【Spring 2021】Independent Project – Automated Parameter Tuning for Land Ice Simulations
Our team focused on building a framework for each type of data to facilitate the automated parameter tuning for ice sheet simulations of Earth’s polar ice sheets. 
Portfolio
【Winter 2021】NLP Final Project – Using Recurrent Convolutional Neural Network (RCNN) to Predict S&P 500 Movements
Implementation of the recurrent convolutional neural network (RCNN) model to predict intraday directional-movements in financial market. 
【Winter 2021】Natural Language Processing with Deep Learning
Exploration of natural language tasks ranging from simple word level and syntactic processing to coreference, question answering, machine translation, etc. 
【Winter 2021】Rank Regularized Estimation of Approximate Factor Models
An estimation for large-dimensional factor models with application of the rank-regularized approximate factor models to a real-world dataset. 
【Winter 2021】Financial Statistics
This Ph.D. course covers topics in financial statistics with a focus on current research. Topics will include time-series modeling, volatility modeling, high-frequency statistics, large dimensional factor modeling and estimation of continuous time processes. 
【Winter 2021】Reinforcement Learning for Stochastic Control
This course explores a few problems in Mathematical Finance through the lens of Stochastic Control, such as Portfolio Management, Derivatives Pricing/Hedging and Order Execution. 
【Fall 2020】Artistic Style Generator Using CycleGAN and VGG19
Our team uses Deep Learning approaches to map from dataset Vincent Van Gogh to dataset real photo in the respect of artistic style and content. 
【Fall 2020】Deep Learning
Neural Networks, Convolutional Neural Networks, Sequence Models and more. 
【Fall 2020】Introduction to Time Series Analysis
Time series models used in economics and engineering. Trend fitting, autoregressive and moving average models and spectral analysis, Kalman filtering, and state-space models. Seasonality, transformations, and introduction to financial time series. 
【Spring 2020】Big Financial Data and Algorithmic Trading
Our team investigates the extent to which latency arbitrage opportunities between different liquidity providers and machine learning techniques that can forecast the future movements of exchange rates can be profitably used. 
【Winter 2020】Mathematical Finance
Signal Generation, Factor Models and Pairs-Trading, Empirical Correlation Matrices, the Marcenko-Pastur Distribution and more. 
【Winter 2020】Advanced Software Development for Scientists and Engineers
Hands-on Programming Assignments (PAs) in C/C++ with designing, writing, hand-tracing, compiling and debugging for computational problems from various science and engineering disciplines. 
【Fall 2019】Software Development for Scientists and Engineers
Hands-on Programming Assignments (PAs) in Python and C/C++ with designing, writing, hand-tracing, compiling and debugging for computational problems from various science and engineering disciplines. 
【Fall 2019】Statistical Methods in Finance
Investment models, principal components analysis, likelihood inference, Bayesian methods, portfolio management and more. 
【Fall 2019】Numerical Linear Algebra
Solving and analyzing linear systems, accuracy, stability, LU, Cholesky, QR, least squares problems, singular value decomposition and more.
【Fall 2018】Classifying Types of Toxicity in Wikipedia Comments with Natural Language Processing
Implementatoin of a multi-headed NLP model that’s capable of detecting different types of of toxicity like threats, obscenity, insults, and identity-based hate better than Perspective’s current models. 
【Fall 2018】Deep Learning for Natural Language Understanding
Basic neural network architectures and optimization through backpropagation and stochastic gradient descent. Word vectors and recurrent neural networks, and their uses and limitations in modeling the structure of natural language. 
【Fall 2018】Introduction to Numerical Analysis
Analysis of numerical methods for linear algebraic systems. Orthogonalization methods, Ill conditioned problems, Eigenvalue and Singular Value Decomposition etc. 
【Spring 2018】Data Structure in Java
Use and implementation of basic data structures including linked lists, stacks, and queues. Use of advanced structures such as binary trees and hash tables. 
【Winter 2018】Puzzle Game 2018 in Java
An implementation of a fully functioning, graphical 2048 game that handles user key press. 
【Winter 2018】Java Programming II
Hands-on Programming Assignments (PAs) with designing, writing, hand-tracing, compiling or interpreting, executing, testing, and debugging Java programs. 
【Fall 2017】Java Programming I
Hands-on Programming Assignments (PAs) with designing, writing, hand-tracing, compiling or interpreting, executing, testing, and debugging Java programs. 