William Nicholson
Cornell University
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William Nicholson is an experienced quantitative researcher with 15.4 years of work experience. He specializes in R, data analysis, SAS, time series analysis, and MATLAB. Based in the United States, he has a strong background in statistics and machine learning. With a PhD in statistics from Cornell University, he has developed innovative forecasting and prediction methods that improve accuracy over conventional methods. He is also an expert R programmer, utilizing his expertise in both academic and industry settings.
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About
I'm an experienced quantitative researcher with a focus on developing systematic trading strategies in global equities (primarily focused on the US). I have experience contributing to every aspect of the research process from idea generation to implementation and risk management. I have an extensive background in statistics, dating back to before the terms "data science" and "machine learning" were in common parlance. I completed my PhD in statistics at Cornell University. My research focused on the application of regularization methods to a wide variety of high-dimensional applied financial problems, with a particular emphasis on multivariate time series. I still actively engage in research whenever I have the time and in addition to regularization in time series, I have a particular interest in random forests and am always on the lookout for interesting and challenging problems. Over the course of my academic and industry career, I have developed novel, computationally efficient forecasting and prediction methods that result in substantial improvements in accuracy over conventional methods. I am an expert R programmer with considerable experience in both academic and industry settings. Many of my publicly available algorithms are aggregated in the R package BigVAR (available on cran: https://cran.r-project.org/package=BigVAR). A brief tutorial is posted on my website: http://www.wbnicholson.com/BigVAR.html. Links to my papers are available at my website: http://www.wbnicholson.com and additional information is available upon request.
...See MoreWork Experience
Quantitative Researcher
Financial Services
William Nicholson's Professional Milestones
- Research Lead (2019-12-01~): Driving groundbreaking discoveries that unlock new paths for the future generations of innovation.
- Teaching Assistant (2009-09-01~2009-12-01): Assisted with the development of a comprehensive curriculum, enhancing student learning and academic success.
Education
Statistics,
Masters,
Doctorates,
Doctor Of Philosophy
2011-2016Skill
R
Data Analysis
Sas
Time Series Analysis
Matlab
Machine Learning
Statistical Modeling
Python
Statistics
Stata
Data Mining
Econometrics
C++
Unix
Linux
Bayesian Statistics
Financial Time Series
Java
Bash
Statistical Inference
Financial Econometrics
Financial Modeling
Sql
Perl
Multivariate Analysis
Probability Theory
Spatial Statistics
High Dimensional Data Analysis
Parallel Computing
Numerical Linear Algebra
Certification
Colleagues
Jeffrey Eichenberg
coordinator additive strategies cio office at centiva capital
Mehul Agrawal
Global Head, Portfolio Finance, Office of CIO
Joe Canepari
coo credit strategies at centiva capital
Edward McBride
Chief Information Officer | Co-Founder
Raymond Burley
Chief Operating Officer
Other Named William Nicholson
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William Nicholson works for Centiva Capital
William Nicholson's role in Centiva Capital is Quantitative Researcher
William Nicholson works in the industry of Financial Services
William Nicholson's colleagues are Jeffrey Eichenberg,Mehul Agrawal,Joe Canepari
William Nicholson's latest job experience is Quantitative Researcher at Centiva Capital
William Nicholson's latest education in Cornell University