- Short Hills NJ, US Shankarram Subramanian - Chennai, IN Karolina Anna Kierzkowski - Westfield NJ, US Jahnab Kumar Deka - Guwahati, IN Chang Lin - Riverside CT, US
Assignee:
THE DUN AND BRADSTREET CORPORATION - Short Hills NJ
International Classification:
G06F 18/2415 G06F 18/214 G06F 18/21 G06F 18/23211
Abstract:
A method that includes (a) receiving a training dataset, a testing dataset, a number of iterations, and a parameter space of possible parameter values that define a base model, (b) for the number of iterations, performing a parametric search process that produces a report that includes information concerning a plurality of machine learning models, where the parametric search process includes (i) generating a Bayesian optimized parameter space with an option to validate through Stratified Kfold cross validation, where an optimized parameter set includes training data from the training dataset, and testing data from the testing dataset, (ii) running the base model with the final optimized parameter set, thus yielding model results for the plurality of machine learning models, (iii) calculating Kolmogorov-Smirnov (KS) statistics for the model results, and (iv) saving the model results and the KS statistics to the report, and (c) sending the report to a user device.
Resumes
Full Charge Bookkeeper And Legal Assistant And Translator
University of Illinois at Urbana - Champaign 1995 - 2000
Doctorates, Doctor of Philosophy, Physics, Philosophy
University of Science and Technology of China 1990 - 1995
Bachelors, Physics
Skills:
R Linux Equities Equity Trading Trading System Commodity Algorithmic Trading Optimal Execution Executions Tca Market Impact Slippage High Frequency Trading Market Making C++ Gcc/G++ Perl Python Cygwin Optimization Latex Emacs Fx Trading Futures Commodities Sql Postgresql Rcpp
Lin Chang (1988-1995), Frances Rizzo (1976-1981), Andrea Filipovich (1992-1996), Stacey Same (1975-1979), Eddie Fields (1988-1992), Laurie Greenfeld (1974-1979)