Quantum Machine Learning in Finance
Exploring hybrid quantum-classical models for credit risk assessment and their performance improvements over traditional methods.
Data Scientist with 7+ years of industry experience specializing in machine learning, AI, and quantum algorithms within the financial sector.
PhD in high-energy nuclear physics.
Prototyped hybrid quantum-classical ML models for credit default prediction, achieving 41 basis point improvement over XGBoost baseline. Collaborated with PayPal and American Express on quantum optimization algorithms.
Built propensity models using stacked ensemble techniques for credit card marketing campaigns. Implemented advanced clustering algorithms to improve customer segmentation and profitability analysis.
Investigated quantum properties of baryon systems using effective field theory. Implemented Metropolis algorithm in Python and C for thermodynamic property calculations.
Exploring hybrid quantum-classical models for credit risk assessment and their performance improvements over traditional methods.
Techniques for improving clustering algorithms to maximize profit separation and predictive accuracy in financial services.
Building robust propensity models using stacked ensemble techniques for large-scale financial applications.
Understanding the practical applications of quantum algorithms in solving business optimization problems.
Always interested in new opportunities, collaborations, and conversations about AI, machine learning, and quantum computing.