Brown Bag Seminar: Fedor Dzegilenko, BNY Mellon Innovation Center Silicon ValleyEvent date: June 09, 201712:00u
End date: June 09, 2017
Date: Friday 9 June 2017
Location: BISS Service Innovation Lab (SIN 1.08), Brightlands Smart Services Campus.
Lunch: Coffee/Tea and a bun will be provided
Costs: 5 Smart Coins
About the seminar
In this talk, Fedor Dzegilenko will show a brief demo that illustrates some of the capabilities of a time series analytics toolkit that is currently under development at ICSV. The demo uses publicly available data with a specific focus on pairs-trading and portfolio optimization. The goal of the demo is to facilitate a broader discussion of topics relevant to computational finance.
About Fedor Dzegilenko
Fedor Dzegilenko is a Director of Data Science at BNY Mellon Innovation Center Silicon Valley. His interests are in developing advanced data-driven mathematical algorithms to solve critical business problems.
Prior to BNY Mellon, Fedor worked as a principal scientist at several San Francisco Bay area companies such as eBay and Intuit. Several of his algorithms in the areas of price optimization and real-time behavioral targeting are currently running in production and delivered significant monetary benefits. He also ran his own quantitative hedge fund focused on intraday trading in foreign exchange markets. Fedor earned his Ph.D. in Chemical Physics. Earlier in his career, he worked for NASA’s Ames Research Center in the area of Computational Nanotechnology.
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