Description: Andrew Back Home Page - Research on Neural Networks, Independent Component Analysis (ICA), Input Variable Selection. Applications to computational finance and time series analysis.
software (34577) statistics (1436) data mining (566) algorithms (263) prediction (247) ica (128) statistical (61) datamining (49) ivs (25) input variable selection (1)
I am currently involved in developing quantitative software for options pricing and volatility analysis. Recently I founded a company which has produced quantitative software for various companies, banks and financial institutions worldwide. I have developed models and created software for the analysis of the wholesale electricity industry. In particular, I researched, designed and developed solely from scratch, a computer simulation model in Matlab to predict the wholesale electricity prices across eastern
I am interested in developing solutions for analysing, modeling and classifying various types of data. In particular, my work has concentrated on developing new nonlinear models and algorithms in the field broadly known as datamining. The approaches I use come from a range of methods, such as classical linear systems theory, statistical techniques, signal processing, control theory, hybrid systems and nonlinear models including feedforward and recurrent neural networks. I have obtained results in the approx
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