Difference between revisions of "User:Swpark81"
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Latest revision as of 20:11, 14 December 2010
Contact[edit | edit source]
- Email: swpark81@cs.umd.edu
- Phone: 301-405-2718
- Address: #3250, A.V.Williams, University of Maryland, College Park, MD 20742, USA
Researches and Papers[edit | edit source]
- "Adaptive constraint reduction in semidefinite programming" in progress
- "Portfolio selection using Tikhonov filtering to estimate the covariance matrix" published in SIAM Journal on Financial Mathematics
- "Implicitly-weighted total least squares" published in Linear Algebra and its Applications
Academic Activities[edit | edit source]
- Jun 2010, summer intern as quantitative strategist in Knight Capital Group
- Jun 2010, Gene Golub SIAM Summer School on Numerical Linear Algebra at Brindisi, Italy
- Nov 2008, SIAM Conference on Financial Mathematics & Engineering at New Brunswick, NJ
- Jul 2008, SIAM International Summer School on Numerical Linear Algebra at Castro Urdiales, Spain
- Dec 2005, winter intern in Hynix Semiconductor
Other Activities[edit | edit source]
- Korean Graduate Student Association at University of Maryland
- Korean Graduates in Computer Science at University of Maryland
- Crazy Rider, Korean Ski & Snowboard group in DC area
