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Kenneth Hsu Curriculum Vitae

Kenneth Hsu Curriculum Vitae

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August 1999 - May 2003Chancellor’s ScholarshipA merit-based scholarship awarded by the University of California Berkeley “inrecognition of high academic achievement and demonstration of outstandingpromise.”EmploymentAugust 2003 - PresentJune 2006 - August 2006June 2005 - July 2005Graduate Student Researcher, University of California at BerkeleyMy research here includes the development and analysis of techniques forthe identification and modeling of complex nonlinear systems. Studies includealgorithms, investigation of robustness properties, convergence analysis,experiment design, and computational details for both parametric andnonparametric methods, including classical curve fitting problems. Otherresearch endeavors include identification of hybrid systems, distributed estimationproblems, and control and estimation over wireless sensor networks.Intern, Peloton Partners LLP, LondonPeloton Partners LLP is a global multi-strategy hedge fund based in London.My research concerned the development of mathematical methods fora data-driven assessment of the fund’s overall positions in the market. Morespecifically, these methods addressed issues such as risk allocation, portfoliodiversification, and fund replication, from a point of view obtained solelyfrom time series data. Developed software using R, Python, MySQL, andBloomberg to collect data, perform analysis, and generate reports on a dailybasis. Worked closely with others in a small team environment.Visiting Scholar, Politecnico di Torino, ItalyCollaborated with scholars at Politecnico di Torino and discussed future directionsof research in nonlinear system identification. This collaboration ledto joint work on virtual sensor design and new results in classical curve fittingproblems.Research Summary2003 - Present System Identification, Control and Estimation over NetworksMy research here includes the development and analysis of techniques forthe identification and modeling of complex nonlinear systems. Studies includealgorithms, investigation of robustness properties, convergence analysis,experiment design, and computational details for both parametric andnonparametric methods, including classical curve fitting problems. Otherresearch endeavors include identification of hybrid systems, distributed estimationproblems, and control and estimation over wireless sensor networks.2003 - 2004 Software Enabled ControlTook part in the development and implementation of a receding horizoncontrol application programming interface for simulation and live flight testof an unmanned T-33 aircraft (DARPA Software Enabled Control Program).The project was a large-scale collaborative effort towards integrating advancesin the control of unmanned aerial vehicles.2

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