I just wanted to let everyone know about the great news! I am officially a published author. My article in Elsevier Neural Networks was accepted and published for this upcoming September edition. Professor Wang and I survey advances in deep reinforcement learning as they are applied in cyber-physical systems. I am excited for this because hopefully it further informs my dissertation work as I am hoping to use deep reinforcement learning to solve one of the problems I am working on.
I have passed my qualifying exam! I am now “everything but dissertation.” Theoretically I am not taking anymore classes, and I have formed my dissertation committee. I am excited to work with my committee to write a dissertation!
Take a look at my qualifying exam in the projects page (or at this link). I had to briefly survey compression techniques for neural networks.
Also available in the projects page (or at this link) is my Master’s thesis from 2020. I thought it was about time I add that to my webpage.
Announcement – Socrates
We have a new family member to introduce! Here is Socrates! We adopted him when he was a mere 6 months old. I have never met a cat so quick to love and cuddle. He will not go anywhere without me or fiancé. We thought we would overcome the trope of calling a tuxedo cat “Sox” by calling him Socrates. Of course, we still call him sox for short (Other nicknames are acceptable: So-Crates, socs, sahcz, etc).
Bitcoin Hits New Low
I wanted to give a brief update on Bitcoin. I had been very interested in bitcoin during the first big price surge in 2017. You may remember I was trying to get an automated trading platform off the ground around that time; luckily for me I did not finish the platform before Bitcoin’s value dipped. I have not looked back. Over the years my opinion on Bitcoin has changed sharply. I believe it to be a fraud perpetrated against retail investors. We see time and time again massive hacks against exchanges that have left many investors broke. It is a bummer that I never got any money out of this craze, but I also never lost money, and that puts me wildly ahead of average. Perhaps in moments like these we should fall back on that old adage: if it is too good to be true – it isn’t.
I think blockchain is an interesting idea and I am excited for future technologies that incorporate blockchain into designs. However, at least in its current state I do not see it creating the “first ever decentralized stable currency.” Maybe someday, but not today in its current iteration.
Database – Video Demo
Here is my final project demo from my database management systems course – CS5200 at Northeastern University!
In this video demo you will see the conceptual and logical schema designs for the database I designed. In the second half of the video are examples of the database’s user application functionality. For more information on the database design process, or the research project that this database is at the center of go check out the projects page!
Announcement – Juno
I know a lot of the comments on my website have been clamoring for more cat pics, well, here you go! Juno is in the house!
And good news! She made a friend – Willow!
Back to School
The year was 2016. I never imagined myself returning to Northeastern when I took this photo with my younger brother and the love of my life. After acquiring a full-time position at L3 Technologies where I had been an intern for some years prior, I was able to branch out into airport security consultation work in 2018. It was consulting for ALERT on Northeastern University’s campus where I was offered the chance to return to school and obtain an M.S. in Computer Engineering concentrating in computer vision, machine learning, and algorithms. This summer I will be graduating with that master’s degree.
Expect more updates to come as clean up my website!
Entomology’s Influence on A.I.
I found a paper I wrote from college about the influence of insects on the artificial intelligence field. I started with this topic not knowing how fascinating these developments were – I hope you enjoy them too!
An Object in Motion Will Stay in Motion
As we watch with excitement the price of bitcoin tumble up and down I wanted to give an update on the cryptocurrency trading platform that I have been developing. I know, I know, there’s a lot of comments I haven’t responded to as of yet from the last couple weeks, but there’s been some breakthroughs on the platform I wanted to tell everyone about. Let me know what you think about the update, and as always thanks for reading.
After roughly the last three weeks of work the platform itself has reached a stable point in development. What we’re working with is an engine that can reliably look up the value of bitcoin on a loop, or be passed bitcoin values in a simulation using the past month of actual market data. In both of these cases selling and buying decisions are made according to an algorithm defined by the user and imported into the engine.
As development continues the scripts will create a graph to track the progress of different user defined algorithms. Currently the algorithm that performs the best over the amount of data we have involves the implementation of a slow stochastic oscillator. The slow stochastic oscillator method of investment and trading was developed by Dr. George Lane in the 1950s. The oscillator involves the tracking of two variables, referred to as %K, and %D.
In this case, %D is a moving average of the past three periods of %K. Where %K indicates the momentum of a commodity’s current value. To quote George Lane, who sums it up nicely, “Stochastics measures the momentum of price. If you visualize a rocket going up in the air – before it can turn down, it must slow down. Momentum always changes direction before price.” By this rule we can say when %K rises above the trend being observed in %D, one can predict a rise in the commodity’s value.
This with minor changes represents my user defined algorithm. Where the output graphs from a recent simulation can be seen below.
The red shaded areas on the graph represent periods where the user defined algorithm would have pulled the money out of the bitcoin market. The green shaded regions represent periods where the user defined algorithm would have bought into the bitcoin market. Note the relationship to the overlaid slow stochastic oscillator. At first this graph may look complicated, but the graphing library I use – plotly – allows for zooming in that scales the graph accordingly.
This second graph shows a rather profitable moment during the simulation. Thanks to plotly, when we zoom in on important moments in the simulation we’re provided a clear picture of what trends are being observed in the market and what the algorithm does in response.
All in all this approach is in some cases matching the growth of the market. As one might be able to tell from the graph the oscillator data isn’t very dense as its period is nearly twelve hours. Future work will involve decreasing that period to give the algorithm a better chance to respond quickly to emerging market trends. There’s a lot of work to go! Stay tuned for more updates!
Bitcoin Hits New High
Great news for bitcoin and cryptocurrencies. One of the projects that I am working on currently and want to bring some attention to is a bit of a spin off from my consultation work I did on an equity trading platform. I am working on retooling it to work for various cryptocoins. As of right now we have a great engine for conducting trades within a real time market or a simulated market using actual bitcoin price data to track performance gains for any investment kept. Currently the focus of my work has been on simulating different algorithms and tracking their performance. In this phase I will begin a fine tuning process for various attributes of these algorithms to further maximize their returns on investment. For some algorithms this is as simple as running a steepest ascent algorithm against the parameters used for decision making in the state machine. You can check out the work done so far in the projects section of the blog. More to come, stay tuned.
News source from CNBC.
Bitcoin price smashes through $6,300 to hit another record high
Bitcoin broke through the $6,300 mark for the first time late on Sunday to hit a new record high. The price of the cryptocurrency hit $6,306.58 just 10 days after first breaching the $6,300 handle. Investors appear to be shrugging off some of the negative news in the bitcoin world.