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

l equity basket trading system. The system was supporting multi-office principal/agency portfolio trading. Implemented under HPUX and Windows using Sybase/C++/VC++/Corba EFTA00611838 • Designed and implemented generic MIS subsystem, electronic feeds to ITG for trading and ADP for back office settlem

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

equity basket trading system. The system was supporting multi- office principal/agency portfolio trading. Implemented under HPUX and Windows using Sybase/C+ + / VC+ + / Corba • Designed and implemented generic MIS subsystem, electronic feeds to ITG for trading and ADP for back office settlements as

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

l equity basket trading system. The system was supporting multi-office principal/agency portfolio trading. Implemented under HPUX and Windows using Sybase/C++/VC++/Corba EFTA00583285 • Designed and implemented generic MIS subsystem, electronic feeds to ITG for trading and ADP for back office settlem