Detecting Market Regime Changes
Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector machines) to predict regimes with the intent of improving an existing trading strategy
Analyzing Form D Submissions
Use nonlinear dimension reduction, clustering, nonparametric smoothing, and natural language processing to analyze Form D data from SEC's website
Restaurant Reservation and Point of Sale System
Use object-oriented design in Java to build an application to computerize the processes of making reservations, recording of orders and displaying of sale records for a restaurant
Portfolio Construction Optimizer
Built an optimizer using SciPy to optimize an objective subject to custom-defined constraints
Dark Pool Trading: An Experiment
Ran an asset market simulation consisting of an exchange and dark pool, analyzed experimental data
Teen Patti Winrates
Running Monte Carlo simulations to get win-rates for different Teen Patti (three-card brag) hands
Generating Insights from LinkedIn Profile Data
Scraping data from LinkedIn profiles and running logistic regression on it
Forecasting Singapore’s Retail Sales Index
Using various time series forecasting methods in R to forecast Singapore's Retail Sales Index
Predicting Credit Card Churn
Using credit card customer data to predict churning by customers