Derek Anderson Email & Phone Number

Charlottesville, Virginia, United States

Charlottesville, Virginia, United States

Charlottesville, Virginia Area

Richmond

Conducted research around portfolio diversification strategies over various risk factor setsConstructed a programmatic framework to analyze whether new positions would provide a diversifying factor exposure, or simply contribute to exposures already in a portfolio

Coursework in Machine Learning, Data Mining, Reinforcement Learning, Optimization, Concepts of Collaborative Autonomy, Stochastic SystemsServed as TA for Management of E-Commerce Systems, Systems Evaluation in the Systems and Information Engineering department, and Statistics in the Applied Mathematics departmentThesis "Diversification Across Segmented.

Charlottesville VA

Created MATLAB code to gather data and estimate rolling window factor model for external managers using various methods (OLS, Kalman filter)Estimated cumulative factor model attributions as inputs for neural network classifierCo-authored internal white paper on emerging and frontier market diversification opportunities

Washington D.C. Metro Area

Conducted production and development work for the Flexible System of Global Models (FSGM)Participated in early rounds of forecasting in FSGM for the United States, Germany, and ChinaDeveloped methodology to calculate a baseline for use as control in simulation analysis in FSGM using historical data, vs. a theoretically sound balanced-growth path artificial.

Charlottesville, Virginia

Served as a TA For Microeconomic Principles, Macroeconomic Principles, and Intermediate Microeconomics

Conducted production and development work on Global Integrated Monetary and Fiscal Model (GIMF)Translated GIMF from the proprietary TROLL/FAME platform into MATLAB-integrated Dynare with aid from members of Dynare development team at ENSAE in ParisCalibrated various versions of GIMF for economists at country desks to use in international policy analysis.

I threw a lot of change-upsMember of the Bantam's 2008 national championship team, with a record of 45-1

Master Of Science (M.Sc.), Systems And Information Engineering

Master Of Arts (Ma), Economics

Bachelor Of Science (Bsc), Economics

Activities and Societies: Varsity Baseball, Trinity Jazz EnsembleExtensive coursework in mathematics. Head TA for Introduction to.