Epstein File EFTA02706722: Kay Granger, Granger and Server (DS11)

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⚡IMPACT LEVEL 3 — NOTEWORTHY

Epstein File EFTA02706722: Kay Granger, Granger and Server (DS11)

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A document containing academic or technical content listing statistical and econometric methods including Kalman filters, Hidden Markov Models, kernel methods, support vector machines, cointegration models, vector auto regression, and ARCH models, with reference to Granger causality.

👤 Named in This Document

Kay Granger

🔑 Evidence Keywords

server modeling

📋 Key Excerpts4

PersonKeyword

Excerpt 1

Kalman filters, Hidden Markov Model Kernel Methods, Support Vector Machines Cointegration and Error Correction models, Vector Auto Regression, ARCH and **Granger**

Excerpt 2

Extensive use of R with a number of cutting edge statistical packages and efficient C++ coding, parallel computation on large Linux **server** farms. 2004

Excerpt 3

Developed an extensive set of highly predictive market microstructure indicators with great focus on queue position **modeling**.