Matthew Ginley Email & Phone Number

Freelance statistical consultant working primarily with investment managers based in New York City and Chicago. This work includes modeling distress risk and derivatives volatility, in addition to smaller projects dealing with trading cost of carry and execution, macro-economic factors used in global equity strategies, and “smart Beta” ETF implementation. There has been projects related to politics, gaming, and other discplines as well. I am always fielding new work to some degree and continue to welcome challenges in and out of finance.My academic research while a PhD student at Rice covered very similar topics relative to my current line of work. At R/Finance 2018, I presented “Approximations for Rare Events Forecasting Under Monotonic Constraints”, which is based off of a working paper of the same title. The paper “Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation”, published in the Journal of Mathematical Finance, was the basis for a talk at R/Finance 2016 by the same title.Before joining the Statistics PhD program at Rice University, I worked in New York City on back and middle office software implementations at various hedge funds. Some of my free time is spent directing the GO Fund (thegofund.org), a non-profit provider of health care and education for women and children, and Now You’re Cool (nowyourecool.com), a brand of clothing and artwork inspired by New York City landmarks and pop culture. I am an advocate of all forms of minimalism and try to encourage everyone to embrace audiobooks with exercise.Specialties and Research Interests: monotonically constrained nonparametric models and decision theory layering, nonlinear methods for multicompetitor events, probabilistic forecasting of distress risk, volatility modeling for derivative securities, ETF strategy development, data science approaches for improved modeling of rare events, kernel methods and nonparametric density estimation, nonparametric time series, machine learning using Gaussian Processes (GP) and Classification And Regression Trees (CART)Mindless Listing Of Buzzwords For The Text Mining Algos At LinkedIn: Statistics, Data Science, Machine Learning, Quantitative Finance, Statistical Finance, Data Driven Decision Making, Computer Science, Computational Science, Nonparametric Statistics, Bayesian Statistics, Features Engineering, Parallelization, Ensemble Methods, Risk Management, ETFs, LETFs, Derivatives, Options, Futures, CDS, Corporate Default, Corporate Bankruptcy

Listed skills include Ensemble Methods, R, Data Science, Statistical Finance, and 42 others.