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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
NOVA techniques, shrinkage methods, GLS, GLM models. • Complexity theory, combinatorial optimization methods • Optimization methods: Linear (LP), Quadratic (QP), Convex and Semi-Definite programming (SDP) • Strong general mathematical foundations in multivariate complex analysis, functional analysis,
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
NOVA techniques, shrinkage methods, GLS, GLM models. • Complexity theory, combinatorial optimization methods • Optimization methods: Linear (LP), Quadratic (QP), Convex and Semi-Definite programming (SDP) • Strong general mathematical foundations in multivariate complex analysis, functional analysis, d
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
NOVA techniques, shrinkage methods, GLS, GUM models. • Complexity theory, combinatorial optimization methods • Optimization methods: Linear (LP), Quadratic (QP), Convex and Semi-Definite programming (SDP) • Strong general mathematical foundations in multivariate complex analysis, functional analysis,
Entities connected to both Market Microstructure and Quadratic
Stochastic Control
ORGANIZATIONVector Auto Regression
ORGANIZATIONGARCH
ORGANIZATIONARIMA
ORGANIZATIONBarclays Capital
ORGANIZATIONGranger
PERSON
Design
ORGANIZATIONAdaptive
ORGANIZATIONMarkovian
PERSONAvon Products
ORGANIZATIONKalman
PERSON
Marla Maples
PERSONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSONConvex
PERSONButtonwood Group
ORGANIZATIONSharpe
ORGANIZATIONTrade Tactics
ORGANIZATIONBNY Securities
ORGANIZATION