Arkady Aleyner

• designing AGLM framework,
• Tweedie distribution,
• Explainability,
• Model comparison,
• GitHub copilot.

• designed and implemented a machine learning system that predicts market volumes (Arima, LSTM),
• created an animated analytical system to analyze and visualize the customer’s response to the rapidly changing market conditions (Matplotlib.animation),
• created an optimization system for the delta risk management model,
• worked closely with a team of data engineers and BI analysts to improve the efficiency of boundary-related hedge cost model engine,
• developed a notification system based on DBSCAN clustering algorithm,
• developed a predictive model of future price movements based on a combination of a neural network (LSTM) and Arima algorithm,

• developed AI algorithms to enable machines to process emotions and replicate the psychological functioning of the human brain. The modeling used data analysis methods such as Machine Learning, SVM, Random Forest, LightGBM, NLP, Deep Learning,
• developed a fatigue warning algorithm based on a data stream from sensors

• established daily trading algorithmic system of futures contracts by using Fourier analysis in frequency domain,
• prepared risk reports, value-at-risk evaluation, stress tests (Python, Matlab)

developed a computerized system for a reliable evaluation of clinical conditions of psychiatric patients. The approach is based on statistical and other methods for determining certain parameters derived from ECG signals and their subsequent

analysis. Fourier analysis, linear discriminant analysis.