FEDOR DZEGILENKO, Ph.D.

**** ********** **** ***, *** Jose, CA 95123; e-mail: abg2v0@r.postjobfree.com

ph: 408-***-**** (mobile).

OBJECTIVE:

( Seeking a challenging position where 10+ years of experience in

development of advanced mathematical &

statistical predictive algorithms will help to solve critical

business problems.

SUMMARY OF QUALIFICATIONS:

( Developed real-time precision targeting statistical algorithms to

identify potential "defectors" for the TurboTax

online product. These algorithms significantly increased conversion

rates. Estimated additional revenue is ~

50 million.

( Designed and developed a decision support system for eBay sellers

which significantly increased eBay's and

seller's profit from the online auction. The system was based on a

combination of statistical modeling and

optimization techniques.

( Performed statistical modeling of click-stream patterns at Intuit's

Turbo Tax site. Suggested ways to leverage

the modeling results to improve this site's features.

( Developed successful algorithms for the short-term prediction of

time-series with financial data and applied it

to Forex trading.

( Used data mining/machine learning/econometric techniques to develop

optimal pricing strategies for retailers,

manufacturers, and Internet Service Providers.

. Highly proficient in various mathematical & statistical modeling

techniques such as Time Series Analysis & Forecasting, Nonlinear

Optimization, Monte-Carlo Simulations, Markov Processes, Kalman Filter,

Neural Nets, Pattern Recognition, Clustering & Classification, Decision

Trees, Logistic Regression, Multivariate Statistics, and Bayesian

Techniques.

. Published/presented more than 40 papers at major international

journals/symposiums.

. Author of several patents in the fields of behavioral internet-based real-

time targeting, online auctions, price optimization, and Nanotechnology.

. R,SAS, Java, C, Matlab, GAMS, Weka

WORK EXPERIENCE:

Intuit, Mountain View, CA

01/2008-

present

Principal Statistician (Business Intelligence and Optimization):

Defined the overall statistics strategy for a portfolio of very different

businesses within Intuit.

( Designed and developed statistical algorithms to identify potential

"defectors" for the TurboTax online product using click-stream data. This

allowed for real-time precision targeting of potential defectors so that

assistance would be offered to them. That capability resulted in increased

conversion rates and additional revenue.

( Developed a set of statistical models to identify up-sell and cross-sell

opportunities within QuickBooks products.

These models were deployed in marketing campaign and generated a

significant lift in sales.

( Developed a probabilistic model of user's browsing behavior at Intuit's

Turbo Tax site. The knowledge of the patterns of user's behavior made it

possible to optimize the flow of information between different sections of

the site and to improve user's experience.

( Developed Bayesian attribute-based approach to match small business

offers to customers. The algorithm provides optimal recommendations to

mobile phone users within Intuit's network.

eBay, Campbell, CA

03/2006-

01/2008

Principal Research Scientist (eBay's Research Lab):

Responsible for the development of advanced mathematical algorithms that

improve eBay's profitability and reduce fraud risks.

( Developed a statistical methodology to predict the maximal bid on an

online auction using real-life data. Based on that model, developed and

implemented an optimization procedure to maximize eBay's and seller's

profits from the auction. This combination of the econometric model and the

optimization resulted in a decision support system which provided guidance

to the seller at the time of initial listing. This significantly increased

eBay's profits.

The expected extra gain in profits was more than 50% per auction.

( Developed an algorithm for fraud-detection which dynamically updated the

probability of fraud with every new transaction. This novel approach allows

for fraud detection in real time as opposed to standard "static"

algorithms.

Tyche Capital Management, San Jose, CA

07/2005- 05/2007

Founder, Managing Partner:

( Developed short-term trading models using a combination of statistical,

machine learning, and optimization techniques. Successfully applied these

models to trade in currency exchange markets.

True Demand Software, Los Gatos, CA

07/2005 -03/2006

Chief Scientist:

Responsible for the development and management of statistical predictive

modeling solutions when applied to supply chain forecasting and planning.

( Developed a statistical methodology to predict the probability of out-

of-stocks occurrences which leveraged real-time point-of-sales and

inventory data.

( Developed econometric models to predict demand uncertainty for

retailers and manufacturers.

( Proposed solutions to estimate future demand for newly introduced

products.

DemandTec, San Carlos, CA

03/2002 -07/2005

Senior Scientist:

Developed econometric models which described consumer demand for retailers.

Created algorithms for price optimization. Performed intelligent customer

and product segmentation. Managed multiple science projects for the

Engineering, Professional Services, and Sales departments. These

responsibilities ranged from designing technical specs to final

testing/validation. Assessed risks of new product features from technical

and business standpoints.

