About Me

I am a Ph.D. Candidate at the Department of Industrial and Operations Engineering at the University of Michigan. My research focuses on the development of treatment planning for radiation therapy, in particular, I have worked in the development of algorithms applied to IMRT, VMAT and tomotherapy. I am interested in large-scale optimization, modeling, algorithms and computational optimization. My advisor is Professor Marina Epelman. Previously I also worked in the field of optimization and statistical analysis at Financial institutions.

    Awards
  • Rackham Merit Fellowship

Education

PhD

University of Michigan

Radiation Therapy Planning and Large-Scale Optimization

Master of Science

Courant Institute NYU

MSc. in Scientific Computing. Focused on Large Scale Optimization of Non-Smooth Problems

Master of Arts

Columbia University - NYC

MA in Mathematical Finance. Focused on pricing of exotic derivative instruments and Optimization

Bachelor of Science

Universidad de los Andes - Bog.

B.Sc. in Pure Mathematics. Focused on measure theory and Information Geometry.

Research

Research themes:
VMAT: Currently working on Volume Modulated Arc Therapy Methodologies.
TOMOTHERAPY: Working on precise algorightms for this helical device
L-BFGS-B-NS: My Master's thesis at NYU dealing with non-smooth high dimentional optimization
Computational Tools of Choice:

PYTHON: My tool of choice for glueing everything together
FORTRAN: My favorite tool when I need something running fast.
OCAML: My choice for functional programming.

Work Experience

Quant - Statistics

Bloomberg

I was part of the BVAL team, our focus was the pricing of illiquid fixed income instruments under imperfect information

Quant - Optimizations

ING Asset Management

I worked a few years as a Quant Analyst in Equity Research and was finally promoted to Assistant Vice President at the Multi-Asset Strateties and Solutions team

Link to My GitHub code -> GitHub And video samples Below

  • All Available Samples
  • Procedural Stuff
  • GPU GLSL/GLUT
  • Animations

Contact

1205 Beal Ave, Ann Arbor
MI, 48109-2117, USA

Office Phone: (734) 936-0715

Fax: (734) 764-3451

E-mail : wilmer.henao@umich.edu