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chab

Matlab, C++, web-programmer

Username: chab

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Location: Cherkasy, Ukraine

Member since: May 2012

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5.0/5

(1 reviews)

2.4
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My projects:

  • $150 USD
    5.0
    Profile image for Seller SysInv

    SysInv

    Sep 21, 2012

    I'm very happy with Dmitry (Chad). He showed a great understanding of the mathematical models and implemented them in a very elegant solution.

    Project Description:(This project is reposted since the previous freelancer "disappeared" after the project was awarded to him) We need to create a stochastic optimization model (also known as optimal stopping problem, stochastic barrier model, dynamic stochastic optimization)...
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    chab has not completed any projects.
    chab does not have any work in progress.
    chab has not bid on any projects.
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    chab does not have any work in progress.
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Portfolio

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Résumé

Experience

Assistant Professor

Oct 2011 - Present (2 years)

Cherkasy National University

Assistant Professor

Sep 2007 - Oct 2008 (1 year)

Krivoy Rog State Pedagogical University

Programmist

Sep 2006 - Sep 2007 (1 year)

Krivoy Rog State Pedagogical University

Computer Science Teacher

Oct 2004 - Aug 2006 (1 year)

Krivoy Rog High School # 61

Education

PhD

Cherkasy State University 'Bohdan Hmelnycky'

2008-2011

Magister Math

Kryvyi Rih State Pedagogical Institute

2001-2006

Publications

Markov Chains application to the financial-economic time series prediction

arXiv:1111.5254 (q-fin.ST)

In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of aftereffect or memory. The technology proposes prediction with the hierarchy of time discretization intervals and splicing procedure for the prediction results at the different frequency levels to the single prediction output time series. The hierarchy of time discretizations gives a possibility to use

RQA Application for the Monitoring of Financial and Commodity markets state

arXiv:1112.0297 (nlin.CD)

Nowadays, when crashes and crises are rather frequent events, an effective monitoring system for the international financial market is needed. Modern nonlinear methods, such as Recurrence Quantification Analysis (RQA), demonstrate the ability to reveal the regularities of the system behavior. Thus, they can be useful for the analysis of the market state in real time. In present paper we did an effort to apply the RQA for the purpose of economic time series monitoring. 12 stock indexes, 6 currency pairs and