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Aug 2019 - Dec 2019

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

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

Oct 2019 -Dec 2019

Statistical Arbitrage - Pair Trading Strategy

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.

Oct 2019 -Dec 2019

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.

April 2019- June 2019

Computer Vision: Distracted Driver Detection

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.

Feb 2019 - May 2019

Database Design and Analytics for P2P Lending Platform

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

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

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

Feb 2019 - May 2019

Impact of Social Media on Financial Markets

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

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

Nov 2017 - April 2018

Research on Alternate Energy Vehicles and Tesla

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

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

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

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