Finance

  • Engineering methods in Finance
  • Electronic trading, arbitrage, protocols, infra-structure, dark pool liquidity algorithms, blind adaptive control

    Engineering

  • Time-dependent stochastic processing; artificial intelligence; machine learning; pattern recognition
  • Adaptive signal processing; hard / soft computing methods
  • Monte Carlo approximation, and alternative methods
  • High performance computing - concurrent, clustering, grids, multi-core, FPGA, SOC
  • High frequency signal processing
  • Object oriented software engineering
  • Distributed server processing

    Math-Physics

  • Quantum mechanics
  • Inverse scattering