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and parallel processing in C++, Java; RDB and KM design, development, FIX, International equity markets; EXPERIENCE October 2012 — December 2012, Buttonwood Group, Chicago • Deployed and readied for production strategy Malachite, described below. October 2011 — August 2012, Independent work, IVC ■ Implemen
el Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and
and parallel processing in C++, Java; RDB and KDB design, development, FIX, International equity markets; EXPERIENCE October 2012 — December 2012, Buttonwood Group, Chicago • Deployed and readied for production strategy Malachite, described below. October 2011 - August 2012, Independent work, IVC • Implemen
el Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling: Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and
and parallel processing in C++, Java; RDB and KDB design, development, FIX, International equity markets; EXPERIENCE October 2012 — December 2012, Buttonwood Group, Chicago • Deployed and readied for production strategy Malachite, described below. October 2011 — August 2012, Independent work, IVC ■ Implemen
el Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and
Entities connected to both Buttonwood Group and ARIMA
Sharpe
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Bloomberg L.P.
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Marla Maples
PERSONBarclays Capital
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ORGANIZATIONGranger
PERSONAdaptive
ORGANIZATIONMultivariate Complex
ORGANIZATIONComplex and Functional Analysis
ORGANIZATIONPrincipal Component Analysis
ORGANIZATIONStochastic Control
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ORGANIZATIONGARCH
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PERSONAvon Products
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PERSONMarket Microstructure
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PERSONRuss Berry
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