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Extended CV

Numerical linear algebra

  • Linear systems of equations
  • Eigenvalue problems
  • Linear programming (linear optimization)
  • Techniques for large, sparse problems

Numerical analysis

  • Function evaluation
  • Automatic and numerical differentiation
  • Interpolation
  • Approximation (Padé, least squares, radial basis functions)
  • Integration (univariate, multivariate, Fourier transform)
  • Special functions
  • Nonlinear systems of equations
  • Optimization = nonlinear programming
  • Techniques for large, sparse problems
  • Numerical data analysis (= numerical statistics)

Linear Algebra, Numerical Analysis and Optimization

  • Singular value decomposition (SVD)
  • Moore–Penrose inverse
  • Condition number
  • Accuracy and stability of numerical algorithms
  • LU decomposition
  • Partial pivoting
  • Cholesky decomposition
  • Sparse Factorization
  • Fill-in
  • Least-squares function approximation
  • Gaussian elimination
  • QR decomposition and pivoting
  • Householder transformation
  • Givens method
  • Eigenvalues and eigenvectors
  • Introduction to perturbation theory
  • Numerical methods for linear least squares
  • Ill-posed problem
  • Spectral theorem
  • Hessenberg matrix
  • QR algorithm
  • Jacobi method
  • Jacobi eigenvalue algorithm
  • Inverse iteration
  • Power iteration
  • Rayleigh quotient iteration
  • Krylov subspace
  • Method of Arnoldi, Lanczos, Conjugate gradient, IDR(s) (Induced dimension reduction), GMRES (generalized minimum residual), BiCGSTAB (biconjugate gradient stabilized), QMR (quasi minimal residual), TFQMR (transpose-free QMR), and MINRES (minimal residual) methods.
  • Preconditioning
  • Incomplete Cholesky factorization

Computational Linear Algebra with Python

  • Matrix and Tensor Products
  • Matrix Decompositions
  • Accuracy
  • Memory use
  • Speed
  • Parallelization & Vectorization
  • Topic Frequency-Inverse Document Frequency (TF-IDF)
  • Singular Value Decomposition (SVD)
  • Non-negative Matrix Factorization (NMF)
  • Stochastic Gradient Descent (SGD)
  • Intro to PyTorch
  • Truncated SVD
  • Load and View Video Data
  • SVD
  • Principal Component Analysis (PCA)
  • L1 Norm Induces Sparsity
  • Robust PCA
  • LU factorization
  • Stability of LU
  • LU factorization with Pivoting
  • History of Gaussian Elimination
  • Block Matrix Multiplication
  • Broadcasting
  • Sparse matrices
  • CT Scans and Compressed Sensing
  • L1 and L2 regression
  • Linear regression in sklearn
  • Polynomial Features
  • Speeding up with Numba
  • Regularization and Noise
  • Normal equations and Cholesky factorization
  • QR factorization
  • SVD
  • Timing Comparison
  • Conditioning & Stability
  • Full vs Reduced Factorizations
  • Matrix Inversion Unstabiity
  • SVD
  • DBpedia Dataset
  • Power Method
  • QR Algorithm
  • Two-phase approach to finding eigenvalues
  • Arnoldi Iteration
  • Gram-Schmidt
  • Householder
  • Stability Examples

Nonlinear Dynamics: Mathematical and Computational Approaches

  • Maps and difference equations
  • Transients and attractors
  • Parameters and bifurcations
  • Return maps
  • Bifurcation diagram
  • Feigenbaum and universality
  • State variables and state space
  • Nonlinearity and nonintegrability
  • Fixed points and stability
  • Saddle points and eigenvectors
  • Stable and unstable manifolds
  • Attractors, strange and otherwise
  • ODEs, vector fiedls and dynamical landscapes
  • ODE solvers
  • Forward and backward Euler
  • ODEs error and adaptation
  • Production ODE solvers
  • Numerical dynamics and due diligence
  • Shadowing and chaos
  • Dynamics and state-space deformation
  • Lyapunov exponents
  • Sections and projections
  • Unstable periodic orbits
  • Fractals and chaos
  • Time-series analysis and the observer problem
  • Delay-coordinate embedding
  • Topology, diffeomorphisms and reconstruction of dynamics
  • Estimating embedding parameters
  • Caveats and extensions
  • Computing fractal dimensions
  • Computing Lyapunov exponents
  • Noise and filtering
  • Applications

Visualization (2D and 3D computational geometry)

  • Parameter estimation (least squares, maximum likelihood)
  • Prediction
  • Classification
  • Time series analysis (signal processing, filtering, time correlations, spectral analysis)
  • Categorical time series (hidden Markov models)
  • Random numbers and Monte Carlo methods
  • Techniques for large, sparse problems
  • Numerical functional analysis

