John L
- Research Program Mentor
MS Master of Science
Expertise
Machine Learning, Financial Statistics, Corporate Finance, Econometrics, Business Analytics, Statistics, Healthcare Analytics
Project ideas
Data Science in Risk Management
Market drawbacks are inevitable, but do you know that their patterns are identifiable with statistics? This project will utilize a variety of probability measures, including extreme-value distributions and volatility models to optimize the allocation of stocks in your stock portfolio. The measures will be implemented in Python and R. Through this project, you will be able to: 1) Master the concepts of probability distributions 2) Obtain hands-on exposure to tasks of a Quant 3) Maximize your portfolio returns with minimal risks
Deploying Trading Algorithms with Machine Learning (ML)
This project focuses on employing investment decisions based on model output, particularly for equities and cryptocurrencies. Techniques involve using regression and classification designs to predict the market's price composition. Fundamental and technical data are used. The models will be implemented in Python. Through this project, you will be able to: 1) Develop the mathematical foundations for the ML models and implement them 2) Optimization algorithms for training the models on actual data. 3) Analyze the performance of the trading algorithms
Feature Engineering for Alzheimer's Disease
The occurrence and impact of alzheimer's disease vary widely in the population, and several medical and demographic factors may be insightful for their prediction. Uncovering such an association can be instrumental in predicting the onset of alzheimer's and proactively aiding patients that may be at a higher risk. Through this project, you will be able to: 1) Perform Exploratory Data Analysis (EDA) in a medical context 2) Assess and design statistical learning models for disease emergence 3) Automate diagnosis results that mimics those of a robo-advisor