Dr. Michael Lysiansky

Financial derivatives pricing in FX, IR, equity and commodity markets with end-to-end development (from problem formulation to production). Vanilla and exotic options pricing. Extremely short expiry options pricingProcessing of financial time series. Realised volatility estimation and volatility surface construction using machine learning. Medical computer vision. Echocardiography video analysis. Tracking of myocardial motion. Tracking analysis using motion modelling.

Financial derivatives pricing in FX, IR, equity and commodity markets. Problem formulation, algorithm development, implementation in C++, testing and integration. Monte-Carlo simulations. Market data processing. Support for existing products.

graduate course "Advanced Methods of Ultrasound in Medicine" graduate course "Biomedical Engineering Project"

Research assistant at prof. Adam's laboratory at the Bio-medical engineering faculty.

Algorithm development in medical ultrasound imaging. Speckle tracking. Numerical differential geometry.

Designing of optical fiber with special properties. Developing original numerical methods for design. Control over production of optical fiber following specific features of production technologies. Contact with manufacturers. Contacting the marketing department. Analysis of customer demands.

Improving the quality of ultrasound imaging using numerical solutions of inverse scattering problems. Analysis of ultrasound video clips. Tissue motion tracking. Estimation of motion parameters using numerical geometry methods.

Studied towards Ph.D.