Advanced Risk Management Analytics


Our objectives are to research, develop, test, and implement:

1. New yield curve construction and smoothing algorithms and improvements to standard curve construction algorithms, in particular, that are better adapted to illiquid markets such as Mexico, Israel, etc. 2. We seek fully automated real-time curve construction algorithms, which will allow for traders to use and data vendors to provide curves evolving in real time.

3. Interest rate spread curve construction algorithms, to be applied both to corporate spread and inflation spread curves.

Collaborative Recommendation Systems in Online Social Networks


The intern, along with his collaborator will explore both theoretically and empirically models of influence over social networks, recommendation systems of online content for users in social networks. Additionally, the intern will study various different ways to cluster and group the content of networks such as Twitter in an automated fashion. Additionally, the intern plans to study various different algorithmic problem the pertain to information retrieval and online content.

Aerodynamic Shape Optimization with LaminarTurbulent Transition for Unmanned Aerial Vehicle Design


This project involves the optimal aerodynamic design of unmanned aerial vehicles (UAVs), making use of stateoftheart computational fluid dynamics and aerodynamic shape optimization techniques. The algorithm development will focus on modeling and exploiting laminarturbulent transition in the optimization cycle. The project should result in new and significantly improved aerodynamic shape optimization tools. This has the potential to lead to new lowdrag and high endurance UAV systems.