Projects in 2007–2008
Beckman Coulter, Inc.: Modeling Bead-Based Immunoassays
- Henry Krieger
Beckman Coulter, Inc. produces a wide range of immunoassays as medical diagnostic tests. Using the prostate specific antigen (PSA) immunoassay, a test for diagnosing prostate cancer risk, last year's Clinic team modeled the molecular interactions of bead-based immunoassays. This year's team extended the previous model to encompass the entire immunoassay process, tested the effects of changing experimental parameters by performing the PSA immunoassay under varying conditions, and developed statistical tools to compare model simulations with experimental data.
- Nadia Abuelezam
- Tracy Backes (Project Manager)
- Catherine Bradshaw
- David Gross
- Brian Stock
- Marielle Wardell
Citadel Investment Group: Investigating Returns to Pairs Trading Strategies
- Andrew J. Bernoff
The Clinic team investigated pairs trading, a quantitative investment strategy that identifies and exploits highly-correlated stock pairs to produce a high profit-to-risk ratio. The team designed software to automate testing of this strategy allowing them to reproduce results in the academic literature and investigate the driving factors behind a previously documented trading rule. They identified how sensitive the existing method is to a variety of parameters and have suggested strategies for optimizing the returns along with the fertile areas for further investigation.
- Asaf Bernstein (Project Manager)
- Jason Fennell
- Patrick Foley
- Zachary Rogstad
- Kenn Tevin
Laserfiche: Automated Dewarping Algorithms for Enhancing Camera-Based Document Acquisition
- Darryl Yong
It is often faster and more convenient to digitize physical documents using photographs from digital cameras rather than scanners. However, such photographs suffer from perspective distortion, bends and folds in the documents and other imperfections. The Clinic team designed and implemented algorithms that can correct these distortions. The team's system automatically dewarps photographs of documents to improve the readability of the images for both humans and computers.
- Logan Gordon
- Martin Hunt (Project Manager)
- Maria Pavlovskaia
- Trang Pham
- Will Tipton
Southwest Research Institute (SwRI): Modeling Performance of a Jupiter-Bound Electron Sensor in Strong Magnetic Fields (Joint Math/Physics)
In August of 2011, NASA will launch the satellite Juno to conduct an in-depth study of the planet Jupiter. On board the satellite there are three electrostatic analyzers (ESAs) that will measure the energy and trajectory direction of electrons in Jupiter's auroras. The behavior and performance of ESAs is well understood in the absence of a magnetic field. It was the task of this Clinic team to account for the effect of these magnetic fields. The team ran computer simulations of the ESAs in magnetic fields of varying magnitude and direction. Mathematical models were then devised for the energy of the electrons and their incoming angle relative to the direction of the magnetic field. These models can be used to translate the data that will be collected by the ESAs into a map of the spectrum of the electrons near Jupiter.
- Katie Eliseo (Project Manager)
- Maxim Gibiansky (Project Manager)
- Joshua Kao
- Ethan Rubin
- Rocio Ruelas (Project Manager)
- Mariam Youssef
WorldQuant, LLC: Efficient Stock Trading
- Susan Martonosi
Hedge funds often trade thousands of shares of a stock each day. Market impact and liquidity constraints make it a poor financial decision to execute these large trades in a single order. Rather, it is wise to split the order into several small orders to minimize costs. The purpose of this project is to develop and test an algorithm which will efficiently split large orders to obtain the best average price over all shares traded.
- Greg Borish
- Jason Christiansen (Project Manager)
- Alex Korn
- Minal Shankar