Epstein Secrets

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 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

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 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

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

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