Biography
Walter Sun
One Microsoft Way
Microsoft Corporation
Redmond, WA 98052
E-mail: waltsun@mit.edu
Walter Sun received a Bach. of Elec. Eng. degree from the Georgia Institute of
Technology in Atlanta, GA in June 1995. He received a Sc.M. degree
under a DOD fellowship in
February 1997 at the
Massachusetts Institute of Technology in the Speech Communication Group within the
Research
Lab of Electronics. After a leave of absence to work in
industry, he returned Sept 2002 to complete a
Ph.D. degree in Elec. Eng. at M.I.T. as a research assistant in the
Stochastic Systems Group within the Laboratory for
Information and Decision Systems. For the 2004-2005 school year,
he organized the SSG
Seminars, which occur weekly on Wednesday afternoons during the term.
Walter graduated with a PhD the summer of 2005. His thesis was on learning the dynamics of deformable objects and recurisve boundary estimation using curve evolution methods. Separate from his PhD research, he also worked independently on work in quantitative finance. Walter now works for Microsoft Corporation.
Papers
W. Sun, A. Fan, L. Chen, T. Schouwenaars, M. Albota: "Using Dynamic Programming to Optimally Rebalance Portfolios," To be published in The Journal of Trading, Spr 2006.
W. Sun, M. Cetin, W. C. Thacker, T. M. Chin, A. S. Willsky:
"Variational Approaches on Discontinuity Localization and Field Estimation
in Sea Surface Temperature
and Soil Moisture,"
IEEE Transactions on Geoscience and Remote Sensing, 44(2): 336-350, Feb 2006.
(reprint made available with permission from IEEE)
W. Sun, A. Fan, L. Chen, T. Schouwenaars, M. Albota: "Optimal Rebalancing for Institutional Portfolios," Journal of Portfolio Management, 32(2): 33-43, Winter 2006.
W. Sun, M. Cetin, R. Chan, V. Reddy, G. Holmvang, V. Chandar, A. Willsky,
"Segmenting and Tracking the Left Ventricle by Learning the Dynamics
in Cardiac Images," In Information Processing in Medical
Imaging 2005, Glenwood Springs, CO.
W. Sun, M. Cetin, R. Chan, V. Reddy, G. Holmvang, V. Chandar, A. Willsky,
"Segmenting and Tracking the Left Ventricle by Learning the Dynamics
in Cardiac Images," MIT Technical Report 2642, Feb 2005 (extended version
of paper accepted in IPMI 2005).
W. Sun, A. Fan, L. Chen, T. Schouwenaars, M. A. Albota:
Optimal Rebalancing Strategy for Institutional Portfolios, MIT Working Paper, December 2004. Available on Social Science Research Network (www.ssrn.com).
W. Sun, M. Cetin, W. C. Thacker, T. M. Chin, A. S. Willsky: "Localization of Oceanic
Fronts and Feature Boundaries Using a Variational Technique," Eos Trans. AGU, 84(46),
Fall Meet. Suppl., Abstract NG11A-0174, San Francisco, CA, 2003. [Outstanding Student
Paper Award]
W. Sun: Relationship between Trading Volume and Security Prices and Returns, MIT LIDS Technical Report 2638 (Feb 2003 Area Exam). Committee: Sanjoy Mitter, Mike Perrott, John Fisher.
W. Sun: "Analysis and Interpretation of Glide Characteristics in Pursuit of an
Algorithm for Recognition," Master's Thesis (Advisor Kenneth N. Stevens), Feb 1997.
T.K. Gaylord, Elias N. Glytsis, P.D. Maker, R.E. Muller, W. Sun, D.W. Wilson: "Simulated
Performance of Diffractive Optical Elements Using a Helmholtz Equation
Solver," Optical Society of America Annual Meeting Program, p. 91, 1995.
Invited Talks
Quantitative Work Alliance for Applied Finance, Education, and Wisdom
Meeting, Optimal Rebalancing Strategy, Boston, MA, April 12, 2005.
Miscellaneous
Outstanding Student Paper Award, AGU Fall Meeting, December 2003.
Passed PhD Qualifying Exam (MIT), December 1996
Passed Society of Actuaries Exam 110 and 135, Nov 1996
Passed Engineer-in-Training Exam, Spring 1994
Passed PhD Qualifying Exam (Georgia Tech), April 1994
Passed Society of Actuaries Exam 100 (Awarded 2nd Prize), Nov 1993
GRE Engineering Subject Exam 980/990 (99%).
GRE Math Subject Exam 990/990.
GRE General Math 800/800, Analytical 800/800.
Last modified: Apr 2006.
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