Contact
- Email:marcus@cuda.org
- Skype:marcus.cuda
- Profile:http://zerp.ly/cuda
Biography
I’m a software developer specializing in creating custom data analysis solutions. I primarily program in F# and C#, and have experience with C/C++, Java, SAS, STATA, and numerous numerical and statistical packages.
I've worked as a scientific computing specialist at Koç University; as an information systems analyst at the Federal Reserve Board; and as a senior software developer at Evincible.
Experience
Independant Consulting
Sr. Software Developer
* Created numerous data generating, management, and analysis programs using C#, F# C++, and SAS.
* Extended the Math.NET Numerics open source project.
* Ported and optimized a Matlab dynamic pricing program that took days to run to C++ that completes in 15 minutes.
* Ported an optimization and simulation program that used Matlab, GAMS, and an Excel Macro to an Excel add-in using C++.
* Created an application that generates and estimates near-VAR models. The application was used in a Journal of Money, Credit, and Banking article.
* and much more...
* Extended the Math.NET Numerics open source project.
* Ported and optimized a Matlab dynamic pricing program that took days to run to C++ that completes in 15 minutes.
* Ported an optimization and simulation program that used Matlab, GAMS, and an Excel Macro to an Excel add-in using C++.
* Created an application that generates and estimates near-VAR models. The application was used in a Journal of Money, Credit, and Banking article.
* and much more...
Dates:
Mar. 2005 - Present
Koç University
Scientific Computing Support Specialist
• Setup and maintained the university's high performance computing clusters.
• Provided scientific computing support to faculty and graduate students.
• Provided scientific computing support to faculty and graduate students.
Federal Reserve Board
Information System Analyst
• Supported economists and research assistants on computing issues related to current analysis, forecasting, and research.
• Maintained and improved applications/scripts used to generate economic forecasts.
• Wrote an object oriented Java interface around the FAME C-API, which was similar to TimeIQ.
• Wrote a MPI-based C++ program to estimate stochastic volatility, jump-diffusion models on a Beowulf cluster.
• Created a FAME interface to allow users to read and write MS Excel worksheets directly from FAME.
• Much more....
• Maintained and improved applications/scripts used to generate economic forecasts.
• Wrote an object oriented Java interface around the FAME C-API, which was similar to TimeIQ.
• Wrote a MPI-based C++ program to estimate stochastic volatility, jump-diffusion models on a Beowulf cluster.
• Created a FAME interface to allow users to read and write MS Excel worksheets directly from FAME.
• Much more....
Dates:
May. 2002 - Feb. 2005
Location:
Washington, DC
Evincible
Senior Software Developer
• Wrote a Java client API for a non-repudiation system, Evincible Ink, which is based on partial signing of XML documents using PKI certificates, and wrote a Java Applet that allows JavaScript clients to use client API.
• Led a team of three developers in design and creation of the Evincible Privacy product, which is partial XML encryption product consisting of client API, Key Distribution Server with a SOAP interface, authentication API, and authorization API.
• Led a team of three developers in design and creation of the Evincible Privacy product, which is partial XML encryption product consisting of client API, Key Distribution Server with a SOAP interface, authentication API, and authorization API.
Dates:
Jun. 2000 - May. 2002
Location:
Chantilly, CA
Social Sciense Data Service
Programmer / Analyst
• Assisted faculty and graduate students with data manipulation and statistical programming projects using SAS, SPSS, STATA, C++, E-Views, Excel, Java, and other software.
• Facilitated students’ ability to select, manipulate, and analyze data by creating a DHTML interface to SAS, which is used to teach statistical methods to undergraduate students without proficiency in SAS.
• Allowed users to query library holdings of Institute of Government Affairs by developing and implementing web page using Perl and MySQL.
• Much more...
• Facilitated students’ ability to select, manipulate, and analyze data by creating a DHTML interface to SAS, which is used to teach statistical methods to undergraduate students without proficiency in SAS.
• Allowed users to query library holdings of Institute of Government Affairs by developing and implementing web page using Perl and MySQL.
• Much more...
Dates:
1996 - 1999
Location:
Davis, CA
Education
University of California, Davis
Economics, M.A.
Fields:
Economics
California State University-San Bernardino
Economics, B.A.
Fields:
Economics