Ian L. Kaplan
Livermore, California

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Professional Objective

To work as a senior engineer developing reliable, maintainable, large scale software systems.

Summary of Background and Skills

Professional Accomplishments

October 2002 to present, Staff Computer Scientist, Lawrence Livermore National Laboratories, Livermore CA

June - August 2008, Intra-day Trading System

I designed and implemented an intra-day trading system for a start-up hedge fund. The trading system used the Interactive Brokers platform for order execution.

August 2000 to July 2002, Senior Software Engineer, Prediction Company, Santa Fe, New Mexico

Quickturn Design Systems, San Jose, CA

June 1995 to February 1996, Synopsys, Mountain View, CA

April 1994 to June 1995, Migration Software Systems, Ltd., San Jose, CA

November 1993 to April 1994, Microtec Research Inc., Sunnyvale, CA

July 1988 to November 1993, MasPar Computer Corp., Sunnyvale, CA

March 1987 to July 1988, ESL Inc., Advanced Technology Lab., Sunnyvale, CA

July 1984 to March 1987, Loral Instrumentation, Data Flow Group, San Diego, CA


Industry Publications

  1. Value Factors Do Not Forecast Returns for S&P 500 Stocks, by Ian Kaplan (March 10, 2014). Available at SSRN: http://ssrn.com/abstract=2407303
    Additional material can be found on Topics in Quantitative Finance

  2. Implementing Graph Pattern Queries on a Relational Database by Ian L. Kaplan, Ghaleb M. Abdulla, S Terry Brugger, Scott R. Kohn, Lawrence Livermore National Laboratory, January 8, 2008, LLNL-TR-400310 (PDF format)

  3. A Semantic Graph Query Language by Ian Kaplan, Lawrence Livermore National Laboratory, October 17, 2006 UCRL-TR-255447 (PDF format)

  4. A Reconfigurable Logic Machine for Fast Event-Driven Simulation by Jerry Bauer, Michael Bershteyn, Ian Kaplan and Paul Vyedin, Proc. 35th ACM/IEEE Design Automation Conference, 1998

  5. The Data Flow Graph Language by Ian Kaplan. Presented at the Second Annual SIAM Conference on Parallel Processing for Scientific Computing, Nov. 1985.

  6. A Large Grain Data Flow Architecture, by Ian Kaplan, Proc. of the Workshop on Future Directions in Computer Architecture and Software, May 5-7 1986.

  7. Programming the Loral LDF 100 Dataflow Machine, by Ian Kaplan, ACM SIGPlan Notices, May 1987

  8. The LDF 100: A Large Grain Dataflow Parallel Processor, by Ian Kaplan, ACM Computer Architecture News, June 1987

Web Publications

  1. A Java Intra-Day Trading system This describes work that I performed as a consultant on an intra-day equity trading system.
  2. Wavelets and Signal Processing. This is an extensive set of web pages on wavelets, wavelet applications and the Fourier transform. A large body of extensively documented Java and C++ source code implementing wavelet, Fourier transform and statistical algorithms is published on these web pages.

  3. String Container Class and Reference Counted Objects. This is a set of C++ reference counted classes that supports a string class modeled after Rogue Wave's RWCString.

  4. An Email Filter for UNIX/Linux Based Email. This is a rule based email filter, implemented in C++.

  5. The ANTLR Parser Generator. This set of Web pages discusses why the ANTLR parser generator should be used and provides a set of examples showing how ANTLR grammars can be used to generate parsers. These Web pages have been cited as references on the main ANTLR web site

Programming Languages

Java, C++, the R Statistics language, Verilog, VHDL, Fortran 90, Scheme

Professional Interests

Academic Achievements

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