Artificial Intelligence/Machine Learning

Researcher, Modeling Data Scientist III

  • Designed and prototyped a systematic thematic investing tool using several open-source large language models (LLMs)
  • Applied natural language processing (NLP) methods to unstructured data for text embedding and unsupervised clustering methods to uncover historical trends and make predictions to improve resource allocation decisions
  • Used model predictive control (MPC) to select an optimal policy for volatility control and whole portfolio construction of liquid and illiquid assets

Data Science Intern

Applied supervised and clustering machine learning methods to time series data to build return forecasting models.