Epstein Secrets

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

causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and K- means clustering • Standard ANOVA techniques, shrinkage methods, GLS, GLM models. • Complexity theory, combinatorial optim

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

usality, GARCH models, ARIMA. Panel data modeling: Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and K-means clustering. • Standard ANOVA techniques, shrinkage methods, GLS, GLM models. • Complexity theory, combinatorial opti

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

causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and K- means clustering. • Standard ANOVA techniques, shrinkage methods, GLS, GUM models. • Complexity theory, combinatorial opti