Stanislav KhrapovΒΆ
My name is Stanislav Khrapov. I am a Data Scientist at DB Schenker in Frankfurt am Main, Germany. On the daily basis I design new time series models for forecasting of market freight prices and volumes, company internal financial indicators (EBIT, revenue, receivables, payables, etc.). My responsibilities also include writing end-to-end data ingestion, processing, forecasting, and delivery software mainly in Python and using such tools as web scraping, SQL, pandas, scikit, GitLab, Docker, AWS, Airflow, etc. I perform research on model comparison in terms of forecasting performance. On top of that I love doing sophisticated visualizations (Seaborn, Dash) for presentation to internal business clients. Most of the time we work in small teams in agile environment. Finally, I regularly work as an instructor for the internal AI Training Workshop.
In the past, as I was working as Assistant Professor of Finance at the New Economic School in Moscow, Russia my area of specialization was financial econometrics, option pricing, volatility modeling. During graduate education and work experience that includes both academic and industry positions I wrote research papers individually and in collaboration. Research topics include but not limited to estimation of multivariate volatility and density models, evaluation of option pricing models, term structure of volatility risk premium, volatility forecasting. Accompanying Python code is publicly available at Github repository..
On the personal level I run and swim a lot, bike occasionally (no triathlon, please!). You can join me in this passion on Strava.
