Rodrigo Rojas
Cesar A. Fernández
Currently:
PhD Student
Computer Science Department
Universidad Santa María
Contact:
Phone: +56 8 4366295
Email:
cfernandez [at] usm.cl
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Biography

I'm PhD student in Computer Science on models and quantitative methods. I have worked in the design and develop the parallel algorithms applied to diverse scientific areas.
High Performance Computing (HPC) has cautivated my interesting from 2006. I have worked in Parallel Algorithms from Msc Thesis where I developed a parallel partitioning algorithm for the Travelling Salesman Problem (TSP). Additionally, I worked parallel algorithms on grid environments in Italy, thanks to EPIKH proyect (2010).
Now, I'm working on High Frequency Trading (HFT). My Pdh thesis focused on the forecasting of Finantial Time Series, where the amount of data to processing is huge.  The developing efficient and scalable algorithms  as a fusion of the diverse areas (economy theory, technical and fundamental Analysis, machine learning and wavelet analysis) is an interesting challenge.

Education

  • Bachelor of Computer Science (UNAB)
  • Computer Engineer (UNAB)
  • M.Sc Logistic and Operation Research (UNAB)
  • PhD Computer Science Student (USM).

Honors and Awards

  • UNAB Financial help 2001-2003
  • UNAB Msc Scholarship (2006)
  • USM-DGIP PhD Scholarship and Finantial help (2007-2010)
  • Secondement on GridComputing supported by Exchange Programme to Advance e-Infrastructure Know-How (EPIKH)
  • National Institute of Nuclear Physics, Italy, (2010),
  • Mecesup Scholarship for Ending Phd Thesis (2011-2012).

Reserach Interest

  • Parallel Computing
  • Grid Computing
  • High Frequency Trading
  • Financial Time Series Analysis
  • Clustering Analysis
  • Wavelet Analysis
  • Neural Networks.

Publications

  • Hernandez, G., C. Fernandez, R. Leon, L. Salinas, “Visualizations of a n-ary Fragmentation Process with Neighborhood Interaction”, Proceedings ICCMSE 2007 International Conference of Computational Methods in Sciences and Engineering, American Institute of Physics, Volume 963, Issue 2, pp. 1220-1223, December  2007.
  • Cesar Fernández, Carlos Valle, Francisco Saravia, Héctor Allende, “Impact Assessment on the Parallel Performance of Node-Core Combinations in a Multicore Cluster Environment: A Case of Study”, Proceedings of HPC 2010 High-Performance Computing Symposium, ISSN: 1851-9326, pp, 3363-3378, 2010.
  • Carlos Valle, Francisco Saravia, Héctor Allende, Raul Monge, Cesar Fernández, “Parallel Approach for Ensemble Learning with Locally Coupled Neural Networks”, Neural Processing Letters, Volume  32, Issue 2, pp. 277-291, 2011.
  • Cesar Fernández, Carlos Valle, Francisco Saravia, Héctor Allende, “Behavior analysis of neural network ensemble algorithm on a virtual machine cluster”, Neural Computing and Applications to appear 2011.
  • Cesar Fernández, “A parallel approach for applegate-cook algorithm using OpenMP”, in: Proceedings of Latin American Conference on High Performance Computing, pp. 215–221.

Teaching

  • Professor “IWI131: Programación de Computadores”, 2010.
  • Research Assistance in proyect  FONDECYT Nº 1050808: "Dynamical Behavior of Complex Locally Interacting Systems” Reseacher: Dr. Gonzalo Hernández Oliva (2005-2008).
  • Research Assistant in Proyect:  FB/15LS/10 supported by proyect Basal FB0821.

Personal Interests:

  • Parallel algorithms and Performance Analysis
  • OpenMP,Pthreads,Threading Building Blocks and MPI
  • Mountain Bike (Cross Country)
  • Synthesizers and Samplers.