I work as a quantitative analyst, developing and implementing models for forecasting the performance of mortgage-backed securities.
Before that, I studied at the Department of Operations Research and Industrial Engineering at Cornell University, under David Ruppert and Rob Strawderman.
- Survival Analysis
- Mathematical Finance
- Bayesian Methods
- Machine Learning and Datamining
- Housing Finance
- Functional Programming
- High-Performance Computing
- Flying Airplanes
The splinesurv package contains utilities for nonparametric Bayesian analysis of clustered survival data using B-splines.
The blupsurv package contains tools for fitting proportional hazards models to clustered univariate or bivariate recurrent event data.
(my first name) @ (my last name) dot net