Andrew Back

Current

• CEO at Windale Technologies

Past

• Frontier Researcher at Riken, Wako-shi, Japan
• ARC Postdoctoral Research Fellow at University of Queensland
• Visiting Scientist at NEC Research Institute, Princeton, NJ

1 more...

Connections

7 connections

Industry

Computer Software

Websites

• My Company
• My Website

Andrew Back’s Summary

I have extensive experience in developing quantitative, numerical software including software for options pricing and volatility analysis. I have previously worked as a Senior Research Scientist in a company which consulted to Energy Australia. In this role, I 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). The system used raw bid price and interconnect data and employed linear programming techniques to accurately estimate the wholesale electricity prices.

More recently, I have founded a company which has produced quantitative software for various companies, banks and financial institutions worldwide.

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).

I maintain an active involvement in research where my interests include the development and analysis of nonlinear models with particular application to biomedical data and financial markets.

Quantitative financial software development, mathematical modeling, data mining, signal processing, options trading software.

Other skills:
Algorithm development, modeling, numerical analysis, simulation, application development, database design and development, commercial software development, object-oriented program design, modular program design, structured programming, software design for reusable code, design patterns, software documentation, dynamic web site development using ecommerce.

Andrew Back’s Specialties:

Visual C#, C, C++, .NET, COM, IDL, Visual Basic, VBA, Excel, Excel Add-Ins, Fortran, PHP, Awk, Perl, CGI, HTML, XML, SQL, Access, Pascal, Delphi, Borland C++ Builder, Borland C# Builder, Matlab, Maple, Mathematica, Latex, UNIX.

* Computational finance
* Options pricing, greeks,
* Historical and implied volatility
* Curve fitting
* Neural networks
* Matrix maths
* Principle component analysis
* Signal processing
* Machine learning
* Data analysis
* Statistics

Andrew Back’s Experience

• CEO

  Windale Technologies

  (Computer Software industry)

  Currently holds this position

Additional Information

Andrew Back’s Websites:

• My Company
• My Website

Andrew Back’s Interests:

Quantitative software for financial options trading, volatility analysis, data mining, signal processing, neural networks.

Andrew Back’s Contact Settings

Interested In:

• career opportunities
• consulting offers
• new ventures
• job inquiries
• expertise requests
• business deals
• reference requests
• getting back in touch