A Data and Analysis Summary

In addition to my consulting engagements I have authored a number of books and articles and have written and presented on:

• Quantitative Risk Modelling using Heteroscadastic eGARCH models
• Random forest proximities for visualisation
• Text Data Mining and k-proximity associative maps
• Robust Estimation (using C++ modelling)
• Secure .Net coding
• “R”
• SPSS and SAS
• Six Sigma
  
• QR Algorithms for Real Hessenburg Matrices
• Forward Time Centered Space (FTCS) differencing schemes and von Neumann Stability Analysis
• Survival, Hazard and DREAD modelling

I have successfully completed the following engagements:

• Quantitative risk assessments, (Based on HIPAA, BASEL II and various sections of the financial services legislation),
• Developed AS/NZS 4360 audit and review frameworks for CUSCAL (Credit Union Services Corp Aust. Ltd).
• Completed several cross departmental risk based assessments within the Australian Stock Exchange.
• Has produced academically published papers on IT, Mathematics, HR and Business Strategy
• Created Models using Spectral Analysis for the forensic verification of audio data
• The development of Continuous Audit and Fraud Detection Techniques

ALGORITHMIC DESIGN
Craig has completed the following engagements:

• Fraud risk analysis (A risk modelling exercise for a retain chain recently)
• Forensic and Risk modelling

I am adept with the use of:

• Models derived with Local Martingales which are not Martingales
• The use of the Stieltjes Integral
• Lebesgue-Stieltjes Integral
• Semimartingales
• Approximation via Riemann Sums
• Exponential Martingales
• Levy Characterisation of Brownian Motion
• Gaussian Martingales
• Girsanov's Theorem
• The Brownian Martingale Representation Theorem

I have completed academic work on:

• The Dirichlet Problem
• The Cauchy Problem
• The Feynman-Kac Representation

I have used Stochastic Filtering in engineering and forensic work including:

• Signal Processing
• Unnormalised Conditional Distributions
• Zakai Equation
• Kushner-Stratonowich Equation
• Gronwall's Inequality
• Kalman Filters

I am familiar and adept with both Continuous and Discontinuous Stochastic Calculus prefering Bayesian Inferential techniques, but am adept in Frequentist methods. I have worked with Generalised Additive model (GAM) and both nonparametric, semi-parametric methods on a daily basis.

Some projects with these have incorporated the following:

• Accounting system fraud modelling
• Market Risk Analysis
• Climate Modelling
• Spectral analysis of digital recorders for a forensic assignment

I work extensively with LDA (both linear discriminant analysis and Longitudinal Data Analysis).

• Modelling the cross tabulation of stock movement (this is generally fitted to a logistic random effects model). This is collected with a combination of MAR, MNAR and MCAR missing data techniques.

Recently I have been introducing advanced non-linear time series methods such as the following his models:

• Whitley’s embedding theorem,
• Taken’s Delay embeddeding theorem, and
• Filtered Delay embeddings

I have also been working on non-linear system coupling for fraud modelling using chaos techniques such as transfer entropy and Henon maps.

Some of my recent client engagements include

• Static Code analysis for Centrebet
• Business analysis using DATs (Digital Analysis Technology) for a Marine Sales Company in NSW
• BCP reviews for a number of Credit Unions
• Data Conversion testing for a number of Credit Unions
• IT Security and Risk reviews for several Credit Unions
• SOX IT review and audit for GTN