I recently completed the Computational Finance certificate program in the Statistics department. At the moment I am finishing up my dissertation.

Interests

• stable distributions
• factor models
• robust statistics in finance
• portfolio optimization

Coming soon...

The Stat 390 R Primer

My Master's Thesis (University of Washington, 2001). Connections Between Lanczos Iteration and Orthogonal Polynomials. I discussed connections between Lanczos iteration and orthogonal polynomials under the supervision of Dr. Anne Greenbaum. Abstract

My undergraduate honors thesis (Washington University, 1999). An Introduction to Ramsey Theory. An overview of Ramsey Theory. Completed under the supervision of Dr. Steven G. Krantz.

• ISMRM 2002: PCA-Preprocessing of fMRI Data Adversely Affects the Results of ICA (PDF)
• HBM 2002: Processing Functional MRI Data with Principal Components Analysis Adversely Affects the Results of Independent Components Analysis

• Numerical Methods for Solving PDEs Arising in Option Pricing: An Overview (PDF) (Stat 547, Fall 2003)
• Independent Component Analysis (PPT) (Numerical Analysis Research Club, March 2002)
• Accelerating the Fast Multipole Method Using the Fast Fourier Transform (PDF) (Math 596, June 2001)
• Numerical Solution of the Black-Scholes Equation by the Finite Element Method (Postscript) (Math 595, March 2001)