Ordinary differential equations (initial value problems, boundary value problems, eigenvalue problems, stability)

  • Techniques for large problems
  • Partial differential equations (finite differences, finite elements, boundary elements, mesh generation, adaptive meshes)
  • Stochastic differential equations
  • Integral equations (and regularization)
  • Non-numerical algorithms

Financial Mathematics

  • leggi di capitalizzazione
  • tassi di interesse a pronti e a termine
  • valutazione di obbligazioni-scelta di investimenti
  • rischio di tasso di interesse, duration, indicatori di variabilità
  • teoria dell’immunizzazione
  • teoria dell’utilità attesa
  • avversione al rischio
  • analisi media-varianza
  • scelte di portafoglio tra un titolo rischioso e uno privo di rischio
  • scelte di portafoglio tra un titolo privo di rischio e N titoli rischiosi
  • scelta di assicurazione
  • frontiera dei portafogli con titoli rischiosi
  • frontiera dei portafogli con un titolo privo di rischio
  • scelte di portafoglio e frontiera dei portafogli
  • capital asset pricing model
  • assenza opportunità di arbitraggio
  • teorema fondamentale dell’asset pricing
  • arbitrage pricing theory
  • albero binomiale
  • mapping del rischio: portafoglio azionario, obbligazionario, derivati
  • Value at Risk, Expected shortfall
  • principali metodologie per la stima del VaR (full evaluation e metodo delta-normal), backtesting del VaR
  • funzionamento sistema finanziario
  • intermediazione finanziaria e creditizia
  • mercato monetario, obbligazionario, azionario, dei cambi
  • ruolo della Banca Centrale
  • politica monetaria
  • gestione di un intermediario finanziario/creditizio
  • Seminario su Rapporto Stabilità Finanziaria (BDI)
  • bootstrap della curva, tassi equivalenti, tassi a termine (relazione con quelli a pronti),
  • valutazione di obbligazioni
  • TIR, TAEG
  • Rendimento investimento, tasso cedolare, tasso di rendimento (HP, scadenza e aspettative di tasso)
  • rischio di tasso di interesse, duration, immunizzazione
  • individuazione del grado di avversione al rischio
  • costruzione frontiera
  • analisi al variare della correlazione, dei titoli, lunghezza delle serie storiche
  • determinazione del portafoglio tangente
  • scelte di portafoglio e frontiera dei portafogli con grado di avversione al rischio
  • albero binomiale: opzioni americane, payoff complessi
  • bound di non arbitraggio su opzioni
  • copertura tramite strategie con derivati
  • stima del VaR, ES: metodi parametrici, simulazione stroica
  • metodo delta-normal
  • Backtesting del VaR

Python

  • Calling functions and defining our own, and using Python's builtin documentation
  • Using booleans for branching logic
  • Lists: indexing, slicing and mutating
  • Loops and list comprehensions
  • Strings and dictionaries
  • Working with external libraries: imports, operator overloading
  • Python syntax
  • Statements and expressions
  • Control flow
  • Data types
  • Sequences
  • Dictionaries and sets
  • Functions
  • Generators and iterators
  • Classes
  • Exception handling
  • Input / output
  • Complex example
  • Modules and Packages
  • Namespaces and scoping
  • Text processing
  • System functions

Machine Learning

  • Data exploration
  • Model Validation: measure the performance of your model
  • Underfitting and overfitting
  • Random forest
  • Missing values
  • Categorical variables
  • Pipeline
  • Cross-validation
  • XGBoost
  • Data leakage
  • Cases for model insights
  • Permutation features
  • Partial plots
  • SHAP values
  • Aggregate SHAP values

Data Visualization

  • Line charts
  • Bar charts and heatmaps
  • Scatter Plots
  • Histograms and density plots
  • Plot types and custom style

Pandas

  • Creating, reading and writing: dataframe and series
  • Indexing, Selecting and assigning
  • Summary functions and maps
  • Grouping and sorting
  • Data types and missing values
  • Renaming and combining

Feature Engineering

  • Baseline model
  • Categorical encodings
  • Feature generation
  • Feature selection

Deep Learning

  • Deep learning for Computer Vision
  • Convolutions
  • Tensorflow and Keras
  • Transfer Learning
  • Data Augmentation
  • Stochastic Gradient Descent and Back-Propagation
  • Models without Transfer Learning
  • Dropout and Strides for larger models

