Predicting Dynamics in the Banking Industry
New York

Explore and identify factors affecting bank deposit for 140,000 bank branches in the U.S.

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Build machine learning models to predict the deposits using geographical, socio-economic, financial and other related data.

Statistical Arbitrage - Pair Trading Strategy

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Alpha can be extracted from pairs of historically co-integrated stocks that have recent shown deviating price movements. Pair trading strategy can profit from such deviation narrowing.

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Index Rebalancing Strategy
 

We aim to arbitrage on the price effects associated with short-term demand due to index fund rebalancing, specifically gaming the buying pressure of added stocks and the selling pressure of deleted stocks from indexes.

Computer Vision: Distracted Driver Detection

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The project aims to build a high-accuracy classifiers to identify drivers' driving behaviors, especially distracted behaviors.

The mode has been deployed on AWS Cloud.

Database Design and Analytics for P2P Lending Platform

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Establish a database with PostgreSQL to store and manage the data of investors, borrowers and loans.

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Explore and normalize the datasets, design the relational schema, and develope the ETL process

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Create dashboards with Meta-Base and Tableau to visualize the loan risk and clients' profile.

Impact of Social Media on Financial Markets

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Perform data collection and extraction via Twitter API and conducted sentiment analysis and causal impact analysis.

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Formulate 11 sentiment indicators to quantify the sentiment levels of tweets, using TFIDF and word2vec techniques.

Research on Alternate Energy Vehicles and Tesla

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Conduct PESTEL analysis to identify the forces affecting manufacturing of alternate energy vehicles.

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Study the competitive edges and challenges of Tesla and make strategy to keep Tesla ahead of the whole industry.

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Design the research to evaluate the influence of autonomous driving experience.