Statistical Consulting

I am a professional offering services in the areas of statistical and financial consulting. I hold a PhD degree in Statistics and a PhD Minor in Finance from Stanford University. I have worked in the industry for 12+ years, focusing on projects pertaining to data mining, factor analysis, cluster analysis, time series analysis, stochastic volatility modeling / asset pricing, statistical arbitrage / development of proprietary trading strategies, and so on. Equally importantly, I have 11+ years of financial and statistical consulting experience. I have consulted companies, business professionals, researchers and students in the fields of Finance, Marketing, Medicine, Biology, Psychology, Sociology, Political Science, Education and Computer Science. Selected areas of my expertise: robust and efficient estimation, hypotheses testing, regression, classification, data mining, ANOVA / ANCOVA, time series analysis, specific methods of econometrics and biostatistics, stochastic processes, Markov Chain Monte Carlo, Bayesian modeling, statistical arbitrage, asset pricing, R / S-PLUS / R Studio, Matlab, Python, SPSS, SAS, JMP, Stata, EViews, Minitab, Excel. Typically, I meet in Manhattan. I also consult via Skype (allows videoconferencing and desktop sharing), e-mail and phone if the clients are far from New York. In addition to that, I do complete projects for my clients, which may not require a meeting. Examples of services: data analysis in any of the major statistical packages, design of experiments, development of pricing and trading systems, preparation for presentations and tests, dissertation assistance, consulting sessions to improve general knowledge... Please contact me at __________ consulting AT stanfordphd.com Please read the detailed description of the types of service, experience, case studies and rates at the domain web-site associated with the e-mail address above. Below is a short summary. __________ KW: data mining / machine learning, signal processing, pattern recognition, neural network, projection pursuit, wavelet analysis, MART, MARS, CART, classification, random forest, ridge regression, lasso, nearest neighbor, discriminant analysis, cluster analysis, multiple linear regression, logistic regression, logit / probit transformation, linearization of non-linear regression, spline, kernel smoother, support vector machines, cross-validation, model selection, bootstrap, jacknife, factor analysis / principal components ( PCA ), Monte Carlo, variance reduction, antithetic / importance sampling, covariate, Markov Chain Monte Carlo, EM algorithm, Gibbs sampler, Metropolis - Hastings, Bayes rule, Bayesian Statistics, conjugate prior, posterior distribution, conditional expectation, multivariate distribution, path analysis, z-score, t-test, F-test, chi-square test, Wilcoxon test, weighted least squares ( WLS ), generalized least squares ( GLS ), heteroskedasticity, leverage, outlier diagnostics, robust estimation / hypotheses testing / confidence interval, shrinkage, variance transformation, propensity score matching, generalized linear model ( GLM ), analysis of variance ( ANOVA / MANOVA ), analysis of covariance ( ANCOVA / MANCOVA ), biostatistics / bioinformatics, GWAS, population genetics, survival analysis, Kaplan - Meier estimator, Cox model, longitudinal study, panel data, fixed effect, random effect, family-wise error rate, Bonferroni correction, negative binomial / geometric / Gamma distribution, Bernoulli trial, discrete probability; time series, instrumental variable, simultaneous equations, generalized method of moments ( GMM ), method of maximum likelihood, quasi likelihood, asymptotic efficiency, large sample properties, ARMA / ARIMA, ARCH / GARCH, ARDL, vector autoregression (VAR), spectral theory, autocorrelation, Kalman filter and other filtering methods, forecasting, intervention analysis; martingale, point / counting / Poisson process, Brownian motion, Levy process, random field, interpolation / extrapolation, diffusion / jump-diffusion, semimartingale, stochastic volatility modeling, stochastic calculus, stochastic differential equation ( SDE ), Ito lemma, backward Kolmogorov equation, Feynman - Kac, stationary distribution, Markov chain, irreducibiliy, transient / absorbing / recurrent state, balance equation, transition, regime switching process, Hidden Markov Model ( HMM ), structural change; asset pricing, option pricing, risk-neutral measure, replicating strategy, market risk, Black - Scholes, term structure, interest rate products, foreign exchange ( FX / FOREX ), credit derivative, equity, commodities, basket option, exotic derivatives, swap, swaption, cap, caplet, extinguishing swap, cancellable swap, callable bond, convertible bond, barrier option, Asian / American option, knockout, double knockout, baseball option, futures contract, credit default swap ( CDS ), bespoke CDO, index tranche, first to default swap, mortgage, empirical prepayment models, copula framework, structural models, reduced form models, Moody's / S&P rating based methods, correlation smile, loss curve, Heath - Jarrow - Morton ( HJM ), Longstaff - Scwartz, Crank - Nicolson scheme, portfolio theory, financial economics, statistical arbitrage ( statarb ), reversion, momentum, cointegration, Dickey - Fuller, proprietary trading, Sharpe / CalMar ratio optimization, backtesting, drawdown, technical analysis, portfolio optimization and risk management, hedging, butterfly trading; SPSS, SAS, Matlab, R / SPlus, Stata, Minitab, EViews, Microsoft Excel - statistics help, biostatistics help, econometrics help, probability help, finance help - Stanford, California, New York Metro area, New Jersey, Long Island, Connecticut, Philadelphia, Pittsburgh, Pennsylvania, Princeton, Boston, Cambridge, Massachusetts, New England, Chicago, Illinois, Washington, Los Angeles, San Diego, San Jose, Palo Alto, Mountainview, Sacramento, Seattle, Toronto, Montreal, Vancouver, Canada, London, United Kingdom ( UK ), Berlin, Frankfurt, Germany, Moscow, Russia, Tokyo, Japan, Hong Kong, China, Sydney, Melbourne, Brisbane, Australia.