Computational Science

Computational Science is a recent discipline that focuses on a specific scientific or engineering problem and draws from Computer Science and Mathematics to gain an improved understanding of the problem area. Typical problem areas are Computational Chemistry ( Drug Design ), Computational Biology ( Sequence Matching ) and Computational Finance ( Portfolio Optimization ).

In Drug Design, efficient database searching is effected through Steiner Tree heuristics on the graphs representing the complex organic molecules. Although the Steiner Tree problem is hard in the general case, molecular graphs exhibit a structure that can be exploited to design efficient algorithms.

Internet trading and the subsequent low commission rates have made the capital markets extremely efficient in that they have made viable a number of trading strategies, that were impractical prior to their onset. My research in Computational Finance is directed towards the twin goals of risk management and optimizing returns.

Publications