Yevgeniy Koshtenko

ML Researcher Quantitative Analyst Blockchain Developer

Specializing in the development of ML-driven trading systems, quantitative research, and blockchain integration with 8+ years of market experience.

Research & Experience

Research Scientist at AFIF

  • Quantitative strategy development with ML integration
  • Market anomaly detection and analysis
  • Advanced ML modeling for financial markets

Independent Researcher

  • Development of predictive ML models
  • Research publication and methodology development
  • Advanced trading system design

Algo Trader

  • High-frequency trading system development
  • ML-based strategy implementation
  • Portfolio optimization and risk management

Research Portfolio 2024

Machine Learning & AI

LSTM Neural Networks for Volume Analysis
  • Deep learning integration with technical analysis
  • Anomalous volume pattern detection
  • Advanced clustering algorithms
Association Rules in Forex
  • Market pattern recognition systems
  • Multi-timeframe validation
  • Retail analytics adaptation

Quantitative Research

High-Frequency Trading Systems
  • Arbitrage strategy optimization
  • Low-latency execution
  • Risk management systems
VaR Models for Portfolio Management
  • Dynamic risk modeling
  • Capital allocation strategies
  • Performance validation

Technical Stack

Programming & Integration

  • Python Ecosystem
  • MetaTrader 5 API
  • Solidity / Smart Contracts
  • REST API Integration

Machine Learning

  • LSTM Neural Networks
  • Random Forest
  • ONNX Models
  • Data Preprocessing

Quantitative Analysis

  • Statistical Modeling
  • Risk Management (VaR)
  • Portfolio Optimization
  • HFT Analysis

Featured Research

Neural Network Trading Systems

Development of advanced LSTM architectures for market prediction and pattern recognition.

Deep Learning Time Series Python
2024

HFT Arbitrage Systems

Implementation of low-latency arbitrage strategies with advanced risk management.

HFT Arbitrage C++
2024

Get in Touch

I'm always interested in new research opportunities and collaborations in quantitative trading, ML development, and blockchain integration.

Research Areas

  • ML in Finance
  • Algorithmic Trading
  • Quantitative Analysis

Collaboration Types

  • Research Projects
  • System Development
  • Consulting