Epstein Secrets

ics, Principal Component Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto

collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Ptvgrammer/Anab

ics, Principal Component Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Igarkov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Aut

l collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg 2 EFTA_R1_02102741 EFTA02706723 • pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives und

ics, Principal Component Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto

collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Programmer/ Ana