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Diana Tumashkina

Last year master student at an engineering school in France (EISTI)

École Internationale des Sciences du Traitement de l’Information (EISTI)

About

Interested in Data Analysis, Analytics and Data Science, I am currently a last year master student in the EISTI Master’s program “Quantitative Finance and Risk Management”.

I graduated from the Institute of Applied Mathematics and Cybernetics, I have a master’s degree in “Applied Mathematics and Computer Science” and a bachelor’s degree in “Mathematical Methods in Economics”.

For 5 years I was engaged in mathematical research, as a result of which I have 12 scientific publications in areas of applied probabilistic analysis and queueing theory (3 of them are indexed in Scopus and 1 in Web of Science).

Interests

  • Mathematics
  • Data Analysis
  • Data Analytics
  • Data Science

Education

  • Master in Quantitative Finance and Risk Management, 2018-2020

    École Internationale des Sciences du Traitement de l’Information (EISTI), France, Cergy

  • Master in Applied Mathematics and Computer Science, 2017-2019

    Institute of Applied Mathematics and Computer Science. National Research Tomsk State University, Russia, Tomsk

  • Bachelor in Mathematical Methods in Economics, 2013-2017

    Faculty of Applied Mathematics and Cybernetics. National Research Tomsk State University, Russia, Tomsk

Skills

RStudio

Python

Anaconda, Spyder, JupyterLab

VBA

In MS Word/Excel

Mathcad

Matlab

SQL

ORACLE, SQLite, MS Access

Simulink

LaTeX

Bloomberg terminal

Scilab

Experience

 
 
 
 
 

Computer Science, Information Technology, Project Management teacher

College of Commerce and Services

Oct 2017 – Aug 2018 Russia, Tomsk
Responsibilities include:

  • Lectures
  • Practical courses
  • Laboratory courses

Certificates

Data Analyst in Python

Data Cleaning, Data Analysis, Data Visualization

Bloomberg Market Concepts

Basic Bloomberg Market Concepts given by Bloomberg for Education

Projects

*
All Mathematics Quantitative Finance (Matlab) Data Analysis (Python)

Data Anaysis in Python

15 data analysis projects guided by dataquest. Implemented using Python and SQL (rarely).

Investigation of Semi-synchronous Point Process of the Second Order

Mathematical research in the fields of applied probabilistic analysis and queuing theory. New formulas were derived for the estimation of the process states and parameters by observing the dataset of events.

Calibration of the Financial Model Based on Market Data (S&P 500)

Implemented in Matlab. Analysis of implied volatility (smile). Manipulation of the Black-Scholes Model.

Markov Chains in Finance

Implemented in Matlab. Monte-Carlo Markov Chain, Dynamic Programming methods to price options were implemented.

Featured Publications

October 2019

Estimation of the Probability Density Parameters of the Interval Duration Between Events in Correlated Semi-synchronous Event Flow of the Second Order by the Method of Moments

Abstract: We consider a correlated semi-synchronous event flow of the second order with two states; it is one of the mathematical models for an incoming stream of claims (events) in modern digital integral servicing networks, telecommunication systems and satellite communication networks. We solve the problem of estimating the probability density parameters of the values of the interval duration between the moments of the events occurrence by the method of moments for general and special cases of setting the flow parameters.

September 2019

Investigation of the Estimates of the Probability Density Parameters in Correlated Semi-synchronous Event Flow of the Second Order

Abstract: We consider a correlated semi-synchronous event flow of the second order with two states; it is one of the mathematical models for an incoming stream of claims (events) in modern digital integral servicing networks, telecommunication systems and satellite communication networks. We solve the problem of estimating the probability density parameters of the values of the interval duration between the moments of the events occurrence by the method of moments for general and special cases of setting the flow parameters.

March 2019

Optimal state estimation of semi-synchronous event flow of the second order with non-extendable dead time

In Russian. Original name: Оптимальное оценивание состояний полусинхронного потока событий второго порядка при непродлевающемся мертвом времени. Abstract: We solve the optimal estimation problem for the states of a semi-synchronous events flow of the second order. We consider the stationary operation mode of the flow in conditions of an unextendable dead time, i.e. after each registered event at the moment tk, there is a dead time period of fixed duration T, during which other events of the considered flow are inaccessible to observation.

September 2018

Optimal state estimation of semi-synchronous event flow of the second order under its complete observability

Abstract: We consider the optimal estimation problem for the states of a semi-synchronous event flow of the second order with two states; it is one of the adequate mathematical models for an incoming stream of claims (events) in modern digital integral servicing networks, telecommunication systems, satellite communication networks. We find an explicit form for posterior probabilities of the flow states. The decision about the flow state is made with the maximal a posteriori criterion.

Recent Publications

(2019). Estimation of the Probability Density Parameters of the Interval Duration Between Events in Correlated Semi-synchronous Event Flow of the Second Order by the Method of Moments.

(2019). Estimation by the method of moments of the probability density parameters of the duration of the interval between events of a recurrent semi-synchronous event flow of the second order in a special case.

(2019). Investigation of the Estimates of the Probability Density Parameters in Correlated Semi-synchronous Event Flow of the Second Order.

(2019). Estimation of the probability density parameters for the duration of the interval between events in recurrent semi-synchronous event flow of the second order by the moment method.

(2019). Optimal state estimation of semi-synchronous event flow of the second order with non-extendable dead time.

See all publications

Achievements

Winner of Econophysica scholarship program

Econophysica Oct 2017 – Dec 2017
Econophysica is a company that specialises in providing Analytical and Programming Services to global Clients. The first stage of the competition is a questionnaire. The second is an interview. The final stage of the competition is to solve a serious analytical problem in the field of working with big data. Links: http://almamater.tsu.ru/show_story.phtml?nom=2608&s=7109 https://econophysica.ru/news/company/econophysica-scholarship-program
See certificate

Winner of reports competitions at 8 scientific conferences

Sep 2016 – Jun 2019

Popular Topics

Applied Probabilistic Analysis Black-Scholes Model Bloomberg terminal Data Analysis Dynamic Programming Implied Volatility Mathematics Matlab Monte-Carlo Markov Chain Python Quantitative Finance Queuing Theory SQL

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