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ITG for trading and ADP for back office settlements as well as a number of Web, Excel and system interfaces using Sybase/VC++/Perl/VBA. 1996.1998 Barclays Capital (former BZW), NYC Project /earl/Senior Anabtal Developer • Designed, implemented and supported global collateral management system for MMFX (money
el Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and
ing and ADP for back office settlements as well as a number of Web, Excel and system interfaces using Sybase/VC+ + / Pe rl/VBA. 1996-1998 Barclays Capital (former BZW), NYC Pnyect lead/ Senior AnafrolDevekper • Designed, implemented and supported global collateral management system for MMFX (money mar
el Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling: Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and
ITG for trading and ADP for back office settlements as well as a number of Web, Excel and system interfaces using Sybase/VC++/Perl/VBA. 1996-1998 Barclays Capital (former BZW), NYC Project Inuit SeniorAnafrill Datloper • Designed, implemented and supported global collateral management system for MMFX (money
el Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and
Entities connected to both Barclays Capital and ARIMA

Bloomberg L.P.
ORGANIZATION
Design
ORGANIZATION
Marla Maples
PERSONSharpe
ORGANIZATIONGranger
PERSONAdaptive
ORGANIZATIONMultivariate Complex
ORGANIZATIONComplex and Functional Analysis
ORGANIZATIONPrincipal Component Analysis
ORGANIZATIONStochastic Control
ORGANIZATIONVector Auto Regression
ORGANIZATIONGARCH
ORGANIZATIONMarkovian
PERSONAvon Products
ORGANIZATIONKalman
PERSONMarket Microstructure
PERSONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSONQuadratic
PERSON