State Street Université de Montréal

Milton, Ontario, Canada
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- Strong experience in data science with 10 years of experience in applying machine…

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Courses

  • Advanced Computability and Complexity theory

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  • Advanced Cryptography

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  • Advanced Quantum Computing

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  • Introduction To Cryptography

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  • Introduction To Quantum Computing

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  • Probabilistic Analysis of Algorithms

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Projects

  • Customer Ranking

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    We want to rank the customer according to their "financial shaprness", which is, in rough sense, a measure of how successful they are in their transactions.

    The problem is that different customers have different number of transactions. We used a two-stage Bayesian approach. In the first stage, we build a prior using sets of customers, then, in the second stage, we modified our prior based on the history available for each customer.

    This is a fundamental component that's used in…

    We want to rank the customer according to their "financial shaprness", which is, in rough sense, a measure of how successful they are in their transactions.

    The problem is that different customers have different number of transactions. We used a two-stage Bayesian approach. In the first stage, we build a prior using sets of customers, then, in the second stage, we modified our prior based on the history available for each customer.

    This is a fundamental component that's used in the auto-trading systems/

  • Reinforcement-learning-based auto trader

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    Given the trading data, we built a reinforcement-learning-based agent using a regularized version of the least square policy improvement algorithm. The first version was a proof of concept that used a simple formulation for the environment. The regularization is used to solve the problem of data scarcity in some states.

    The algorithm succeeded in learning "the general principles" of the trading. The next step is to increase the environment representation and the complexity of the model…

    Given the trading data, we built a reinforcement-learning-based agent using a regularized version of the least square policy improvement algorithm. The first version was a proof of concept that used a simple formulation for the environment. The regularization is used to solve the problem of data scarcity in some states.

    The algorithm succeeded in learning "the general principles" of the trading. The next step is to increase the environment representation and the complexity of the model. This is an ongoing project.

    Another simpler version is implemented in R for demonstration purposes.

    Tools used: python, pandas, numpy, scipy, and R.

  • Social network analysis of customers

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    We used the techniques of social network analysis to study the relations and similarities of the customers. Two customers are "connected" if they perform similar transaction.

    Once we cleaned the generated graph appropriately, we were able to discover interesting properties of our customers. For example, it turn out that there are few natural "communities" which represents unknown sections of customers.

    We also used this technique to generate graph-based features used, with…

    We used the techniques of social network analysis to study the relations and similarities of the customers. Two customers are "connected" if they perform similar transaction.

    Once we cleaned the generated graph appropriately, we were able to discover interesting properties of our customers. For example, it turn out that there are few natural "communities" which represents unknown sections of customers.

    We also used this technique to generate graph-based features used, with appropriate Bayesian modification, in customer ranking.

    Language and Tools used: R, Gephi.

  • word2vec-based customer representations

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    This is a technique that we inspired from deep learning NLP. The idea is to generate word2vec representation for customers using their sequences of transactions. These representation were used in multiple tasks: clustering, classification and ranking of the customers.

    Moreover, interpretability was imposed on these representations using decision trees.

    The technique proved to be very useful, especially for clustering.

Languages

  • English

    Full professional proficiency

  • French

    Professional working proficiency

  • Arabic

    Native or bilingual proficiency

  • German

    Elementary proficiency

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