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MS- Excel/VBA Fixed Income Portfolio Management & Fixed Income Derivatives Models. MS- Excel/VBA Advanced Quantitative Models of Utility Theory & Portfolio Management. MS- Excel/VBA Advanced Statistical, Financial Econometrics & Optimization Models.
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SAS Large Scale Data Models of High- Frequency Econometrics & Market Microstructure. SAS Advanced Quantitative Models of Macroeconomics & Microeconomics Analysis.
SAS/SPSS Statistical Analysis of Variance (ANOVA) & Co- Variance (ANCOVA) Models. SAS/SPSS Applied Multivariate Analysis & Applied Regression Analysis Models. SAS/SPSS Correlation, Multivariate Regression & Inferential Statistics Models. SAS/SPSS Quantitative Statistical Structural Equation Models in Behavioral Science. SAS/SPSS Quantitative Statistical Methods in IT, Organizations & Social Sciences.
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Algorithms & Computational Complexity. Big- O and Small- O, Primality Testing, Euclid's Algorithm, Fermat's Little Theorem, Recurrence Relations, Divide- and- Conquer Algorithms, Fast Fourier Transform, Undirected Graphs, Depth- First Search, Directed Graphs, Directed Acyclic Graphs (DAGs), Breadth- First Search, Dijkstra's Algorithm, Shortest Path Algorithms, Bellman- Ford Algorithm, Greedy Algorithms, Minimum Spanning Trees, Kruskal's Algorithm, Prim's Algorithm, Huffman Encoding, Horn Formulas, Dynamic Programming, Topological Ordering, Knapsack Problem, Floyd- Warshall Algorithm, Traveling Salesman Problem, Linear Programming, Duality, Complexity Reductions, Network Flows, Max- Flow Minimum Cut Algorithm, Bipartite Matching, Simplex Algorithm, NP- Completeness, Satisfiability (SAT), Integer Linear Programming, Vertex Cover, Clique, NP- Complete Reductions.
Algorithms, Cyber Networks & Computational. Economics. Graph Theory, Social Networks Analysis, Network Strength, Network Structure, Graph Partitioning, Homophily, Structural Balance, Game Theory, Dominant Strategies, Nash Equilibria, Mixed Strategies, Evolutionarily Stable Strategies, Braess's Paradox, Auctions and Pricing, Auction Formats, Bidding Strategies, Matching Markets, Bipartite Graphs, Market- Clearing Prices, Equilibria in Trading Networks, Power in Social Networks, Nash Bargaining Solution, Modeling Network Exchange, Information Networks, WWW Link Analysis, Page. Rank, Spectral Analysis, VCG Principle, VCG Prices, Bayes' Rule, Information Cascades, Network Effects, Negative Externalities, Power Laws, Rich- Get- Richer Models, Long Tail, Information Cascades, Decentralized Search, Epidemic Models, Wisdom of Crowds Models, Asymmetric Information, Reputation Systems, Voting Systems. Algorithms, Cryptography, Cryptology & Cyber Security Shannon's Information Theory, Modular Arithmetic, Number Theory, Symmetric Cryptography, Data Security, Stream Ciphers, Linear Feedback Shift Registers (LFSR), Data Encryption Standard (DES), Triple DES (3 DES), Galois Fields, Advanced Encryption Standard (AES), Block Ciphers (ECB, CBC, OFB, CFB, CTR, GCM), Public- Key Cryptography, RSA Cryptosystem, Public- Key Cryptosystems, Discrete Logarithm Problem, Diffie- Hellman Key Exchange, Elgamal Encryption Scheme, Elliptic Curve Cryptosystems, Digital Signatures, RSA Signature Scheme, Elgamal Signature Scheme, Digital Signature Algorithm, Elliptic Curve Digital Signature Algorithm, Hash Functions, Hash Algorithms, Message Authentication Codes (MACs, HMAC, CBC- MAC, GMAC), Key Establishment (Symmetric and Asymmetric), Key Derivation. C++ Mathematical Finance, Risk, Design Patterns & Derivatives Pricing Models.