3
Shared Docs
3
Same-Page
3 / 3
Mentions
nent Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH
Dmitriy Nuriyev OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
nent Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Igarkov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH
OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
nent Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH
OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
Entities connected to both Kalman and Market Microstructure

Marla Maples
PERSONVector Auto Regression
ORGANIZATIONGARCH
ORGANIZATIONARIMA
ORGANIZATIONBarclays Capital
ORGANIZATIONGranger
PERSON
Design
ORGANIZATIONAdaptive
ORGANIZATIONMarkovian
PERSONAvon Products
ORGANIZATIONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSONQuadratic
PERSONConvex
PERSONButtonwood Group
ORGANIZATIONSharpe
ORGANIZATIONTrade Tactics
ORGANIZATIONBNY Securities
ORGANIZATIONJava/Corba/Weblogic
ORGANIZATION