
ray maleh
principal financial modeler
About
Research Interests / Hobbies... * Financial Markets and Algorithmic Trading * Signal, Image, and Video Processing * Compressive Sensing * Acoustics * Generating mathematical models and Monte-Carlo simulations for predicting the probabilistic outcomes of horse races and other sporting events. * Aviation [FAA Licensed Private Pilot] * Actively learning new technologies
united states
allen
computer software
c/c++ programming, java programming, matlab programming, algorithms design and analysis, mathematics, numerical computation, modelling and simulation, dsp, signal processing, image processing, video processing, isr, private pilot, php programming, linux/unix, time series analysis, stochastic processes, compressive sensing
Experience

proprietor
cowboy dream investing
Developed and back tested equity trading algorithms that exploit human psychological factors (e.g., fear, greed, herd following, etc.) in order to realize profits. Generated a website where subscribers could access buy/sell signals produced by the algorithms.

intern
at&t
Designed MPEG video blockiness/blurriness detection algorithms based on factors related to the human visual system. Implemented techniques in C and tested on various video samples.

principal financial modeler
rms
Develop and implement fast algorithms for the execution of large scale primary insurance and reinsurance client portfolios for use on a distributed peril simulation engine. Manage a small team of software engineers and financial modelers.

graduate student research assistant
university of michigan
* Developed and implemented in MATLAB new medical image reconstruction algorithms for novel MRI imaging systems which obtain partial spectral or Fourier information in order to significantly reduce patient scan times. * Demonstrated how greedy algorithms can be used to quickly and accurately solve sparse image reconstruction problems traditionally solved using total variation minimization techniques. * Tested software on synthetic and real medical images. Presented work at scientific conferences and published in peer-reviewed conferences.

adjunct professor
texas a&m university-commerce
* Served as the primary instructor of various graduate level computer science and computational science courses including Java Programming, Data Mining/Advanced Databases, Neural Networks, Algorithm Design, and Operating Systems. * Exhibited leadership by mentoring several senior capstone project teams. Supervised a master’s student’s thesis related to robot path planning algorithms.

principal multi-disciplined engineer
l-3 communications
* Developed DSP algorithms and systems for SIGINT and IMINT systems. * Prepared various white papers/proposals for contract research business development. Represented the company at various conferences and workshops.
Education
stevens institute of technology
electrical engineering
Minor: Computer Engineering Significant Coursework: Communication Systems, Wireless Communications, Digital Signal Processing, Image Processing and Computer Vision, Signals and Systems, Microprocessors, Digital Logic Design, Electronic Circuits (three semesters), Transport Phenomena (semi-conductors), Data Structures and Algorithms.
university of michigan
mathematics
Dissertation: Sparse Approximation Methods for Medical Imaging Advisers: Anna C. Gilbert (Mathematics) and Jeffrey A. Fessler (Electrical Engineering) Significant Coursework: Fourier and Wavelet Analysis, Numerical Methods for Linear Algebra and Partial Differential Equations, Coding and Information Theory, Fractional Brownian Motions, Measure Theoretic Probability, Statistical Signal Processing, Functional Analysis, Combinatorics, Differential Geometry, Topology, Graph Theory, Abstract Algebra.
ray maleh's Contact Information
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