TenViz LLC
Вакансия от 24.05.2016

Statistics Analyst (Time Series Analysis, Signal Processing, Forecasting)

25000 грн

Компания:
TenViz LLC   
Город:
Киев
Вид занятости:
полная занятость, неполная занятость, удаленная работа, готовы взять студента

Описание вакансии

PROFESSIONAL REQUIREMENTS:

  • advanced knowledge of Statistics and time series: representing time series with reduced dimensionality, such as Discrete Fourier Transformation, Single Value Decomposition (SVD), Discrete Cosine Transformation, Discrete Wavelet Transformation, Adaptive Piecewise Constant Approximation, Chebyshev polynomials, Symbolic Aggregate approximation, Indexable Piecewise Linear Approximation, etc.
  • experience in measuring similarity of time series: Euclidean distance (ED), Dynamic Time Warping (DTW), Longest Common Subsequence (LCSS), Edit Distance with Real Penalty (ERP), Edit Distance on Real sequence (EDR), DISSIM, Sequence Weighted Alignment model (Swale), Spatial Assembling Distance (SpADe) and similarity search based on Threshold Queries (TQuEST)
  • Serious knowledge of Stochastic processes Tools: RSSA, FIMA/ARFIMA, Nonlinear Autoregressive Exogenous Model (NARX), (N)GARCH and its derivatives, Hurst Exponent and its applications, Recurrence quantification analysis (RQA)
  • Programming experience (or ready to learn) in Python (and set of libraries for all things Statistical) data analysis libraries in Python (theano, Torch, Pandas, NumPy, scikit-learn) or their equivalents in R, Octave for quick prototyping
  • some experience with Machine Learning, collaborative filtering, Graphs Theory

TASKS (prioritized order):

  • statistical analysis of financial data, econometric applications
  • initially a project-driven work (working from home)
  • you will join a distributed team of 10 ppl

PERSONAL QUALITIES:

  • we will be doing innovative, creative applied research — we love bold, unconventional thinkers!
  • reliable, responsive, self organized and disciplined, willing to learn fast
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