project

Finance related projects:

IP Phone & Project Finance Date: 4/1998 - 8/1998. IP Phone distribution and service project by Calmar Group. Project Finance is involved. Applying Dialogics DM3 board, VocalTec software and the Gateway Service from ITXC to build up IP phone network. Part: Project Manager and System Analyst.

Model Risk Analysis, part I. Date: 9/1998 - 8/1999. In OMEGA Project, INRIA, Sophia Antipolis.

Model Risk Analysis, part II. Date: 9/1999 - 8/2000. In OMEGA Project, INRIA, Sophia Antipolis.

The above two researches are supported by RiskLab, Zurich. RiskLab, Zurich (www.risklab.ch) is an inter-university research institute, concentrating on precompetitive, applied research in the general area of risk management for finance and insurance. The institute, founded in 1994, is presently co-sponsored by the ETHZ, the Credit Suisse Group, the Swiss Reinsurance Company and UBS AG.

NSF GRANT DMS 0306233, PI, Numerical Analysis of Stochastic Differential Systems with Applications in Finance, $106,998. Date: 2003-2006

Industry control and computer science related projects:

Temperature control device based on 8351&MDS55. Date: 5/1993 - 3/1994. OS: None. Hardware: 8351 & MDS55. Language: MASM.

Optimal control for Flexible Manufacturing System. Date: 5/1994 - 4/1995. OS: WINDOWS 3.X. Hardware: PC & Industry Control Computer. Language: BC++ & PLC.

Backward Process Neural Network Simulated by programs written in Borland C++3.0. Date: 5/1994 - 4/1995. OS: Windows3.x. Hardware: PC. Language: Borland C++3.1.

Web server design, Finance Online. Date: 10/1997. OS: Windows NT. Hardware: P2. Language: HTML, CGI based on VB, JDK 1.01, JavaScript.