( Developed a short- product-life-cycle econometric model for the

markdown process and used a dynamic

programming based approach to find the optimal markdown policy.

Applied Kalman filter methodology to

update forecast.

( Significantly increased predictive abilities of the existing

econometric model of consumer demand by using

nonlinear multivariate regression via Bayesian shrinkage methodology

( Designed and implemented algorithms for clustering and classification

of products and their attributes. Created

algorithms for customer segmentation using several machine learning

techniques (Decision Trees, Support

Vector Machines, Neural Nets, Logistic Regression, Hierarchical

Clustering).

( Developed algorithms for market basket analysis to identify cross and

up-sell opportunities.

( Applied Neural Networks to predict future sales.

( Developed algorithms to account for missing observations using

Bayesian techniques.

( Performed optimization of product prices using Nonlinear and Mixed

Integer techniques.

( Researched and recommended new methodologies aimed at enhancing

predictive accuracy of existing models

and product's stability and scalability.

( Analyzed feedback from customers and proposed quantitative tests and

strategies to enhance sales.

XACCT Technologies, Santa Clara, CA

12/2000-11/2001

Senior Member of R&D Department, Technical Staff:

Researched and recommended various business application, using high

frequency data for internet protocols (IP).

( Analyzed various IP metrics collected from computer networks using

machine learning and data mining

techniques (Logistic Regression, Decision Trees and Clustering).

( Proposed and implemented multiple business applications such as

differential billing, churn/retention analysis,

fraud detection/prediction, optimal pricing models, and web

analytics.

( Worked closely with customers to explain technical aspects of the

methodology.

ePLANNING, San Jose, CA

03/2000-12/2000

Senior Member of a Science Group:

Responsible for the development of quantitative portfolio optimization

tools for financial planners.

( Designed and implemented a package for financial portfolio simulation

(Monte-Carlo based) and asset

allocation (quadratic optimization) using Value-at-Risk methodology.

( Used various Stochastic Volatility models (GARCH, ARCH, hidden Markov

models) to account for "fat tails"

in distribution of stock returns.

( Created short-term stock prediction strategies using pattern

recognition and nonlinear time-series analysis.

( Modeled option prices by performing Monte-Carlo simulation of

underlying assets.

( Presented results to prospective buyers of the product.

NASA Ames Research Center/MRJ Technology Solutions, Moffett Field, CA

09/1997-03/2000

Research Scientist, Information Technology Modeling and Simulation Group:

Performed fundamental research in the areas of nonlinear dynamics and

Nanotechnology:

( Developed and coded a successful algorithm for time-series prediction

based on the Chaos Theory.

Applied it to predict the level of solar activity and to perform

nonlinear analysis of high frequency

financial time series.

( Used High Performance Fortran to parallelize solutions for the multi-

dimensional Schrodinger equation on

Cray.

( Utilized neural nets to model potential energy surfaces.

( Demonstrated the feasibility of a new class of carbon-based materials

for space applications using stochastic

molecular dynamics simulations.

Emory University, Atlanta, GA

11/1995-9/1997

Postdoctoral Researcher in Computational & Theoretical chemistry:

Carried out fundamental research in the area of Computational Quantum

Chemistry.

( Applied the random matrix theory to calculate rates of critical

chemical reactions.

( Worked on the development of a novel numerical method to solve

partial differential equations.

The Institute of Chemical Physics of the USSR Academy of Sciences, Moscow,

Russia 6/1988 -6/1991

Research Scientist:

( Conducted computational research in the area of nonlinear physics.

EDUCATION:

Department of Physics, The Chemical Physics Program at The Ohio State

University, Columbus, OH

( Ph.D. (Computational Chemical Physics), October 1995.

This Ph.D. thesis was chosen as the best example of how to correctly write

a Ph.D. Thesis for the Ohio State University Graduate Students Guide.

Department of Chemistry, Moscow State University, Moscow, Russia

( M.Sc. (Theoretical & Computational Chemistry), June 1988.

AWARDS:

( Spotlight achievement cash awards: eBay 10/2007, Intuit 04/2008,

04/2009, 07/2009, 05/2010.

( NASA Ames Award for Excellence in Research and Outstanding

Contributions to the Emerging Field of

Nanotechnology, March 2000.

( Ames Contractor Council Excellence Award from the NASA Ames Research

Center, October 1998.

PERSONAL:

( US citizenship, Chess Master, avid hiker and ping-pong player.

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