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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
pment and QA functions. • "Ran" the system on day-to-day basis. • Performed hands-on development in MS SQL, Java/J2EE, VC++, .NET C#/VB 1998-2000 Dresdner Kleinwort Benson, NYC Project kad/SmiorAnafrstlDemloper • Responsible for NY node of international equity basket trading system. The system was supporting multi-of
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
ment and QA functions. • "Ran" the system on day-to-day basis. • Performed hands-on development in MS SQL, Java /J2EE, VC++, .NET C#/VB 1998-2000 Dresdner Kleinwort Benson, NYC Project lead/ Senior Anabit/ Developer • Responsible for NY node of international equity basket trading system. The system was supporting mult
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
ment and QA functions. • "Ran" the system on day-to-day basis. • Performed hands-on development in MS SQL, Java/J2EE, VC++, .N ET C#/VB 1998-2000 Dresdner Kleinwort Benson, NYC Project lead/ Senior AnafralDereloper • Responsible for NY node of international equity basket trading system. The system was supporting mult
Entities connected to both Adaptive and Dresdner Kleinwort Benson
Granger
PERSON
Marla Maples
PERSONSharpe
ORGANIZATION
Bloomberg L.P.
ORGANIZATIONBarclays Capital
ORGANIZATION
Design
ORGANIZATIONComplex and Functional Analysis
ORGANIZATIONPrincipal Component Analysis
ORGANIZATIONStochastic Control
ORGANIZATIONVector Auto Regression
ORGANIZATIONGARCH
ORGANIZATIONARIMA
ORGANIZATIONMarkovian
PERSONAvon Products
ORGANIZATIONKalman
PERSONMarket Microstructure
PERSONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSONQuadratic
PERSON