• Developed NLP online learning model to guess user gender from text of one tweet (test set ROCAUC=0.68)• Developed CNN model to ascertain song tempos from audio files (binary accuracy=0.91)• Developed GBDT model to predict equity returns (IITAGNE Data Science Challenge 2019, solo entry tied for 1st place)

• Generated monthly interest rate forecasts (using EViews and MS Excel) and maintained methodology• Automated forecasting process using Python and R• Performed due diligence on technical issues as an operating partner of Dubilier and Co.• Participated actively in Kaggle data science competitions (9 silver medals)• Co-founded LAB Econometrics (2003) and its predecessor LAB Management (1998)

• Developed quantitative methods to forecast interest rates and optimize fixed income portfolio duration and yield curve exposure (using EViews, SAS, and MS Excel).• Interest rate forecasts accounted for 100% of net portfolio outperformance relative to benchmarks• Monitored and analyzed macroeconomic conditions and outlook• Wrote quarterly analyses of economic outlook and scenarios• Operated the Atlantic Macro Economics Fund (a quantitative interest rate futures fund) as primary forecaster and analyst.

• Researched and wrote The Indebted Society (with James Medoff, September 1996, Little, Brown and Company).• Developed an automated machine vision technique to extract anatomical features from CT images (for the Joint Center for Radiation Therapy)• Presented research results concerning inflation and the state of the labor market to the Congressional Budget Office Panel of Economic Advisors, the Board of Governors of the Federal Reserve System, and the National Press Club. • Performed economic analyses to predict behavior of bond, stock, and foreign exchange markets (for Cambridge Market Analysis Corporation)• Analyzed personnel data (using SAS in an OS/2 environment) to find the determinants of salary levels, promotions, and terminations at various firms (for JLM, Inc.)• Provided computer programming and statistical support for expert testimony and legal strategy development in litigation relating to Equal Employment Opportunity issues (for JLM, Inc.)• Testified in Equal Employment Opportunity litigation (for JLM, Inc.)• Developed and tested statistical estimation modules in C (Visual C++) under Windows NT (primarily) and UNIX for Portable TROLL, an econometric modelling and simulation package used by the Board of Governors of the Federal Reserve System, the European Union, the Bank of Japan, and other major international organizations (for Intex Solutions)• Provided technical support and econometric consultation for Portable TROLL users such as the International Monetary Fund and the Industrial Bank of Japan (for Intex Solutions)• Designed and wrote user reference and educational materials (using HTML and JavaScript) for use with Portable TROLL (for Intex Solutions)