Ing. Martin Pavlik, PhD.
Dobsinskeho 858/- Revuca, Slovak Republic
https://github.com/dinkelma/quantitativeresearch.eu
https://www.linkedin.com/in/martin-pavlik-/
--Summary
Data scientist with strong academic background, algorithmical thinking, and plenty of coding experience. Experienced in data extractions, forecasting, optimization applications, and machine learning. Solved many challenging tasks in quantitative methods area. Presented many papers at scientific conferences. Excellent written communication skills. Skilled in users helpline support.
Accomplishments
Machine Learning
Have been awarded 603th position of 5169 (TOP 12%) at Kaggle.com ‘Porto Seguro’s Safe Driver Prediction’ competition. I have created model in Python that predicts that a driver will initiate an auto insurance claim in the next year.
Statistics
Developed an application for Australian client, which conducted non-parametric calculations in R using data taken from Excel and exported back to Excel.
Prepared paper about Monte Carlo experiments and solved and explained the source of 30 years old dispute.
Forecasting
Solved tax forecasting problem on the monthly basis in the Slovak Republic.
Derived new approach to structural shock modelling and published series of articles about the topic.
Developed my own forecasting methodology and published series of articles about that methodology.
Optimization
Developed set of three applications in VBA Excel, which defined “border of investment opportunities” using Solver, matrix algebra, and “brute force” and published set of two papers about that.
Data extraction
Coded crucial data extraction applications, which presented insight into investigated area.
Coded data extraction applications which turned exhausting repeating tasks to one-click operation.
Coded cross-platform application which modified salaries data file to new data file for another application.
Communication
Trained employees in simple data extraction techniques.
Provided users helpline support.
Attended many scientific conferences.
Published many articles.
Used to belong to top 10 percent of overseas employees at the summer camp.
Management
Led team of 5 people for one year
Achieved smooth running of computer nets, application software, and desktop computers with very tight budget
Social skills and competences
Achieved socialization within multicultural environment.
Work History
2012 – to dateSelf Employed, data scientist, LAN admin
2011 –2011National Park Muranska Planina, LAN admin-Self Employed, LAN admin
2004 – 2007The Tax Headquarters of The Slovak Republic, data scientist
2001 – 2004District Office in Revuca, LAN admin
1998 – 1999Military Service
Summer of 1996Summer camp USA (Work & Travel program)
Technical knowledge
R, VBA Excel, Python, Eviews, SQL, Octave, HTML, ARIMA models, ARCH models, GARCH models, EGARCH models, forecasting, trees, forest, neural networks, Monte Carlo simulations, bootstrap, statistical tests, machine learning, optimization algorithms, data extractions, regular expressions, Latex, GitHub, Jupyter
Education
PhD and Master’s degree in Econometrics and Operations Research
Quantum of Coursera courses and other courses in e-learning era
Coursera certificates:
March 22,2013 Data Analysis
May 14,2013 Financial Engineering and Risk Management
May 21,2013 Introduction to Finance
August 13,2013 Machine Learning
November 26,2013 Computing for Data Analysis
April 23,2014 Mathematical Biostatistics Boot Camp 1
April 24,2014 Financial Markets
July 13,2015 Mathematical Biostatistics Boot Camp 2
September 3,2015 Model Thinking
June 28,2017 Using Databases with Python
June 30,2017 Applied Machine Learning in Python
July 9,2017 Using Python to Access Web Data
July 19,2017 Introduction to Data Science in Python
August 12,2017 Applied Text Mining in Python
September 21,2017 Applied Social Network Analysis in Python
Stanford online certificate:
April 8,2014 Statistical Learning
Courses where e-learning company does not emit certificate or certificate was not purchased:
Statistics One, Coursera
Introduction to Computational Finance and Financial Econometrics, Coursera
Macroeconomic Forecasting, IMF, edx.org
Python for Data Science, edx.org
Learn Python, codeacademy.com
Learn SQL, codeacademy.com
SQL:Table Transformation, codeacademy.com
SQL: Analyzing Business Metrics, codeacademy.com
Learn Git, codeacademy.com
Learn the Command Line, codeacademy.com
Marketing Analytics: Marketing Measurement Strategy, edx.org
Marketing Analytics: Price and Promotion, edx.org
Articles :
PAVLIK M.: Usage of Monte Carlo simulations for solving veridical type paradoxes, www.quantitativeresearch.eu
PAVLIK M., MICHALSKI G., LUKACIK M.: Portfolio selection: Method of the step by step assigned weighrs, Wroclaw, Ekonometria, 2016, 21 pages, in press, ISSN-
PAVLIK M., LUKACIK M., MICHALSKI G.: Software for the demonstration of the fundaments of portfolio selection, Wroclaw, Ekonometria 45, 2014, pages 122-138, ISSN-
PAVLIK M.: Income Tax: A comparison of the forecasting methodologies, Wroclaw, Ekonometria 41, 2013, pages 104 - 113, ISSN-
PAVLIK M.: Forecasting of the Income Tax in the Slovak Republic, Wroclaw, Ekonometria 31, 2011, pages 125 - 132, ISSN 1507 - 3866
PAVLIK M.: New approach to the short-term forecasting in the time series with the structural shock, Wroclaw, Ekonometria 27, 2009, pages 94-112, ISSN-
PAVLIK M.: The Usage of Dummy Variable for VAT forecasting of the Tax Administration in the Slovak Republic, Wroclaw, Ekonometria 21, 2008, pages 40-54, ISSN-
PAVLIK M.: Odhadovanie danovych prijmov na dani z prijmov fyzickych osob zo zavislej cinnosti a na dani z prijmov fyzickych osob z podnikania, Bratislava, Ekonomika informatika 1, 2006, pages 129-140, ISSN-
Conferencies :
LUKACIK M., PAVLIK M., MICHALSKI G.: Portfolio selection: Method of the step by step assigned weights, Banská Bystrica, Sociálna ekonomika a vzdelávanie, zborník vedeckých štúdií, 2014, ISBN-
PAVLIK M.: Modelling of the VAT VDP for Slovak Tax Administration, Ostrava, Increasing competitiveness of Regional, National and International Marjets Development - New Challenges, proceedings of abstracts, 2007, ISBN-
PAVLIK M.: Analýza rozdelenia náhodných porúch u prognostických modelov používaných Daňovým riaditeľstvom SR, Ostrava, MEKON 2006 Sborník příspěvkú VIII ročníku mezinárodní konference EKF VŠB-TU Ostrava, 2006, ISBN-
PAVLIK M.: Prognózovanie dane z príjmu právnických osôb, Banská Bystrica, Fernstat, 2005, Forum Statisticum Slovacum 1/2005, ISSN-
PAVLIK M.: The Usage of Datamining for the Modelling of the Witholding Tax, Bratislava, AIESA - Building of Society Based on Knowledge, Proceedings, 2005, ISBN-
PAVLIK M.: Softvérová podpora modelovania očakávaného výnosu a rizika portfólia, Bratislava, 3rd international scientific conference of doctoral students, 2003, ISBN-