Hengxin F.

Data Scientist

885 dollar
Freelancer
3 ans
Seattle, ÉTATS-UNIS

Mon expérience

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NnaisenseDecember 2018 - July 2019

* AI portfolio construction: Apply graph neural networks on fundamental features, sector, and country relations to perform valuation on global securities. Allocated $20mn in assets for Global AI Hedge Fund using DL
* Robust portfolio optimization: Using DL, map financial features to optimal portfolio weights generated by a convex solver. Applied Monte Carlo simulation of portfolio permutations to build robustness in portfolios
* High-performance training library: Built multithreaded data loader and portfolio simulator, 30x speedup
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UBS Switzerland and Swiss AI LabMay 2018 - November 2018

* Non-parametric estimation of stochastic processes: Estimate implied volatility surface of S&P500 options using machine learning and constrained optimization. Bayesian interval estimation of S&P500 index price
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Chi-Courser Investment Co LtdJanuary 2015 - September 2017

* Data Mining: Use exploratory analysis, statistical methods and information theory to find market anomalies
* Automated machine learning: Built data pipeline connected to financial database and various web APIs. Automated feature engineering, feature selection and model selection using ta-lib and scikit learn.
* Hedge fund HFT strategies: Developed, tested and put into production $5mn worth of various intra-day commodity (CU and RB) trading strategies based on engineered features and various machine learning methods

Mes compétences

Other

Front End, Neuro-Linguistic Programming, Python Programming, CV, Monte Carlo Simulation, Natural Language Processing, Back End

IT Infrastructure

Docker, Git

Others

Natural Language Processing (NLP), Data Science

Technologies

Amazon Web Services (AWS), Machine Learning, AWS, Pandas

Languages

SQL, Python, C++, R Language, Golang, Go, Java, Matlab

Machine Learning

Scikit-Learn, Neural networks, TensorFlow

Big Data

Data Mining, Blockchain, Big Data

Frameworks

Django

Mes études et formations

Master of Science in Informatics -Artificial Intelligence - Universita della Svizzera italiana2017 - 2019

Bachelor of Arts, Economics - University of Washington2007 - 2012