Researcher, Laboratory of Computation, Data, and Machine Learning
University of Illinois at Urbana-Champaign
2016 — present
As a Researcher, I developed Standard Machine Learning Language (SML) which attempts to automate parts of machine learning using SQL like queries. Used Machine Learning to predict the profitability of firms [View Paper]. Developed an open source implementation to estimate Transfer Entropy which is up to 1072 times faster than existing implementations [View Paper] [View Github Repo] . Used information theory measures along with Network analysis to identify/ discover characteristics of information flowing between financial entities.