C3.ai COVID-19 Grand Challenge

Analysis of COVID-19 Policies’ Impact on the Population and the Economy
3rd Place - $12,500 Prize Money
Proposed a new method for quantifying impact of government issued policies on trends of new COVID-19 cases, mobility, and stock market prices.

Deep Learning and Computer Vision

Complexity Estimation of Deep Learning Models
Data Science Practicum Project – CCC Information Services
Created a tool for estimating the training time of deep neural networks given its structure, input data shape, and GPU specifications.

Color Scheme Analysis of Popular Illustrations
Analyzed color usage trends of popular illustrations from Pixiv. Created a tool that extracts color palettes from an image, trim out relatively less vibrant colors, and identify the color harmonies.

Automatic Image Colorization
Trained a convolutional neural network that implements image classification as global priors to produce more accurate automatic colorization of grayscale images.

Algorithmic Trading

Algorithmic Trading – Order flow
Implemented medium frequency trading strategy with a running window based on order flow impact on micro-prices.

Algorithmic Trading – Pairs Trading
Implemented basic Pairs Trading strategy with a running window over 30 assets based on collinearity of asset prices and computed target exit prices based on expected holding time.

Machine Learning

MLB Playoffs Prediction
Trained a binary classification model to predict each MLB playoff match results using regular season team performance as predictors.