Jonathan G. H.

Location:

Washington, DC

Member since:

January 4, 2012

Networks

What is your level of experience with Statistics, Predictive Analytics, Machine Learning and/or Data Mining?

I built a team focused on forecasting mortgage prepayments at Fannie Mae and developed much of the infrastructure used for model development and performance modeling. I have also developed mortgage credit models, interest rate models, spread models, and derivatives pricing models.

What tools and technologies do you use?

SAS, R, Matlab, C++, regression trees, generalized additive models, optimization, various time series regressions.

What do you hope to get out of this group?

I hope to meet other modelers and consumers of analytics.

Introduction

For the past 15 years I have ran analytics efforts in the invesment management industry. Most recently I was leading the development of analytics at Fannie Mae.


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