• Projects

    Ongoing

    Econophysics: understanding extreme events in equities returns distributions.
    Computational linguistics: studying the evolution of culture through terabytes of natural language.
    Finance and markets: how can we detect manipulation that destabilizes the market?

    Complex systems and machine learning

    Vulnerability analysis of high-dimensional systems. With Y. Bar-Yam. Poster. 8th International Conference on Complex Systems (ICCS). June 2011.

    We developed a pipeline for processing large volumes of high-dimensional data in realtime to anticipate failure in a networked system. We took around 10 TB of data from the Internet2 Observatory and extracted from it a dynamic measure of systemic instability using Kernel PCA and KNN.

    12th International Symposium on Stabilization, Safety, and Security of Distributed Systems.Vulnerability analysis of high-dimensional complex systems. 23 September, 2010; New York, NY.

    Vulnerability analysis of complex systems. With D. Harmon, Y. Bar-Yam. S. Dolev, et. al (eds). SSS 2010, Lecture Notes in Computer Science 6366, 560-572. Springer, Heidelberg (2010). (mirror)

    We study the mechanism by which networked systems like the Internet and Internet2 re-wire and adapt in situations of extreme load. The self-stabilizing properties of systems like these can be used to anticipate and prevent failures.

    Markets and financial regulation

    Evidence of market manipulation in the financial crisis. With M. Lagi and Y. Bar-Yam.

    This work was covered by BoingBoing, PhysOrg, ScienceNews, Technology Review, ZeroHedge, Naked Capitalism, and others.

    Why the stock market crashed: market instability and financial regulations.  With Y. Bar-Yam. Presentation. 8th International Conference on Complex Systems (ICCS). June 2011

    The period leading up to the 2008 financial crisis saw an increase in equities co-movement. We constructed a network of the 500 largest American companies to demonstrate how the clustering of American companies shows the effect of the real-estate collapse on the market as a whole. We identify key pieces of legislation—the Glass-Steagall act and the Uptick Rule—that may have been essential to market stability, the repeal of which precipitated the financial crisis.

    Evidence of a Bear Raid on Citigroup.  With D. Harmon, Y. Bar-Yam.  Presented to the SEC in May 2010.

    We presented evidence to the SEC, based on proprietary securities lending data, that Citigroup’s stock experienced a bear raid not long before the DJIA bottomed out in 2008.

    Regulation of short selling: the Uptick Rule and market stability. With D. Harmon, Y. Bar-Yam, J. Ornstein. Presented to the SEC on 22 Feb 2010. (mirror)(citeseer)

    We presented to the SEC our evidence that they seriously botched up the pilot study based on which they repealed the Uptick Rule. They made a completely rudimentary mistake in the analysis and confused economic significance with statistical significance. The results of their miscalculation may have directly exacerbated the severity of the financial crisis.

    Data visualization and human-computer interaction

    Patent pending: Method and apparatus for dynamic information visualization. With D. Harmon, M. Lagi, K. Virdee, Y. Bar-Yam.

    We developed a method for visualizing networked data on touch-screen devices. We also released an iOS app based on it: iPhone app and Wired magazine article

    Black hole physics and cosmology

    Rational orbits around charged black holes. With J. Levin. Physical Review D, September 2010. (arXiv)

    Gravitational wave observatories like LIGO rely on a signal processing technique called matched filtering to detect signals in extremely noisy detector output. Developing the template signal for a matched filter is a highly computationally intensive process. We developed a taxonomy for greatly simplifying the development of template signals for a specific type of black hole, the Reissner–Nordström black hole.

    Attitude control system calibration in EBEX. With the Miller Group. June 2007.

    EBEX is a balloon-borne polarimeter experiment for taking readings of the Cosmic Microwave Background. I contributed to the gondola’s Attitude Control System, which talks to a satellite and its own sensors and records the system’s orientation and position.

    International relations

    A letter to Niall Ferguson in response to an article he wrote for Foreign Affairs.

    Writing

    Voyagers – Columbia Daily Spectator, April 2009
    Before you go – Columbia Daily Spectator, April 2009
    The genomic atheneum – Columbia Daily Spectator, March 2009
    Inching toward alchemy – Columbia Daily Spectator, March 2009
    Bachelor of medicine – Columbia Daily Spectator, February 2009
    How I learned to stop worrying and love the LHC – Columbia Daily Spectator, February 2009
    More than lip service – Columbia Daily Spectator, February 2009
    Giving a soft spoken faith a louder voice – Columbia Daily Spectator, January 2008
    Presidential foreign policy guide – Columbia Daily Spectator, November 2007

    Other things

    I’m a reviewer for Physics Letters A.

    If you want to send me something that only I can read, use my Public PGP key – ID:0x9d5b6635 (mirror)

    I have an Erdös Number of 4 and an infinite Bacon number. If you can help me change either, I’d like to hear about it. Co-authorship chains:

    My musical genealogy can be traced to J.S. Bach some 13 generations back (through Niels Ostbye). My current piano repertoire is a bunch of Chopin (mostly preludes, a couple nocturnes), some Bach (bits of WTCI) and some random Mozart and Rachmaninoff. If I still picked up a trumpet from time to time, I’d probably be able to play some Hindemith.

    Colophon

    The fonts used on this site are Quattrocento and Nobile. The subtitle is in trochaic tetrameter.