ANDREW BACK

I am currently involved in developing quantitative software for options pricing and volatility analysis. Recently I founded a company which has produced quantitative software for various companies, banks and financial institutions worldwide. I have developed models and created software for the analysis of the wholesale electricity industry. In particular, I researched, designed and developed solely from scratch, a computer simulation model in Matlab to predict the wholesale electricity prices across eastern Australian states in the National Electricity Market (NEM)... I have a degrees in engineering including a PhD which involved developing new nonlinear models for time series prediction, nonlinear modeling and control. I have a fairly extensive background in academic research, having worked in University of Queensland (Australia), RIKEN (Japan), NEC Research Institute (USA) and DSTO (Australia)... Andrew Back Home Page - Research on Neural Networks, Independent Component Analysis..