SQL

  • Handling big datasets with BigQuery and SQL
  • Select, From, Where
  • Group by, Having, Count
  • Order by
  • As, With
  • Joining data
  • JOINs and UNIONs
  • Analytic Functions
  • Nested and repeated data
  • Efficient queries

Geospatial Analysis

  • Coordinate reference systems
  • Interactive maps
  • Manipulating geospatial data
  • Proximity analysis

Natural Language Process

  • Text classification
  • Word vectors

Essential Financial Modelling

Dataquest - Data Scientist in Python

Uipath

  • RPA Starter
  • Get Started with StudioX
  • User Interface Automation with StudioX
  • Word Automation with StudioX
  • Decisions, Iterations, Scenarios with StudioX
  • Error Handling in StudioX
  • File and Folder AUtomation with StudioX
  • The StudioX Project Notebook
  • Outlook Automation with StudioX
  • Virtual Automation Bootcamp with StudioX
  • Introduction to the RPA Developer Role
  • Variables, Data Types and Control Flow
  • Data Manipulation
  • Excel and Data Tables
  • UI Interactions
  • Selectors
  • Project Organization
  • Error and Exception Handling
  • Debugging
  • Thumbnail
  • PDF Automation
  • E-mail Automation
  • Orchestrator for Developers
  • Robotic Enterprise Framework Overview
  • RPA Business Analysis Fundamentals

Responsive Web Design

WorldQuant University - Scientific Computing and Python for Data Science

https://wqu.thedataincubator.com/certificate/6583903196282880

  • Program flow and data structures
  • Data structures, algorithms and classes
  • Data formats
  • Multi-dimensional arrays and vectorization in NumPy
  • DataFrame, Series, data ingestion and transformation with pandas
  • Data aggregation in pandas
  • SQL and Object-Relational Mapping
  • Data munging

WorldQuant University - Machine Learning and Statistical Analysis

https://wqu.thedataincubator.com/certificate/4514208225951744

  • Introduction to machine learning and Scikit-learn API
  • Regression, classification, & model selection
  • Feature engineering
  • NLP and dimension reduction
  • KNeighbors, clustering and ensemble models
  • Support vector machines
  • Time series analysis and anomaly detection
  • Clustering

DataCamp

Data Scientist with Python

https://www.datacamp.com/statement-of-accomplishment/track/4defa4e8ccb7125ecf946043416f25c0e09828a3

Introduction to Python

Intermediate Python

Pandas Foundations

Data Manipulation with Pandas

Merging DataFrames with Pandas

Introduction to Data Visualization with Matplotlib

Introduction to Data Visualization with Seaborn

Python Data Science Toolbox

Python Data Science Toolbox 2

Intermediate Data Visualization with Seaborn

Introduction to Importing Data in Python

Intermediate Importing Data in Python

Data Cleaning in Python

Working with Dates and Times in Python

Writing Functions in Python

Exploratory Data Analysis in Python

Analyzing Police Activity with pandas

Statistical Thinking in Python (Part 1)

Statistical Thinking in Python (Part 2)

Supervised Learning with scikit-learn

Unsupervised Learning in Python

Machine Learning with Tree-Based Models in Python

Case Study: Machine Learning in Python

Cluster Analysis in Python

Data Analyst with Python

https://www.datacamp.com/statement-of-accomplishment/track/df978de64672fadfd03c563736dfff3716e800b5

Introduction to SQL

Intermediate SQL

Streamlined Data Ingestion with pandas

Introduction to Relational Databases in SQL

Joining Data in SQL

Introduction to Databases in Python

Machine Learning Scientist with Python

https://www.datacamp.com/statement-of-accomplishment/track/2fb743dfe6c9f233c6a524397a0cbbb5dae6633a

Supervised Learning with scikit-learn

Unsupervised Learning in Python

Linear Classifiers in Python

Machine Learning with Tree-Based Models in Python

Extreme Gradient Boosting with XGBoost

Cluster Analysis in Python

Dimensionality Reduction in Python

Preprocessing for Machine Learning in Python

Machine Learning for Time Series Data in Python

Feature Engineering for Machine Learning in Python

Model Validation in Python

Introduction to Natural Language Processing in Python

Feature Engineering for NLP in Python

Introduction to TensorFlow in Python

Introduction to Deep Learning in Python

Introduction to Deep Learning with Keras

Advanced Deep Learning with Keras

Image Processing in Python

Image Processing with Keras in Python

Hyperparameter Tuning in Python

Introduction to PySpark

Big Data Fundamentals with PySpark

Intro to data cleaning with Apache Spark

Feature Engineering with PySpark

Building Recommendation Engines with PySpark

Machine Learning with PySpark

Kaggle Competition in Python

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