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Swpark81
Joined 14 December 2010
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==Contact==
* Email: [mailto:swpark81@cs.umd.edu swpark81@cs.umd.edu]
* Phone: 301-405-2718
* Address: #3250, A.V.Williams, University of Maryland, College Park, MD 20742, USA
==Researches and Papers==
* '''"Adaptive constraint reduction in semidefinite programming"''' in progress
* '''"Portfolio selection using Tikhonov filtering to estimate the covariance matrix"''' published in [http://link.aip.org/link/?SJF/1/932 SIAM Journal on Financial Mathematics]
* '''"Implicitly-weighted total least squares"''' published in [http://dx.doi.org/10.1016/j.laa.2010.06.020 Linear Algebra and its Applications]
==Academic Activities==
* Jun 2010, summer intern as quantitative strategist in [http://www.knight.com/ Knight Capital Group]
* Jun 2010, [http://www.ba.cnr.it/ISSNLA2010/ Gene Golub SIAM Summer School on Numerical Linear Algebra at Brindisi, Italy]
* Nov 2008, [http://www.siam.org/meetings/fm08/ SIAM Conference on Financial Mathematics & Engineering at New Brunswick, NJ]
* Jul 2008, [http://www.simumat.es/SIAGLA2008/index.php?10=1 SIAM International Summer School on Numerical Linear Algebra at Castro Urdiales, Spain]
* Dec 2005, winter intern in [http://www.hynix.com/ Hynix Semiconductor]
==Other Activities==
* [http://kgsa.namoweb.net/ Korean Graduate Student Association at University of Maryland]
* [http://kgcs.cs.umd.edu/wiki/doku.php Korean Graduates in Computer Science at University of Maryland]
* [http://www.facebook.com/home.php?#!/group.php?gid=136119433073514 Crazy Rider], Korean Ski & Snowboard group in DC area
* Email: [mailto:swpark81@cs.umd.edu swpark81@cs.umd.edu]
* Phone: 301-405-2718
* Address: #3250, A.V.Williams, University of Maryland, College Park, MD 20742, USA
==Researches and Papers==
* '''"Adaptive constraint reduction in semidefinite programming"''' in progress
* '''"Portfolio selection using Tikhonov filtering to estimate the covariance matrix"''' published in [http://link.aip.org/link/?SJF/1/932 SIAM Journal on Financial Mathematics]
* '''"Implicitly-weighted total least squares"''' published in [http://dx.doi.org/10.1016/j.laa.2010.06.020 Linear Algebra and its Applications]
==Academic Activities==
* Jun 2010, summer intern as quantitative strategist in [http://www.knight.com/ Knight Capital Group]
* Jun 2010, [http://www.ba.cnr.it/ISSNLA2010/ Gene Golub SIAM Summer School on Numerical Linear Algebra at Brindisi, Italy]
* Nov 2008, [http://www.siam.org/meetings/fm08/ SIAM Conference on Financial Mathematics & Engineering at New Brunswick, NJ]
* Jul 2008, [http://www.simumat.es/SIAGLA2008/index.php?10=1 SIAM International Summer School on Numerical Linear Algebra at Castro Urdiales, Spain]
* Dec 2005, winter intern in [http://www.hynix.com/ Hynix Semiconductor]
==Other Activities==
* [http://kgsa.namoweb.net/ Korean Graduate Student Association at University of Maryland]
* [http://kgcs.cs.umd.edu/wiki/doku.php Korean Graduates in Computer Science at University of Maryland]
* [http://www.facebook.com/home.php?#!/group.php?gid=136119433073514 Crazy Rider], Korean Ski & Snowboard group in DC area