Data science experience

Nikolai Shokhirev, Ph.D.

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Nikolai Shokhirev

I am a Physicist by training and hold a Ph.D. degree in Physics and Mathematics (Theoretical Physics).

I am not a conventional Data scientist, but Data science always was a significant part of my professional activity from research to engineering to retail to finances.

Data science definition

Data Science is an interdisciplinary field about processes and systems to extract knowledge or insights from large volumes of data.

Data science main components

• Scientific Method - Reasoning Principles (inductive, and deductive), Empirical Evidence, Hypothesis Testing
• Data Engineering involves acquiring, ingesting, transforming, storing, and retrieving data, metadata
• Mathematics, Statistics, Applied math, Probability theory, Machine learning
• Advanced computing
• Domain Expertise

To some extent I have experience in all the above listed areas:

Scientific method

• Quantum mechanics, Statistical physics - probabilistic approach, probability models.
• Statistical physics, Kinetics: Detailed balance, Metropolis algorithm - a.k.a. Markov chain Monte Carlo.
• Mathematics, Calculus, Ordinary and partial differential equations, Intergral equations, Green's function, Probability theory, Statistics.
• Indirect measurement and remote sensing - Analysis of accuracy, resolution, domain of reliable reconstruction using SVD.
• Stochastic processes, Stochastic differencial equations.

Data engineering

• Data acquisition, Raw data collection, Financial data management on GB and TB scale.
• Data format (XML, JSON, YAML, CSV, etc.), Data storage/retrieval (Relational DB, SQL, NoSQL- MongoDB, Neo4j), Metadata.
• Data cleanup (Missing data, interpolation, noise filtering) - e.g. correlation matrix must positive definite.
• Data transformation (scaling, normalization, aggregation).
• Data integration (Combining data from various sources).
• Data validation (Error checking, anomaly detection).
• Data presentation, Dimensionality reduction, Data visualization (historic data exploration tools, correlation visualization).

Scientific, engineering and financial data analysis and processing

• Probabilistic models (Stochastic models in Statistical Physics, Kinetics and Spectroscopy).
• Inference from data, Knowledge extraction, Statistical learning, Statistical inference (Statistical analysis of Protein data, Correlations, PCA).
• Model development - (Dynamic, Quantum and Stochastic modeling - ODE, PDE, SDE).
• Prediction, Classification (which is prediction as well), Decision support, Recommendation systems.
• Pattern recognition/ Identification (Spectroscopy, Finances).
• Forecasting, Predictive analytics, Extrapolation, Regime change detection.
• Signal processing - 1D and multidimensional spectroscopy.
• Time series analysis: Fourier and Wavelet analysis, Regressions, Running averages and other statistics, Autoregressive models.
• Gaussian process regression (Bayesian "non-parametric" non-linear regression).

Advanced computing

• Over 10 years of software development (Full software development life cycle, SDLC tools and methodologies), Scientific and Technical programming.
• Various languages (OO Python, C#, C++, Delphi, FORTRAN) under Windows and UNIX/Linux.
• Relational (MS SQL Server, Oracle, MySQL, SQLite, Interbase, DB2, Access, PostgreSQL), No-SQL (KDB, RexDB), Document-based (MongoDB), Graph (Neo4j) databases.
• Statistical, Machine learning and Data processing libraries (IPython, Jupyter, Pandas, NumPy/SciPy, MatPlotLib, Scikit-learn).
• Analytical tools (R, Matlab, Mathematica).
• Numerical methods and algorithms, Finite element methods, Optimization, Quasi-Newton method, Evolutionary algorithms, Stochastic optimization, Monte Carlo.

Domain expertise

• Financial instrument and risk valuation.
• Market statistics and analytics.
• Financial and retail data management.
• Scientific and financial analytics.
• Quantum mechanics, Magnetic spectroscopy (MNR, EPR), Kinetics, Chem-bioinformatics.
• Indirect measurements and remote sensing in science and engineering.

See more details in my online Detailed resume , Professional highlights and Ppublications.

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© Nikolai Shokhirev, 2012-2024

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