Sam Steingold
Skills:
- Applied Mathematics:
-
mathematical modeling using information theory, graph/social network
theory, text analytics, differential equations, geometry,
Bayesian analysis, stochastic processes, regression analysis,
neural networks, support vector machines.
- Software Development:
- designed,
developed, lead and coordinated design and development of
numerous software packages, some of which are available on
the Internet via the WWW (see Attachment
and Employment history).
- Operating Systems:
-
UNIX: SysV (Linux, Solaris), BSD (SunOS);
DOS/Windows; RSX.
- Programming Languages:
-
C/C++/Java; Lisp/Scheme; OCaml; R; Perl; Python; SAS;
Matlab, Maple, Mathematica; Pascal; Fortran; Modula-2; Basic.
- Other:
-
Web Technology (HTML, XML, XSL, Javascript, CSS);
Distributed File Systems (hadoop).
- Research and Presentation:
- conducted
independent and joint research, wrote
reports, and gave talks on the results.
- Financial Markets:
-
experience with trading systems, their design, testing,
and evaluating; familiar with various derivatives pricing methods,
such as Black-Scholes analysis, risk-neutral valuation, binomial trees;
hedging strategies.
- Quantitative Researcher at
Jane Street Capital
(New York, NY), February 2006 - present
Jane Street is a hedge fund
- Developed and analysed various trading and hedging strategies
- Algorithms implemented in
OCaml.
- Lead Research Engineer at
BAE Systems/Advanced
Information Technologies (Burlington, MA),
June 2003 - January 2006
BAE Systems/AIT (previously ALPHATECH) is a leader in
developing sophisticated mathematical and knowledge-based algorithms.
- Worked on group discovery and vertex classification in
large simulated social networks.
- Developed adaptive computer network protocol optimization.
- Algorithms implemented in
Common Lisp
and C++.
- Principal Engineer at Premonitia
(Acton, MA), April 2002 - October 2002
Premonitia tried to predict network faults before they actually
happen.
- Developed the methodology to identify the kind of fault being
predicted (system crash versus link down etc).
- Algorithms implemented in
Matlab, C/C++.
- Coordinated the integration of fault id and anomaly detection
code.
(The company was a small startup that went under).
- Senior Analyst at Xchange (Boston, MA),
July 1999 - February 2002
Xchange was a leading CVM (Customer Value Management)
software provider until it folded in 2003.
- Took an active part in consulting and pre-sales engagements,
built predictive models for cross-sell and attrition, worked
closely with the clients on problem specification.
- Implemented and extended an award-winning machine learning
algorithm (Boosted Bayesian) and many other data cleaning,
processing and transformation tools in
Java,
Perl, Lisp, C
and SAS.
- Coordinated integration of the machine learning code into the
main product (
XRT).
- Participated in the
PMML
standardization process with the
DMG.
- Quantitative Analyst at
Eagle Trading Systems, Inc. (Princeton, NJ),
July 1997 - June 1999.
Eagle is a small futures trading company, a CTA
(Commodities Trading Advisor).
- Designed and developed technical futures trading systems and
hedging strategies based on pattern recognition
(channel identification).
- Conducted performance analysis for a market-neutralized futures
trading system.
- Algorithms implemented in
Common Lisp.
- Software Engineer at
Parametric Technology Corp
(Waltham, MA), July 1996 - July 1997.
PTC
is a CAD/CAM software industry leader.
- Developed various geometric creation and analysis algorithms
and implemented them in
C in a cross-platform
environment, which included all major UNIX implementation as
well as MS Windows NT.
- The list of major projects included
- implementation of n-sided blend and design of the
corresponding shape control algorithms,
- projection of a curve onto a family of tangent surfaces,
- dihedral angle analysis etc.
- Sloan Research
Fellow at
UCLA, 1995-1996.
- Conducted research in the area of differential geometry,
metric invariants of Alexandrov spaces, and comparison geometry with
various curvature bounds.
- Algorithms implemented in
Maple,
Mathematica and Matlab.
- Research and Teaching Assistant at
UCLA, 1992-1995.
- Statistical Analyst at
Manufacturing Research Corporation,
Moscow, Russia, 1991-1992
Developed a statistical method for analysis of the dependence
of the car parts' precision quality on the manufacturing process,
material and other 14 factors. Developed a software system
implementing the statistical analysis method and evaluated the
technical standards used in car manufacturing.
Education:
- Department of Mathematics, University of California, Los
Angeles (Sept 1992 -- June 1996).
GPA: 4.0 ;
MA in Mathematics, June 1993;
PhD in Mathematics, June 1996.
- Department of Applied Mathematics and Computer Science, Moscow
Aviation Institute, Russia (Sept 1986 -- Feb 1992).
GPA: 3.9. BS/MSc in Applied Mathematics and
Computer Science, Feb 1992.
Achievements: The list of publications, conferences
and software attached.
References: Will be furnished upon request.
Languages: English (fluent), Russian (native),
French (reading), German (reading).
Geographic preferences: Boston area.
Will travel if job requires.
Personal: Citizen of the United States.
Attachment to the resume.
Honors:
- Five time winner of the Moscow Aviation Institute
Student Mathematical Competition (1987-91).
- First Prize, Advanced Probability/Statistics Competition, Moscow
Aviation Institute, 1990.
- Second Prize, Moscow City Student Mathematical Competition, 1989.
- GPA: UCLA: 4.0 (major) / 3.992 (cumulative); MAI: 3.9.
