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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
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
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
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
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
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
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