Heather E. Dempsey, M.S., D.B.A.

Quantitative research, machine learning, algorithmic trading, and financial markets are my passion. I hold a Masters in Computer Science & Information Technology as well as a Doctorate of Business Administration in Finance. I have over 3 years of professional experience in deep learning, predictive regression, statistics, data analysis, and relational database experience.

Skill Set:

    Machine learning models:
  • Model design
  • Parameter tuning
  • Cross-validation

  • Monitoring and evaluation:
  • Risk management
  • Performance
  • Attribution

  • Predictions:
  • Risk factors
  • Prices & returns
  • Covariance

  • Portfolio optimization:
  • Asset allocation
  • Sector weights
  • Risk-return profile
Contact Infomation:
203.456.5557
Linkedin
dempseyh_e@yahoo.com
GitHub

Research Papers

Negative Nominal Interest Rates
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Predicting Corporate Bankruptcy
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Pairs Trading with a Kalman Filter
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* These papers are in pdf format and require that Adobe Reader be installed to view and print out these papers. If you don't already have the Adobe Reader, you can download it for free by clicking on the button below.

Dissertation & Presentations

Dissertation Defense
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Pairs Trading
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Predicting Corporate Bankruptcy
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Presentation #1
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Residuals
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ROA
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US Stock Returns Forecasts vs. Random Walk Theory
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MATLAB Files

MATLAB
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OLS
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Test
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* These are MATLAB files and require MATLAB. If you don't already have MATLAB, you can download a trial version by clicking here. You'll have the option to purchase a copy or have the ability to access MATLAB online.

These MATLAB files are a work in progress. Feel free to download them for your own use. If you have any questions or technical difficulties, please feel free to contact me.

* These zip files require a zip archiver. If you don't already have a zip archiver, you can download 7-zip for free by clicking on the button below.