Just a reminder of tomorrow's seminar, also an informal IACS Fellow seminar *today*
(see below). Please mark your calendar for Friday, Nov. 2, when the IACS Seminar will be
given by Margot Gerritsen of Stanford University.
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IACS Seminar
Friday, October 19
An Overview of Scientific Activities at D. E. Shaw Research
Paul Maragakis and Zhou Fan
Maxwell-Dworkin G125
Informal lunch with speakers, 12:30pm. Talk, 1:00pm.
Abstract:
We at D. E. Shaw Research (DESRES) are engaged in computational biochemistry with a
long-term goal of impacting biomedical research. Our group has built a specialized
supercomputer, Anton, that has enabled millisecond-long molecular dynamics simulations of
proteins. This talk will provide an overview of our group and will review several of our
recent, high-impact scientific results. The speakers will also answer questions about
working at DESRES.
Speakers:
Paul Maragakis performs molecular dynamics simulations of biomolecular systems, with a
recent focus on validating the methodology of simulations through comparison with
experimental data. Paul performed the research leading to his Ph.D. in physics at the Max
Planck Institute of Quantum Optics. He earned a B.Sc. in physics at the Aristotle
University of Thessaloniki. Prior to joining DESRES, he held a Marie Curie Fellowship
while working with Martin Karplus jointly in the chemistry departments of the University
of Strasbourg and Harvard, where he studied the behavior of floppy, sticky, fluctuating,
ever-changing proteins. His earlier work includes a postdoctoral fellowship in physics at
Harvard, where he studied the electronic properties of DNA. Originally from Greece, Paul
enjoys traveling, reading, cooking, fine espresso and spending time with his family.
Zhou Fan develops computational chemistry software tools and contributes to the
statistical analysis of molecular dynamics simulations. Zhou earned an M.A.St. in
mathematics as a Churchill Scholar at Cambridge University. He graduated summa cum laude
from Harvard University with an A.B. in mathematics and a S.M. in computer science.
Outside of the office, Zhou enjoys piano, choral singing and Sichuan cuisine.
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Informal IACS Fellow seminar today
Sequential Monte Carlo Methods for Computational Finance and Astrophysics
Ayub Hanif
Thursday, Oct. 18, 4:00 pm
Maxwell Dworkin G135
Abstract:
In this talk I’ll provide a brief introduction to computational finance. I’ll discuss the
stochastic volatility problem and present simulation results of various sequential Monte
Carlo methods. During my time at Harvard IACS, I have been assessing the efficacy of these
methods for modeling regularised and irregular light curves in astronomy. I will present
my findings along with analysis and suggestions for directions of future research at the
interface of computational finance and time-series analysis in astronomy.
Bio:
Ayub Hanif is a Fellow at the Institute for Applied Computational Science at the Harvard
School of Engineering and Applied Sciences. He is a Ph.D. research student in the
Intelligent Systems & Doctoral Centre in Financial Computing at University College
London. Prior to pursing his doctorate, he worked in market intelligence at Merrill Lynch
in New York and London, focusing on real-time commodities analytics. He holds a Masters in
Research in Financial Computing from UCL and a Masters in Computer Science from Queen
Mary, University of London. His research interests are in algorithmic and systematic
trading models with a focus on high-frequency financial forecasting and statistical
arbitrage.
For information about future events at the Harvard Institute for Applied Computational
Science, see
http://iacs.seas.harvard.edu/events.
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