Ng Chu Ming (黄祖铭)

(NUS) B.Eng (Computer Eng) Hons.
(NUS) M.Sc in Computer Science (by Research)

   We have no history, but we have a rendezvous with destiny...

- Maj. Gen. William C. Lee (101^st Airborne)   

Chu-Ming is a Singaporean chinese and is currently Vice President, Core Strategist with the Analytic Strategies Group in JP Morgan Chase & Co. The Analytic Strategies Group is a quant developer group working in foreign exchange, commodities, emerging markets, and mortgages. The group covers the market making businesses, mainly on the derivatives side, though also in foreign exchange electronic market making and hedging algorithms. We build the trading and risk management platform Athena (see also Risk magazine on Athena ).

Prior to JPMorgan he was Associate Director with UBS Investment Bank where he was development lead for it's inhouse electronic trading and smart order routing system for equities trading based on UBS Pinpoint technology.

Before joining UBS he was Analytics / Pricing developer in Electronic Trading Technology with investment bank Merrill Lynch & Co. Inc. His work in Merrill spans the design and architecture of timeseries/bitemporal databases and also quantitative analytics using the vector processing language Q. Notable work done in Merrill include the proof of concept implementation of integrating Q with Nvidia's CUDA API, bringing 6-8x performance gains in analytics such as full day VWAP computation. He also worked on the design of multithreaded Java Analytics API for algo trading engines. In this area he introduced Google's MapReduce inspired distributed processing, improving full day VWAP for the entire US equities universe by 5x.

Before joining Merrill, he has experience in large scale software development during his tenure as Software Development Engineer with Autodesk Inc working on the Vault-Addin, which is part of the flagship AutoCAD drafting software. He received his Bachelor's degree in Computer Engineering (2^nd Upper Hons) and M.Sc. (by Research) in Computer Science from the National University of Singapore. During his masters degree, he also held position as Research Staff with the School of Computing working on algorithms and data structures for automatic design generation of architectural forms. See a demo video here, here for various features of the software suite. (New!)

Chu-Ming's broad interests include Computer Graphics and Visualization, Computational Geometry, as well as data structures and theoretical aspects of computer science. He is also interested in algorithmic problem solving (see my competitive programming page below) and competitive programming for ACM ICPC. Specific areas of interests and expertise include out-of-core terrain visualization, surface reconstruction, geometric algorithms, spatial data structures as well as automatic design generation of building forms. He is also experienced in large scale C++ software development, design patterns, OOAD from his experience working with the 25 years, 9 million lines code base of AutoCAD.

With his venture into the finance he now takes an active interest Analytics and Quantitative methods in finance. This curiosity was partly kindled by the story of Long Term Capital Management.

During his younger days, he took a passionate interest in the art and lore of Demo Coding.

His other interests outside of academia includes wushu, inline skating, bike tricks.

He is also into long distance running and successfully completed a full distance marathon in the Standard Chartered Singapore Marathon 2006

In his past life, he also served as a paratrooper with the 1st Commando Battalion, Singapore Armed Forces. 

Quick Links

• My Competitive Programming page 
  • Latest Updates
    
    • P812 Trade on Verweggistan (8 Aug 11)  New!
    • P545 Heads (12 Apr 11) 
    • P10199 Tourist Guide (27 May 10) 
    • P796 Critical Links (21 May 10)
    • P711 Dividing Up (13 May 10)
    • P712 S-Trees (11 May 10)
    • P708 Dreisam Equations (6 May 10)
    • P704 Color Hash (25 Nov 09)
    • P10181 15-Puzzle Problem (18 Nov 09)
    • P110 Meta-Loopless Sorts (23 Oct 09)
• My Demo Coding page, and Graphics in Assembler page New!
• My Q/KDB+ Financial Time Series page
• My C++/Design Patterns page
• My Java page
• My Python page  New!
• Important papers in Software Engineering
• The DemoScene : Wikipedia Hugi Scene.org Orange Juice Pouet.net
• Computer Graphics
  • Research Links
    Tim Rowley's CG Paper Index
    Ron Fedkiw's absolutely MindBlowing Fluid Simulations
  • Autodesk's Graphics Folks
    Jos Stam Academy Award Winner for Technical Achievement. See his Nice works on fluid and flows on surfaces of arbitrary topology
    Dong Xu Author of Siggraph Paper related to Poisson Mesh Editing
    Eric Haines Author of book "Real Time Rendering" and several siggraph publications. Kinda interesting knowing some guy in your company wrote the textbook that you were using back in graduate school. Yes, this doesn't only happen in Google =P
    Sam Black Previously from Pixar and now with Autodesk. He's got movie credits in A Bug's Life, Toy Story 2, Monsters, Inc., Finding Nemo, The Incredibles. Also game credits in NASCAR Racing, IndyCar Racing II, Road Rash,NASCAR Racing 2
  • Non-Academia
    The Arnold Renderer (Awesome global illumination)
• Computational Geometry
  Jeff Erickson's 3D Pancakes His theory page here
  Erik Demaine This guy is a G.E.N.U.I.S. The youngest professor ever to be on the faculty of MIT at age 20
  Herbert Edelsbrunner Grand supervisor (supervisor's supervisor) The only computer scientist to win the Alan Waterman award. I sure wish I can meet him one day!   

