Daniel Xia Email & Phone Number

- Experienced in Financial Modeling using R, especially in Multivariate Time Series Analysis- Competent in Data Science / Machine Learning (Online Courses - Coursera & DataCamp)Modeling Skills : • Importing, cleaning, manipulation and visualization of data• Supervised and unsupervised learning, large scale machine learning and dimensionality reduction methods• Statistical inference and regression analysis of models• Estimating and forecasting using univariate and multivariate time series models• Backtesting of trading strategies using R, calculation of VaR, ES• Option pricing and hedging using Black-Scholes model, Greek-Neutral strategies