Consultancy
Aleksey Kolokolov provides consultancy on various aspects of financial econometrics, machine learning methods and risk management.
For example,
I developed a methodology for robust estimating large factor-based risk models for Portx;
I developed machine learning approach (based on random forest, bagging, gradient boosting and various kinds of neural networks) for (i) pricing CDS for companies missing those securities; (ii) time-series predictions of future CDS spreads;
I consult regarding bond portfolio construction.
For any inequires regarding consultancy servises, please contact Alesey directly via e-mail:
Alexeiuo[a_in_a_circle]gmail[dot]com
Aleksey[dot]Kolokolov[a_in_a_circle]manchester[dot]ac[dot]uk