SERGEY ZHELTUKHIN

** **** **., ***. *, Boston, MA 02113 * 508-***-**** * acb55o@r.postjobfree.com

OBJECTIVE To apply my extensive knowledge of mathematics, statistics, and computer science, and problem-

solving skills to professional data analysis

EDUCATION Worcester Polytechnic Institute, Worcester, MA

Doctor of Philosophy in Mathematics Sep 2013

MS in Applied Mathematics Feb 2009

Voronezh State University, Voronezh, Russia

MS in Applied Mathematics and Computer Science June 2007

BS in Applied Mathematics and Computer Science July 2005

FM/2, Financial Mathematics Aug 2011

SOA/CAS

P/1, Probability Mar 2011

EXAMS and

VEE-Applied Statistical Methods and Economics requirements, completed

VEE CREDITS

RESEARCH Currency Exchange Rate Forecasting Using Neural Networks (Bachelor’s and Master’s

EXPERIENCE Thesis)

• Performed data collection, data mining, and time series decomposition which included

extraction of trend, cyclical, seasonal, and irregular components;

• Made a statistical preprocessing, including smoothing and linear regression analysis, of

trend and irregular components in Excel;

• Constructed the optimal neural net structure based on backpropagation net, developed

a software piece using object-oriented programming language (Delphi);

• Coupled technical analysis and neural network forecasting for the currency market.

Statistical Analysis of the Dependence of a Crime Rate on Socioeconomic Factors

in Statistica 6.0 and SAS 9.0 (Master’s Project)

• Checked the hypothesis about the normal distribution of several factors which influence

the crime rate;

• Applied different statistical methods, such as dispersion analysis, factor analysis, and

cluster analysis, to study the correlations;

• Classified the data, figured out connections between the crime rate and different socioe-

conomic factors and determined the crucial factors.

Preferred Frequencies for Coupling of Seismic Waves and Vibrating Tall Buildings

(Ph.D. Dissertation)

• Developed a mathematical model and introduced an algorithm to solve a seismic “city-

effect” problem, a phenomenon which occurs when an earthquake hits a big city;

• Solved the corresponding system of partial differential and integral equations numerically

in Matlab; justified the method theoretically and analyzed the results;

• Studied the Helmholtz equation and its Green’s function in periodic domains and applied

different approaches to handle the singularity and convergence issues;

• Solved the interior Neumann problem in a general two-dimensional domain using the

Nystrom method.

Cell Movement (Ph.D. Project)

• Constructed a mathematical model for a one-dimensional crawling cell based on vis-

coelastic theory;

• Simulated the resulting system of ordinary differential equations using finite difference

methods in MatLab.

Analysis of the efficiency of radio and online advertisement (Independent Project)

• Analyzed rolling statistics to split the time lag into several periods using SAS;

• Applied bootstrapping and hypothesis testing algorithms to evaluate the increase in the

number of customers induced by radio and online advertisement separately in Excel;

• Evaluated the synergy achieved by running both campaigns simultaneously.

PUBLICATION Zheltukhin S., Lui R. One-dimensional viscoelastic cell motility models.

Mathematical Biosciences 2011, Jan; 229(1): 30-40.

WORK Teaching Assistant, Worcester Polytechnic Institute (Calculus, Vector Calculus, Aug 2007-

EXPERIENCE May 2013

Differential Equations, Discrete Mathematics)

Operating Systems: Windows, Unix

COMPUTER Programming Languages: MatLab, C++, SAS, R, Java, Delphi (Pascal), SQL

SKILLS Databases: Oracle

Software: Microsoft Word, Excel, Power Point, Statistica, Latex

RELATED Probability and Mathematical Statistics, Numerical Methods, Partial Differential Equations,

COURSES Discrete Mathematics, Graduate Statistics Seminar (Worcester Polytechnic Institute)

Computational Finance and Financial Econometrics, Financial Engineering and Risk Manage-

ment, Data Analysis in R (www.coursera.org)

Operations Research, Optimization Methods, Data Analysis, Economics, Econometrics, System

and Applied Software, Database and Expert Systems (Voronezh State University)

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