Quantitative Researcher @ - Devising and developing novel quantitative methods to analyse portfolio managers’ performance
- Applying machine learning methods to financial portfolios to provide insights that standard
portfolio performance methods could not provide
- Developing and testing classic portfolio measurement methods
- Working closely with the development team to implement functions to load, validate and process
client financial data From February 2014 to Present (1 year 10 months) Research Associate @ Working under the supervision of Professor Patrick Haggard investigating the neural correlates of motor intention, agency and volition.
My duties included:
- Designing and writing visual protocols in Python.
- Creating Simulink models that use linear classifiers and common-spatial patterns to decode, in real-time, motor intention.
- Setting up and conducting experiments.
- Analysing data using MATLAB, Numpy and Scipy.
- Writing scientific papers to disseminate findings.
- Give talks at conferences.
- Help other researchers conduct EEG experiments as well as advise them on EEG processing and machine learning techniques. From October 2011 to December 2013 (2 years 3 months) Visiting Researcher @ Visiting researcher in Christoph Koch's lab. Working on decoding intention using intracortical electrodes. From August 2013 to August 2013 (1 month) CaliforniaSenior Research Officer @ Was part of a small group which focused on creating brain-computer interfaces for cursor control. During my time there I designed and coded a number of protocols. Conducted and analysed novel experiments, which were then reported in various conference and journal publications. I also helped PhD students with queries they may have concerning running experiments, statistical analysis, BCIs or general machine learning methods.
- Designed visual protocols in Python
- Helped design a genetic programming framework
- Used SVM and other machine learning methods to improve the accuracy of the brain-computer interface
- Used wavelets and other signal processing methods in order to improve the signal to noise ratio of the features used From September 2009 to September 2011 (2 years 1 month) Colchester, United KingdomProgrammer/ Web developer @ Created web based applications using ASP, JavaScript, Flash, Photoshop, Gimp and HTML. Was commissioned to create a short length advertisements for the local cinema. Designed and implemented small data processing applications using Java. Tackled various research and development issues presented to me by other members of the company. Managed project concerning using XML related technologies to create a cross database communication applications. From October 2003 to August 2004 (11 months) Rhodes, Greece
Doctor of Philosophy (PhD), Computer Science @ University of Essex From 2005 to 2009 Master of Science (MSc), Computer Science, Distinction @ University of Essex From 2004 to 2005 Bachelor of Science (BSc), Computer Science, 2.1 @ Keele University From 1999 to 2003 Mathew Salvaris is skilled in: Matlab, Python, Java, Brain-computer..., Neuroscience, Machine Learning, C++, Linux, Signal Processing, Threads, Socket Programming, Neural Networks, Algorithms
Websites:
http://m.salvaris.net