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@chab
Flag of Ukraine Cherkasy, Ukraine
Member since May, 2012
0 Recommendations

chab

Matlab, C++, web-programmer

$10 USD/hr
1 Review
2.4
  • 100%Jobs Completed
  • 100%On Budget
  • 100%On Time
  • N/ARepeat Hire Rate

Recent Reviews

  • image of SysInv Stochastic Optimization Implementation (v2) $150.00 USD

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

    SysInv Flag of Australia 2 years ago.
    • Matlab & Mathematica
    • Algorithm
    • C++ Programming
    • Mathematics

Experience

Assistant Professor

Oct 2011

Assistant Professor

Sep 2007 - Oct 2008 (1 year)

Programmist

Sep 2006 - Sep 2007 (1 year)

Computer Science Teacher

Oct 2004 - Aug 2006 (1 year)

Education

Magister Math

2001 - 2006 (5 years)

PhD

2008 - 2011 (3 years)

Publications

Markov Chains application to the financial-economic time series prediction

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

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

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My Top Skills

  • Matlab & Mathematica 1
  • C++ Programming 1
  • PHP 0
  • C Programming 0
  • Java 0
  • XML 0
  • Python 0
  • Linux 0
  • Delphi 0
  • AJAX 0
  • Joomla 0
  • SQL 0
  • Symbian 0
  • Statistics 0
  • CMS 0
  • Microsoft Access 0
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  • Academic Writing 0
  • Apache 0
  • Zend 0
  • LaTeX 0
  • Machine Learning 0
  • J2ME 0
  • MySQL 0
  • HTML 0
  • Symfony PHP 0
  • Yii 0
  • Linear Programming 0
  • Windows API 0

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