This is Manish, presently working with Lloyds Banking Group and is a part its decision sciences (econometric modeling and basel implimentation) team. My core purpose of being here is to discuss issues related to my (rather OUR-- if you are in the same arena) work area and meet people with diverse set of research / industry experience.
Areas in which i specialize -- Econometrics/ Time Series Forecasting, Derivative Markets and Credit Card Analytics (Marketing/ Collections/ Fraud/ Operational Analytics), Statistical Programming, Basel Risk Implimentation.
In terms of my education I hold a masters degree in economics (and love to discuss this subject).
Presently based out of UK, my interests include techonology, analytics, leadership and innovation, society and cultures.
I'd like to recommend you take a look at esProc, a script for complicated data processing. It is the an unconventional technique without modeling,just with a new computing modes of step-by-step. further more, the data-analytic…"
"A bit late to the table...One-class classification aka novelty detection might be worth a look at. There is a package called DD_Tools for Matlab, it contains a number of one-class classifiers including SVDD. 2 researchers active in this area are…"
"Manish - something like your problem happened in Basel II Credit Risk analysis. About 2005, the financial regulators in Europe and US realised their rules would require banks to produce a probability of default model for some loan portfolios that in…"
I am not sure if this is the right place to ask this question but I am currently working on Supply chain Disruption Management. Specifically, I would like to model the impact of very low frequency but high impact events analytically - Not in…"