MILENA BANJEVIC
445 E14th st.
apt#2F
tel. 917 446-3096
http://www.banjevic.com/cv.html
EDUCATION
9/97-06/04 STANFORD UNIVERSITY,
Ph.D. in Statistics, at the Department
of Statistics, with
Prof.
Paul Switzer
Thesis
Title: 'Optimal Network Designs in Spatial Statistics'. Developed optimal
sampling design strategies used to interpolate non-stationary spatial random
fields, based on simulated annealing and sequential algorithms adapted to the
Bayesian context. Presented a discussion of the model
sensitivity and robustness, with an application to
the maximum daily temperature field in the '
Thesis in Pdf format: Ch1, 2 Ch3 Ch4 Ch5,6 ChA
Research
Interests: Spatial Statistics, Network Design, Random Field modeling and
interpolation, Image
Processing, Optimization Algorithms
9/93-6/97 UNIVERSITY OF TORONTO,
Honors Bachelor of Sciences, with
programs: specialist in Mathematics, major in Computer Sciences, minor in
Statistics. Major
GPA: 4.2 (out of maximum 4.3)
9/89-6/93 High School of Mathematics,
PREVIOUS RESEARCH & EXPERIENCE
10/02-12/04 QUANTITATIVE
ANALYST, Glacis Capital Management,
'Statistical
arbitrage models and trading strategies for the
·
Designed and
implemented equities trading strategies such as mean-reverting stock return
models including momentum effect, volume impact and stock specific information
·
Developed several
event-driven strategies.
·
Researched portfolio
optimization incorporating predicted return, portfolio risk and trading costs
·
Conducted price,
volume and stock-specific data analysis, display, cleaning and selection.
·
Performed trading
cost analysis, book sensitivity analysis, trading parameters optimization.
·
Designed, built
and maintained the production, simulation and performance analysis code.
2/99 - 9/02 RESEARCH ASSOCIATE, Department of Biology,
'Social
hierarchy and stress levels in baboons', with Prof. R.Sapolsky
·
Explored
tree and clustering models of animal behavior based on nearest neighbor and cortisol level data.
9/98-9/02 CONSULTANT, Department of Statistics,
Participated in consulting researchers
from other fields in experimental design, data analysis and interpretation.
9/94-9/02 TEACHING
ASSISTANT,
Taught class and lab sections for
Statistics, Mathematics and Computer Science courses at graduate and undergraduate
level.
6/01-8/01 RESEARCH
ASSOCIATE, AT&T Research Labs, Florham
Park, NJ,
with Daryl Pregibon
‘Customer
matching via Communities of Interest’
·
Developed
methods of profiling new phone line customers and matching them to existing
accounts based on the similarity of their calling circles and customer
profiles, both in order to detect fraudulent lines and to update Do-Not-Call
lists. Models explored were based on decision trees, logistic regression and
customer connectivity networks.
6/99-9/99 COURSE
INSTRUCTOR, Department of Statistics,
'STAT 190: Introduction
to Statistics'
Taught a course on data exploration, distributions, regression, inference
and
design of
experiments.
6/98-9/98 RESEARCH
ASSOCIATE, Bank of Montreal,
with CEO W.Tanner
'Budget and Profit Forecasting via Time Series Analysis'
·
Analyzed
customer, budget and profit data and developed time-series and regression
models, which are to predict future trends and optimize decision process. extended description
6/97-9/97 RESEARCH
INTERN, Bank of
'Loan Decision Modeling via Logistic
Regression'
·
Developed
logistic regression and neural network models that predict the behavior of loan
applicants based on their personal and credit history. extended description
6/96-9/96 SUMMER
RESEARCH INTERN, Jet Propulsion Laboratory, NASA,
'Simultaneous
Temperature and Cloud Property Retrieval for Thermal Infrared Data'
·
Developed
a radiative transfer algorithm for simultaneous
temperature profile and outgoing intensity estimation on Jupiter, determining
trade-offs and sensitivity to noise. extended abstract
6/95-9/95 SUMMER
RESEARCH INTERN, Weizmann
Institute of Science,
'Statistical Interrelation of Respiratory Diseases and Climatic
Conditions'
·
Explored
the relationship between medical and meteorological conditions and developed
time-series and regression models. extended
abstract
6/94-9/94 SUMMER
RESEARCH INTERN,
Prof.J.Repka, at Department of Mathematics, through
National Sciences and Engineering Research
of Canada
'Measure Theory, Hilbert Spaces and
their Applications'
·
Investigated
problems about Hilbert and Lp
spaces and their applications in probability.
2/93-3/93 RESEARCH
INTERN, Petnica
Science Center,
'The Applications of New Superconductors'
·
Researched
and presented the applications of superconductors, such as energy production
and transfer.
SKILLS & INTERESTS
Proficient in Splus, SAS, Minitab, Matlab,
Unix, C++, Pascal, Fortran, LaTeX, Visual Basic,
Excel
Languages French,
German, Serbian
Interests Photography,
film studies, horseback riding, tennis, skiing
Activities Reconciliation And
Culture COOperative Network,
Students
Against Genocide Organization, Stanford
Arts and Music Committee,
Yugoslavian Anti-war movement,
PAPERS
M.
M.
DH Abbott, EB Keverne, FB Bercovitch, CA
Shively, SP Mendoza,
M.
Orton G.,
Fisher B., Ortiz J. L., Yanamandra-Fisher P., Rages
K., Howell R., Klebe D., Stencel
R., Drossart P., Lecacheux
J., Colas F., Frappa E., Hernandez C., Parker D.,
Miyazaki I., Stewart S., Stansberry J., Spencer J., Golisch W., Griep D., Hainaut M.-C., Joseph
R., Kaminski C.,
(1996) Characterization
of Jupiter's Atmosphere from Galileo and Earth-Based Observations During the
Ganymede-1 and Ganymede-2
Orbit Encounters
American Astronomical Society, DPS meeting #28, #21.18; Bulletin of the
American Astronomical Society, Vol. 28, p.1137, 09/1996