Publications

Talks 

• "Demos and Real-time Computer Graphics"
  Talk given to the Computer Graphics Research Lab, School of Computing, NUS, (23rd March'09)
  Feel free to use the slides
  
  
• "Bringing Color to the world of Finance / Time Series Analytics".
  Talk given to 60+ local audience in Merrill Lynch and broadcast to several other Asian geographies. Covers the use of NVIDIA graphics processors (GPU) for financial computation using the CUDA API. Particular focus on integrating CUDA with KDB+/Q seamlessly to achieve 6-8x performance improvement over the already blazingly fast Q language.

Research Interests

Computational geometry, computer graphics, terrain visualization, architecture form generation.

I love computational geometry and in my free time I enjoy thinking about shapes and their application to graphics. My greatest fascination is with Dual space algorithms such as the Dual Space algorithm for solving the Stabbing line segment problem, as well as the lifting transformation for computing 2D Delaunay Triangulation via lifting it up to 3 dimensions. Taking things up one additional dimension sometimes provide a new dimension of insights, such as that for Moebius Transformations.

"There is some magic to geometric transformations which has to do with the way humans understand geometric problems. Even though it is fairly obvious that the transformation of one problem into another cannot lead to anything new(with respect to computational complexity), in particular if the transform realizes a one-to-one correspondence.

Nevertheless, there is an impressively large collection of geometrical problems whose tranformation into other problems play a crucial role in their resolution.

The intuitive explanation is perhaps that transformations shift the emphasis of the problem to other aspects that are not as readily apparent in the original problem, thus facilitating the study of the problem from a new angle.

A prime example that substantiates this interpretation is the dual transform that maps a point to a hyperplane. This is as simple as interpreting the coordinates of a point as coefficients of a plane equation. Interestingly, when applying this transformation to point sets in Rd, the angles determined by small subcollections of the set "materialize" into faces in the dual arrangement. Thus, duality help us in understanding the otherwise not very intuitive concept of angles..."

Herbert Edelsbrunner 

Terrain Visualization (dyanamic level of detail for terrain walkthrough, based on ROAM) 

Screenshots of the level of detail terrain engine with multitexturing of terrain textures.

Illustration of dynamic tessellation of terrain geometry as the view point changes. Notice that the regions in-view (shown in yellow) are more highly tesselated. Similarly, flat regions are less tesellated to save triangle budget. The rectangular grid in the top left of each image shows a top down view of the terrain geometry from frame to frame.

Surface reconstruction from point clouds

The problem of surface reconstruction from point clouds is a central problem in computational geometry.The main challenge of the problem lies in the difficulty of inferring connectivity information from just a set of points sampled from a particular manifold surface. 
      

The above screenshots shows the implementation of a modified version of the Crust algorithm by Amenta et. al which is based on the concept voronoi filtering. The left image show the input point cloud sampled from the bunny model. The middle image shows the 3D convex hull computed from the input point set and the red points are the voronoi vertices of the 3D voronoi diagram (corresponding to the 3D delaunay tetrahedralization). Using the 3D voronoi diagram and the convex hull, the individual triangles that forms the final reconstructed manifold (in right image) are "filtered" out from the 3D delaunay tetrahedralization, hence obtaining the reassembled bunny surface.

Misc Fun Stuff

1. Spirographs.
   
   Remember those circular disk-like "gears" you used to play with when you were young? Those that allow you to draw patterns such as below? Below are some screenshots of a pattern generator I've coded up when I had too much time one my hands =P It allows the user to interactively create those similar patterns just by varying a few slider controls in the dialog window. Here's an animated version on google video
   

   

   
   

2. Directory printing fun.
   
   This is a quick hack to model directory tree and print it via modelling it as a set of associations. See attached source code for more information. A sample printout of the code run is provided below. Also see here for how python makes the same task so much simpler!

   `- /home/pix/k
      +- db
      |  +- d.kr
      |  +- ds.kr
      |  +- dt.kr
      |  +- du.kr
      |  +- dw.kr
      |  +- kdb.txt
      |  +- readme.txt
      |  +- s.txt
      |  `- t.txt
      +- db.kr
      +- html
      |  `- go.gif
      +- kdb.zip
      +- klin.zip
      +- lin
      |  +- aw3.k
      |  +- k
      |  `- k3.lic
      +- sp.s
      `- trade.t
   

3. Dependency management plugin for Visual Studio 2005
   
   This was developed in my free time as a dependency management tool addin using the Visual Studio Extensibility API that presents visually the various dependencies such as header, include files, library files, include paths, library paths and in which projects they were used. This is helpful due to the large number of projects (50 C++/ C#) in the solution module that we are working on. The plugin provide context menus for dynamically adding/removing/modifying the include paths, lib files directly etc. and the changes will be reflected in the vcproj files. See below for screen shot,