Amir AtiyaAmir Atiya

amir@work.caltech.edu

Visiting Associate
Member of the Learning Systems Group

Ph.D. California Institute of Technology

Was born in Cairo, Egypt. He received his B.S. degree in 1982 from Cairo University (Egypt), and the M.S. and Ph.D. degrees in 1986 and 1991 from Caltech, Pasadena, CA, all in electrical engineering. He held positions in academia, as well as several positions in financial firms. Since 1997 he has been a Visiting Associate at Caltech. In addition, he held the position of a Research Scientist at Simplex Risk Management, Hong Kong, from January 1998 to January 2000.

He has been active in research in several fields. He received the Egyptian State Prize for Best Research in Science and Engineering, in 1994. He also received the Young Investigator Award from the International Neural Network Society in 1996. Currently, he is an Associate Editor for IEEE Transactions Neural Networks. He is guest editor of the forthcoming issue of IEEE Transactions Neural Networks on Neural Networks in Financial Engineering.

Research Interests


  • Statistical learning theory.
  • Neural networks.
  • Computational finance.
  • Trading system design.
  • Pattern recognition.
  • Theory of forecasting.
  • Data compression.
  • Stochastic processes.
  • Monte Carlo methods.

    Publications

    Address: Amir Atiya, Caltech 136-93, Pasadena, CA 91125, USA.