Oleksandr Proskurin

Quantitative researcher


Competencies: Quantitative trading, derivatives, machine learning, econometrics, risk-management and big data analytics.

Education and degrees:

  • MBF (KMBS, Ukraine)
  • Bachelor’s degree in Applied System Analysis (Kyiv Polytechnic University, Ukraine)

 

Activity:

  • Participant of machine learning Kaggle competitions
  • Lecturer at Kyiv Mohyla Business school (KMBS, Ukraine)
  • Author of several scientific papers ( ‘Algorithmic comparison of empirical and copula modeled financial data’, ‘Copula hedging algorithm for trading S&P 500 Index option spreads’, ‘The impact of traded volume on quantitative end-of-day cryptocurrency strategies’)

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