I am interested in Machine Learning and Applied Statistics together with proper use of domain knowledge. My list of academic publications shows how I grew from developing Stochastic Neural Network as a “general machine learning methodology” to solving various real prediction problems in Pediatrics, Pharmacokinetics and Pharmcodynamics, Basel II risk evaluation, Financial Options Pricing by incorporating knowledge from specific domains.
I recently finished a book on quantitative trading with my collaborators in USA and published a paper that proposed an efficient estimation scheme for preferential attachment random graphs with zero degree nodes. Please see my academic publications for more information.