I like travelling around.
This is my first internship, a starting point of my machine learning and data science journey.
This is a very important experience to me. It will influence my life forever.
I like autumn. It is cool and colourful.
I like cruise and I will do it again!
Mathematics
Operations Research
Statistics
I am currently a second year mathematics PhD student from Northeastern University. Since my first internship at DataRobot, I become interested in predictive modelling, which involves lots of machine learning and statistics methods. I am very happy and thankful that I could find such an amazing field. I hope I could do something meaningful in the future years.
This is a new correlation measure, which is used for nonlinear relationship detection. The idea is inspired by a 2011 Science paper on MIC.
Use various correlation measure to perform feature selection with the maximum relation minimum redundancy method.
Modeled conditional volatility of the financial data with GARCH family models with Matlab and R
Utilized the optimal control theory to simulate and find the optimal harvesting policy by using Matlab.