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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
equity markets. • Global equity marketplace algorithmic trade analysis for the market phases, trade conditions and optimal order types. 2000-2004 BNY Securities, NYC Trading Systems Architett (VP), Project Alanager • Designed and implemented multi-location global portfolio trading system from ground up, dir
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
equity markets. • Global equity marketplace algorithmic trade analysis for the market phases, trade conditions and optimal order types. 2000-2004 BNY Securities, NYC Trading .Systems Arebliect (VP), Project Manager • Designed and implemented multi-location global portfolio trading system from ground up, dir
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
equity markets. • Global equity marketplace algorithmic trade analysis for the market phases, trade conditions and optimal order types. 2000-2004 BNY Securities, NYC Trading Systems Architect (VP), Project Manager • Designed and implemented multi-location global portfolio trading system from ground up, dire
Entities connected to both Markovian and BNY Securities

Marla Maples
PERSONAdaptive
ORGANIZATIONSharpe
ORGANIZATION
Bloomberg L.P.
ORGANIZATIONBarclays Capital
ORGANIZATION
Design
ORGANIZATIONGranger
PERSONComplex and Functional Analysis
ORGANIZATIONPrincipal Component Analysis
ORGANIZATIONStochastic Control
ORGANIZATIONVector Auto Regression
ORGANIZATIONGARCH
ORGANIZATIONARIMA
ORGANIZATIONAvon Products
ORGANIZATIONKalman
PERSONMarket Microstructure
PERSONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSONQuadratic
PERSON