Office of Science and Technology Policy

    - 5 months

    Economic Empowerment

    Designed and implemented a data-driven product prototype that helps people explore employment opportunities to more quickly re-gain financial independence

    Presented the solution in person to Vice President Biden, Secretary Perez, Department of Labor, and US CTO Megan Smith at the White House

Publications

  • A Bayesian Approach to Ranking Private Companies Based on Predictive Indicators

    AI Communications: Special track on soft computing in finance and economics

    Private equity investors seek to rank potential investment opportunities in growth stage private companies within an industry sector. The sparsity of historical investment transaction data for many growth stage private companies’ may present a major obstacle to using statistical methods to discern industry specific features associated with successful and failed companies.

    This paper describes a Bayesian ranking approach based on (i) extracting and selecting features; (ii) training…

    Private equity investors seek to rank potential investment opportunities in growth stage private companies within an industry sector. The sparsity of historical investment transaction data for many growth stage private companies’ may present a major obstacle to using statistical methods to discern industry specific features associated with successful and failed companies.

    This paper describes a Bayesian ranking approach based on (i) extracting and selecting features; (ii) training support vector machine classifiers from feature pairs of labeled companies in an industry; (iii) non-parametric estimation of posterior probabilities of success and failure; and (iv)
    ranking unlabeled companies within a cohort based on scores derived from posterior probability estimates. We anticipate that this approach will not only be of interest to statisticians and machine learning specialists with an interest in venture capital and private equity but extend to a broader readership whose interests lie in classification methods where missing data is the primary obstacle.

    Other authors
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  • Scaling Up Machine Learning

    Cambridge University Press

  • Efficient Automatic Speech Recognition on the GPU

    GPU Computing Gems, the Emerald Edition, Editor Wen-mei W. Hwu, Morgan Kaufmann

  • Enabling Technology for more Pervasive and Responsive Market Risk Management Systems

    The Risk of Investment Products: From Innovation to Risk Compliance edited by Michael CS Wong, World Scientific Publishing Co., UK

    The latest financial crisis has highlighted the need for more pervasive stress testing and responsive risk management systems. Whilst the microprocessor industry has recently introduced transformative computing capabilities in the form of general-purpose graphics processing units (GPUs), its potential for quantitative risk estimation is currently unrealized despite the high computational demands of risk estimation. This chapter looks at the key technical challenges facing risk IT managers in…

    The latest financial crisis has highlighted the need for more pervasive stress testing and responsive risk management systems. Whilst the microprocessor industry has recently introduced transformative computing capabilities in the form of general-purpose graphics processing units (GPUs), its potential for quantitative risk estimation is currently unrealized despite the high computational demands of risk estimation. This chapter looks at the key technical challenges facing risk IT managers in deploying risk management systems on the widely available GPUs, a process which calls for a more systematic dialogue between managers and systems design researchers and quantitative developers.

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  • Recognition of Tibetan wood block prints with generalized hidden Markov and kernelized modified quadratic distance function

    2011 Joint Workshop on Multilingual OCR and Analytics for Noisy Unstructured Text Data

    Recognition of Tibetan wood block print is a difficult problem that has many challenging steps. We propose a two stage framework involving image preprocessing, which consists of noise removal and baseline detection, and simultaneous character segmentation and recognition by the aid of a generalized hidden Markov model (also known as gHMM). For the latter stage, we train a gHMM and run the generalized Viterbi algorithm on our image to decode observations. There are two major motivations for…

    Recognition of Tibetan wood block print is a difficult problem that has many challenging steps. We propose a two stage framework involving image preprocessing, which consists of noise removal and baseline detection, and simultaneous character segmentation and recognition by the aid of a generalized hidden Markov model (also known as gHMM). For the latter stage, we train a gHMM and run the generalized Viterbi algorithm on our image to decode observations. There are two major motivations for using gHMM. First, it incorporates a language model into our recognition system which in turn enforces grammar and disambiguates classification errors caused by printing errors and image noise. Second, gHMM solves the segmentation challenge. Simply put gHMM is an HMM where the emission model allows multiple consecutive observations to be mapped to the same state. For features of our emission model we apply line and circle Hough transform to stroke detection, and use classspecific scaling for feature weighing. With gHMM, we find KMQDF to be the most effective distance metric for discriminating character classes. The accuracy of our system is 91.29%.

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  • Parallel Scalability in Speech Recognition

    IEEE Signal Processing Magazine

    We propose four application-level implementation alternatives called algorithm styles and construct highly optimized implementations on two parallel platforms: an Intel Core i7 multicore processor and a NVIDIA GTX280 manycore processor. The highest performing algorithm style varies with the implementation platform. On a 44-min speech data set, we demonstrate substantial speedups of 3.4 X on Core i7 and 10.5 X on GTX280 compared to a highly optimized sequential implementation on Core i7 without…

    We propose four application-level implementation alternatives called algorithm styles and construct highly optimized implementations on two parallel platforms: an Intel Core i7 multicore processor and a NVIDIA GTX280 manycore processor. The highest performing algorithm style varies with the implementation platform. On a 44-min speech data set, we demonstrate substantial speedups of 3.4 X on Core i7 and 10.5 X on GTX280 compared to a highly optimized sequential implementation on Core i7 without sacrificing accuracy. The parallel implementations contain less than 2.5% sequential overhead, promising scalability and significant potential for further speedup on future platforms.

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  • Electric Cloud Business Case Study

    Haas School of Business

    This business case highlights the tension between proprietary enterprise software and open source software communities and projects. The focus is in software production management - enabler for continuous integration workflows for the software industry.

    Source: https://drive.google.com/file/d/0B8Jn9MInY0K-cEg5TzJfWDNvZFE
    Password: "business"

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  • Monte Carlo Based Financial Market Value-at-Risk Estimation on GPUs

    GPU Computing Gems, Jade Edition, Editor Wen-mei W. Hwu, Morgan Kaufmann

    With the proliferation of algorithmic trading, derivative usage and highly leveraged hedge funds, there is increasing need to accelerate financial market Value-at-Risk (VaR) estimation to measure the severity of potential portfolios losses in real time. However, VaR estimation of portfolios, uses the Monte Carlo method which is a computationally intensive method. GPUs provide the scale of performance improvement to enable 'on demand' deployment of financial market VaR estimates rather than as…

    With the proliferation of algorithmic trading, derivative usage and highly leveraged hedge funds, there is increasing need to accelerate financial market Value-at-Risk (VaR) estimation to measure the severity of potential portfolios losses in real time. However, VaR estimation of portfolios, uses the Monte Carlo method which is a computationally intensive method. GPUs provide the scale of performance improvement to enable 'on demand' deployment of financial market VaR estimates rather than as an overnight batch job.

    This chapter allows quantitative financial application developers in the capital markets industry, who have some knowledge of GPU Computing and finance, to gain insights into implementation challenges and solutions in risk analysis and the Monte Carlo method. Quantitative technology researchers and managers in the finance industry with limited knowledge of GPU computing can also get an overview of the key areas of concerns to manage in developing a high performance risk analysis engine based on the Monte Carlo method. GPU computing researchers and developers with no background in quantitative finance will find this chapter useful as (i) a source of guidance on leveraging the CUDA SDK for implementing Monte Carlo methods and as (ii) an entry point for applying their own work to performance critical quantitative finance applications.

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