Industrial Projects - VICI Holdings

Feb. 2024 - Oct. 2024

Stock Price Movement Prediction

Design deep learning neural network to make prediction of stock price movement. The MAE decreases by 1-2 ticks, compared to earlier models.

Each prediction takes 0.3-1 second and can be performed prior to the opening of the stock market.

Industrial Projects - Alpha Intelligence

Aug. 2023 - Feb. 2024

Credit Score Model

Perform feature engineering based onn repayment history from the borrowers. Improved the KS statistic from ~0.36 to ~0.45.

Adjust the decision making algorithm such that the automatic decision rate increased from ~0.54 to ~0.74 while maintaining the approve/reject ratio.

Data Crawler Server

Maintain data crawler functions and 20 application programming interface (API) endpoints, which are used in the credit score model and by our customers.

Industrial Projects - Enzo

Jan. 2023 - June 2023

Risk Analyzer Application

Designed a static, baseline algorithm to detect permanent water leakages in households. This algorithm has the capability to detect leakages as small as 0.05 ml/s.

Set up analysis pipeline and schedules of automatic analyses that run every 15 minutes.

Generated more than 50,000 synthetic water usages and warm-up curves to test the algorithm.

Maintained application programming interface endpoints between the database, application, and the policy administration system.