Recommendation, Resource Allocation, Commercialization

MBS-related prediction & pricing, Liquidity forecasting, Financial document intelligence, Model validation (CCAR, BASEL III)

• Applied statistical and machine learning models for customer behavior analysis；

• Proposed a new repricing scheme by solving a large-scale optimization problem;

• Designed statistical experiments and applied statistical tests for impacts of new schemes;

• Used unsupervised models on the geographic data of transactions to improve fraud detection