- Member, MAA (Mathematical Association of America).
- Member, ACM SIGKDD
- Alfred P. Sloan Dissertation Year Fellowship 1995/96 (one of the
most prestigious national fellowships in mathematics).
Independent software development:
Some of these packages are available on the Internet.
- GNU Emacs -
as a pre-tester, fixed numerous bugs and added some features, such as
a package for automated maintenance of the add-on software etc.
[1994-now]
- CLISP - an ANSI CL (Common
Lisp) implementation; one of the maintainers, added some major
functionality, such as IEEE-compliant floating-point contagion,
ANSI multiple value places extension,
PostgreSQL interface,
worked on standards compliance. [1997-now]
- SCWM - a Scheme-configurable
Window Manager for
the X Window System; one of the
maintainers, added some modules and an
Emacs interface.
[1997-1999]
- CLOCC - the Common
Lisp Open Code Collection. One of the founders. Maintain
port
(the cross-implementation portability package) and
cllib
(the Common Lisp extension library,
includes XML parsing,
(X)HTML generation etc). [1998-now]
- Developed an integrated software package facilitating foreign
language learning. The package contained a
UNIX
Shell script, a Perl script and a C
program. [1992-1995]
- Designed and implemented in
C++ an interactive tool
for John Horton Conway's evolution simulation game ``life'',
and games Mastermind and Battleship. [1994-1995]
[download]
- Developed a transliteration/encoding program for Internet
e-mail transmission (implemented in
C).
Originally designed for Cyrillic, it can be used for any
non-ASCII character set. [1994-now]
[download]
- Designed and implemented in
C a command line
interface to a database created by a Lisp package.
This involved heavy string parsing and optimization. [1995-1997]
[download]
- Developed a command line
HTTP interface, and, based
on it, a system for querying servers for stock quotes, keeping
the history and graphing it using third party software via
IPC. Implemented in C,
Perl, Java (with a GUI) and
Common Lisp. [1995-now]
[download]
- Designed and implemented in
Java a GUI for
interactive map creation via the WWW. [1997]
[download]
- Designed and implemented in
Java a simple
IMAP command-line client for automatic folder
compression and/or mail retrieval. [1999-2000]
[download]
Publications:
- Semion Shteingold, ``Smoothness of Generalized Solutions of
Boundary Value Problem for Functional-Differential Equations'',
Uspehi Mat. Nauk - (in Russian), 46 (1991), no. 3(279), 203-204.
- Semion Shteingold, ``One Solution
of the Pentagon Problem'',
J. of Math. Behavior, 13 (1994), 299-302.
- Semion Shteingold, ``Volume
comparison for Alexandrov spaces'',
Indiana U. Math. J., 43 (1994), no. 4, 1349-1357.
- Semion Shteingold, ``Covering
Radii and Paving Diameters of Alexandrov Spaces'',
J. of Geometric Analysis, 8 (1999), no. 4, 613-627.
- Peter Petersen, Semion Shteingold, Guofang Wei, ``Comparison
Geometry with Integral Curvature Bounds'',
GAFA 7 (1997) 1011-1030.
- Gregory Piatetsky-Shapiro, Samuel Steingold
``Measuring Lift Quality in
Database Marketing'',
SIGKDD
Explorations, Vol. 2:2, (2000), 81-86
- Samuel Steingold, Richard Wherry, Gregory Piatetsky-Shapiro
``Measuring Real-Time Predictive Models''
[full text: PostScript,
PDF]
[poster: PostScript,
PDF]
ICDM2001
- J.V. White, G. Colby, S. Steingold. ``Threat-Detection Performance
On Wet-Run Data.'' EAGLE miniTIE workshop, August 2, 2004.
- J.V. White, S. Steingold, C. Fournelle. ``Performance
Metrics for Group-Detection Algorithms''
(pdf)
Presented at Interface
2004, Baltimore, MD, May 29, 2004.
- S. Steingold, C. Fournelle, J.V. White.
``Clustering and Threat Detection''.
Presented at 2005 AAAI Spring
Symposium on AI Technologies for Homeland Security, Stanford
University, March, 2005.
Conferences attended:
- Micro Program in Riemannian Geometry; Fields Institute for
Research in Mathematical Sciences; August 1993.
- Workshop on Comparison Geometry; Mathematical Sciences
Research Institute; October 1993.
- 4th Southern California Geometric Analysis Seminar; UC
Irvine; February 1995.
- GeomFest 1995; SUNY Stony Brook; April 1995.
- Summer School on Geometry and Physics; Odense University;
Denmark; July 1995.
- Mathematics and Finance Conference, Institute for Advanced
Studies, Princeton, NJ; September 1997.
- M99 -
SAS conference on Data Mining Methods;
Cary, North Carolina; September 1999.
- KDD-2000 - the
6th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;
Boston, MA; August 2000.
- BioITWorld - the 1st
Information Technology for Life Sciences Conference;
Boston, MA; March 2002.
- Spam Conference,
MIT, Cambridge, MA; January 2003
- BioITWorld - the 2nd
Information Technology for Life Sciences Conference;
Boston, MA; March 2003.
- KDD-2003 - the
9th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;
Washington, DC; August 2003.
- KDD-2004 - the
10th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;
Seattle, WA; August 2004.
- BioITWorld - the 4th
Information Technology for Life Sciences Conference;
Boston, MA; April 2005.
- KDD-2005 - the
11th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;
Chicago, IL; August 2005.
Invited Addresses: