Frans Coetzee's Home Page

BIOGRAPHY

Professional Interests

Algorithmic Trading in Futures (Energy and Commodities) and Credit Markets (obviously, all this work is proprietary, so no publications are available)

Academic Research Interests

Pattern Recognition, Time Series Prediction and Adaptive Filtering, Web Analysis, Nonlinear Global and Exhaustive Optimization.

Education

Ph.D.	Electrical and Computer Engineering, Carnegie Mellon University Pittsburgh, Pennsylvania, May 1995.
	Homotopy Approaches for the Analysis and Solution of Neural Network and Other Nonlinear Systems of Equations.
M.S.	Electrical and Computer Engineering, Carnegie Mellon University Pittsburgh, Pennsylvania, May 1991.
	Focusing and Collimating Laser Diodes and Laser Diode Arrays Using Computer Generated Holograms.
B. Ing. Cum Laude	Electrical and Electronic Engineering, Rand Afrikaans University Johannesburg, South Africa, December 1988.
	Thesis: Data Compression of Digital Images (Best paper award across all universities from the SAIEE).

Positions

3/16-present	Cubist Systematic Strategies, LLC
	Portfolio Manager
11/04-2/16	D.E. Shaw & Co. New York, NY
	Senior Vice President / Quantitative Analyst on Proprietary Trading Staff (Energy, Commodities)
5/00-8/03	GenuOne Inc and Certus International S.A./Inc. Boston, MA & Princeton, NJ
	Chief Technology Officer, Board Member, Co-founder of Certus, acquired by GenuOne, acquired by OPSEC Security
10/99-5/00	NEC Research Institute, Inc. Princeton, NJ
	Computer Science Division, Scientist
7/95-9/99	Siemens Corporate Research, Inc. Princeton, NJ
	Adaptive Information and Signal Processing Department , Image Processing Department
	Member of Technical Staff, and Project Manager

Major Academic Research Projects

Network Systems: Web based digital authentication systems (cryptography, triangulation). Distributed tracing system for covert tracking of physical products
Web: Focused crawlers, query modification and data extraction
Image Processing: License plate detection, background adaptation and state modeling. Transform/linear prediction coding.
Biomedical Signal Processing: Noise resistant pulse oximetry and non-invasive blood pressure measurement.
Signal Processing: Radar content classification, CFAR analyses. Constructive homotopy methods for nonlinear system training, including neural networks.
Optics: Computer generated phase holography.

Service

Associate editor for IEEE Transactions on Signal Processing (1997,1998), as well as referee for many Signal Processing and Machine Learning conferences.