Duke Whang duke.whang@gmail.com http://people.cs.uchicago.edu/~whang/ Education UCLA Deparment of Economics Los Angeles, CA Ph.D. student. M.S. in Economics, GPA 3.8 UCLA/Anderson School of Management Los Angeles, CA M.S. in Management (specialization in Finance) 2005, GPA 3.7 University of Chicago Chicago, IL M.S. in Computer Science 1994, GPA 3.8 California Institute of Technology Pasadena, CA B.S. in Mathematics and B.S. in Economics, with honors 1992, GPA 3.7 Work Experience Barra Berkeley, CA Fixed Income Database Analyst 2000/10-2002/08 Allegiance Capital Huntington Beach, CA Programmer and System Administrator 1999/04-2000/09 University of Chicago Chicago, IL Lecturer (Scheme and Pascal) 1996-1997 California Institute of Technology Pasadena, CA Teaching Assistant (Calculust) 1991-1992 Research Duke Whang. Existence of Nontrivial Equilibria in an Intermediation Model with Search Costs. Unpublished manuscript. 2006 Duke Whang. Applications of Regime-switching Forecasts to Predictive Regressions of the Equity Premium. Unpublished manuscript. 2005 Lance Fortnow, Duke Whang. Optimality and Domination in Repeated Games with Bounded Players. Proceedings of the 26th Annual ACM Symposium on the Theory of Computing, pages 741-749. ACM, New York, 1994. Lance Fortnow, Stuart Kurtz, and Duke Whang. The Infinite Version of an Open Commmunication Complexity Problem is Independent of the Axioms of Set Theory. SIGACT News, 25:1:87-89, March 1994. Programming Languages (Current) R, Python (Previous) Matlab, Perl, SQL, Scheme, Pascal, Mathematica, Bash shell scripts Current Projects 1. Journal submission of the intermediation model paper 2. Analysis of TaQ (Trades and Quotes) data, with professor Bryan Ellickson. The TaQ database lists all public trades and quotes on American stocks (NYSE as well as some NASDAQ).