04/13/2019 updated

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Data Scientist

Ukraine
Ukraine
PhD Computer science
Ukraine
Ukraine
PhD Computer science

Java (Programming Language)Algorithmic TradingAnalytic ApplicationsApplied MathematicsComputer VisionBig DataData ProcessingData VisualizationEconomyFinancesHuman-Computer InteractionPython (Programming Language)Machine LearningMathematicsMathematical ModelingParsingPredictive ModellingVisualizationPrototypingRubySimulationsTrade/RetailStatisticsStrategic ThinkingScrapersDashboardsMarket DataJupyter
  • Data Scientist with strong math background and 10 years of experience using predictive modeling, data processing, and machine learning algorithms to solve challenging business problems. I have design & coding skills, as well as an ability to build data pipelines for training models and serving them. I am constantly learning and never say "I can't.
  • I apply different kind of data manipulations, statistics and machine learning techniques to extract knowledge from market data and generate ideas for algorithmic trading. Ideas are transformed into models which I prototype via Python, R and then - implementation on c
  • ++ new strategies for trading. Also, I create different tools and dashboards for data visualization, manipulation, analysis, analytical tools, parsers, scrapers, different "working horses", which works on daily basis with different data sources. Developing, integration and maintaince of new software functionality. Implementation of web interface for different tools, visualization via Shiny or Jupyter dashboards.  Developing simulators, backtest systems.
 Education

National Technical University of Ukraine 'Kyiv Polytechnic Institute'(Kiev)
Год окончания 2012
Thesis - Economic-mathematical modeling of insurance net premiums on the Ukrainian market, by the quantile regression method.
European University at Saint-Petersburg(Saint-Petersburg)
Год окончания 2008
Faculty - Economics, Specialty - Machine Learning., Магистр
Saint-Petersburg State University (Saint-Petersburg)
Год окончания 2005
Faculty of Applied Mathematics and Control Processes, Specialty - Theory of probability and mathematical statistics., Специалист
  • Big Data School 3.0(Киев)
  • Coursera
(Convolutional Neural NetworksSequence Models)
  • 10+ online (Coursera) and offline courses on Machine Learning, Management, Operations, Finance and Statistics.

Languages

EnglishFluent

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