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Michael Machen, Ph.D. is listed as Data Scientist | Applied Statistician | Applied Mathematician at BMO Financial Group, based in Greater Chicago Area, United States, United States. AeroLeads shows a work email signal at bmo.com and a matched LinkedIn profile for Michael Machen, Ph.D..
Michael Machen, Ph.D. previously worked as Senior Quantitative Risk Analyst at Bmo Financial Group and ACMS Graduate Student at University Of Notre Dame. Michael Machen, Ph.D. holds Doctor Of Philosophy (Phd), Applied And Computational Mathematics And Statistics from University Of Notre Dame.
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My professional interests are in the field of statistics and applied mathematics. As a mathematician and data scientist, I have developed and implemented an ordered group penalty applied to mean-variance portfolio optimization (equity trading/penalized regression/variable selection), a seasonal time-series forecast for predicting new customer activation for Sprint wireless carrier (Big Data/time series), an AIRB model (Advanced Internal Rating Based), IFRS9 model (International Financial Reporting Standard), CECL model (Current Expected Credit loss) for BMO Harris Financial Group's credit card portfolio (Big Data/risk analytics), and a high-order algorithm for solving fully nonlinear advection-diffusion-reaction equations (PDEs/algorithms). During my free time, I work on several on-going data science projects.#1. Portfolio Optimization for Equity Trading (regularization)I use statistics and machine learning to improve a program that I built which selects the optimal weights of stocks designed for long-term trades with minimal turnover. My method outperforms mean-variance and min-variance via Sharpe ratio when selecting from over 80+ assets. I select portfolio weights by grouping stocks by sector and ordering them by their historical returns and variances. #2. Housing Recommender for Chicago I am developing a housing recommender for the greater Chicago area. The goal of the project is to reduce the amount of time spent looking at homes. Redfin/Zillow cannot take into account commute time, walking score, and criminal activity in their recommendation as these will vary person to person. Leveraging Redfin data, Zillow API, Google API, ARCGIS API, and Chicago's Data Portal, I am developing a housing app on GitHub. Link: https://www.github.com/mmachen/housing-search-Chicago#3. Automated Day TradingI am developing machine learning models that can accurately classify up-trends and down-trends for an individual equity. With Alpaca's API, I can leverage vast amounts of data. Specialties: Big Data | Data Mining | Numerical Analysis | Time Series Analysis | AlgorithmsProgramming Languages: R | Python | SAS | SQL | MATLAB | Mathematica | C++
Listed skills include Matlab, Latex, Statistics, Data Analysis, and 15 others.
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Toronto, ON, CA
I developed risk, stress testing and regulatory models (AIRB, IFRS9, CECL) for the bank. From end to end, I developed a probability of default model for the credit cards portfolio which reduced the bank's risk weighted assets by $65 million. I automated quarterly regulatory reports which eliminated error and increased efficiency.
Notre Dame, IN, US
During my graduate studies, I worked on two important projects. #1. Krylov Implicit Integration Factor MethodI developed and implemented a high-order (third order) algorithm for fully nonlinear advection-diffusion-reaction equations with a fourth order diffusion term. I ran numerical experiments to demonstrate the accuracy, efficiency and robustness of.
Boston, MA, US
While at GE GRC (Global Research Center), I created an interactive R shiny app that allowed group members to view confidential material over the intranet. The data set we were given was confidential and anonymized. I used causal inference to identify potential data loss events. The events identified had a positive average treatment effect with a positive.
Overland Park, Kansas, US
While at Sprint, I created an automated forecast using seasonal time series models that accurately predict new customer activation (daily&monthly). My results were presented to the CFO and current CEO (Marcelo Claure) of Sprint. I also assessed several models that were in production. I determined their accuracy and performance. Another project dealt with.
Chicago, Illinois, US
While taking countless undergraduate courses, I worked on research that led to a publication in the Journal of Computational Electronics. #1. Conservative Finite Difference Scheme for Poisson-Nernst-Planck (PNP) equationsI developed and implemented a second order algorithm in time and space that iteratively solves the system of nonlinear PNP equations. I.
Chicago, Illinois, US
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Michael Machen, Ph.D. works for BMO Financial Group.
Michael Machen, Ph.D. is listed as Data Scientist | Applied Statistician | Applied Mathematician at BMO Financial Group.
AeroLeads has found 1 work email signal at @bmo.com for Michael Machen, Ph.D. at BMO Financial Group.
Michael Machen, Ph.D. is based in Greater Chicago Area, United States, United States while working with BMO Financial Group.
Michael Machen, Ph.D. has worked for Bmo Financial Group, University Of Notre Dame, Ge, Sprint, and Illinois Institute Of Technology.
You can use AeroLeads to view verified contact signals for Michael Machen, Ph.D. at BMO Financial Group, including work email, phone, and LinkedIn data when available.
Michael Machen, Ph.D. holds Doctor Of Philosophy (Phd), Applied And Computational Mathematics And Statistics from University Of Notre Dame.
Michael Machen, Ph.D. is listed with skills including Matlab, Latex, Statistics, Data Analysis, Research, Mathematica, Numerical Analysis, and Maple.
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