Sarunas Simaitis

Algoritmų biuras focuses on automating the furniture creation process from client order through design to manufacturing. This entails developing AI assisted IT, CAD, CAM, manufacturing and quality control solutions.

Modelling user reading behaviours and delivering recommendations for the development of a magazine platform. Development of metrics to assess user interest in the viewed articles. Involved in creating a dashboard to analyse the users engagement in the app. The main software tools are Python, MySQL, and MongoDB. Experimenting with graph approaches using Neo4j.

Conducting market research using survey data. Creating surveys using Conjoint analysis and participating in the development of dashboards. Main statistical tools include Microsoft Excel, SPSS and Sawtooth Software package.

Working with customers. Presenting the night sky objects using an 80cm reflector telescope.

Doing data collection and preparation tasks. Cases include gathering statistics from government and regulatory websites, interpolating missing data, and aggregating into higher-level statistics. The main tools are Microsoft Excel and R.

Quantitative and Computational Finance, Stochastic Calculus, Portfolio theory, Stochastic volatility, Lévy Fluctuation Theory, with applications in finance and OR, Measure theory Thesis title: Stochastic interest rate and volatility implications for the exposure of the FX derivatives Project: Bermudan option pricing with COS method

Topics covered: Multivariate, Asymptotic, Bayesian Statistics, Panel Data Analysis, Finite Sample Methods, Dynamic Stochastic General Equilibrium Theory. Thesis: Functional Aggregation

Exchange at Tilburg University. Quantitative finance, Game Theory, Combinatorial Optimization, Econometric methods.

Subjects include Micro/Macro/Financial Econometrics, Mathematical Analysis, Linear Algebra, C++, R package, Probability Theory, Statistics, Random Processes. Thesis - Consumer preference evaluation using Conjoint Analysis.