Social Media Data

Weitao Lin

*** ********** ****, ****** ****, NJ, 07310

Tel:(929) 215 - 2528 Email: ********@*****.***

Education

NYU, Courant Institute of Mathematics Sciences New York, NY Master of Science in Data Science May 2018

• GPA: 3.7/4.0 Coursework: Machine Learning, Deep Learning, Big Data, NLP, Object-oriented Design in Java, Algorithms and Data Structure, Computational Cognitive Modeling Zhejiang University, Chu Kochen Honors College Hangzhou, China Bachelor of Economics Jul 2016

• GPA: 3.93/4.00 Major GPA: 3.94/4.00 Rank Top 5% out of 48 Skills

• CFA Exam Level II Candidate

• Programming Languages: Java, C, C#, R, Python, MATLAB, SQL

• Software and Toolkits: TensorFlow, PyTorch, Scrapy, Selenium, Pandas, Sklearn, Numpy, GitHub, QGIS, Elastcisearch Experience

RBC Capital Markets NY

Data Scientist, Global Research Jun 2018 - Present

• Conducting machine learning and statistical analysis to help equity analysts gain insights about company and industry fundamentals by leveraging alternative datasets including social media, foot traffic, transaction data and satellite image.

• Constructing neural network predictive models for a basket of commodities based on news and social media sentiment and volume. Signals demonstrate good performance (Sharpe ratio > 1) and low correlation to existing factors.

• Building data-driven AI system for internal optimization based on client interaction and engagement data. Hi.fi NY

Machine Learning Engineer Oct 2017 - Feb 2018

• Developed music recommendation system with deep ensemble model including reinforcement learning, collaborative filtering, acoustic feature extraction, etc., product now running in production on AWS.

• Speed up runtime up to 100 times faster with distributed multi-gpu processing, batch method and algorithm optimization. RBC Capital Markets NY

Amplify Program Summer Intern May 2017 - Aug 2017

• Built Artificial Intelligence tool to optimize virtual assets utilization by applying deep learning-based pattern recognition algorithms to time series data.

• Verified experimental results with a RBC app team and saved the team $180,000 in potential chargeback.

• Won best overall solutions out of 16 global teams and filed provisional patent. New York University NY

Research Assistant Oct 2016 - May 2017

• Applied Bayesian nonparametric hierarchical modeling approach to do automatic edit-imputation for raw firm-level data of U.S., India and China manufacturing enterprises for Professor Martin Rotemberg.

• Applied different algorithms to identify the set of top K items from noisy pairwise comparisons and evaluating to do competitive analysis of the top-K ranking problem for Professor Xi Chen.

• Conducted research on applying NLP topic modelling techniques on twitter data for Professor Vasant Dhar. Obsidia Capital China

Quantitative Researcher Nov 2015 - Jul 2016

• Designed algorithmic trading system based on technical indicators learned from time-series data to optimize portfolio management, including pattern recognition, statistical testing and data visualization.

• Built and tested statistical arbitrage strategies based on time series models including ECM and GARCH.

• Developed tools to automatically collect, update bond market information and monitor portfolio performance.

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