About Thomas
Je suis doctorant en économie internationale, passioné par l'analyse de donnée, le machine learning et l'intelligence artificielle.
Je peux intervenir sur la plupart des problématiques data sciences et les résoudre en utilisant les techniques associées.
Avant chaque projet, je cherche à comprendre et cerner la problématique pour mettre en place la réponse la plus appropriée.
English
Fluent
Chinese
Conversational
French
Native or bilingual
Can work on-site
Paris (up to 20km)
Experience
- Hedge fundVolatility Forecasting with GARCH family modelBANKING AND INSURANCESeptember 2017 - November 2017 (3 months)Paris, France• Use GARCH model to convert the market index FCHI (CAC 40) into a robust volatility forecast• Estimating a GARCH model on data displaying a structural break yields a non-stationary estimated model and implies poor prediction => Markov-Switching GARCH model. These models can quickly adapt to variation in the unconditional volatility level.• MSGARCH models are estimated with the Maximum Likelihood technique and an appropriate Markov Chain Monte Carlo (MCMC) procedure.• Each GARCH model is estimated over 3 separate conditionals distributions, which are the Student-t distribution, skewed version of the Normal and Student-t distribution
- Entertainment companyFreelanceENTERTAINMENT AND LEISUREFebruary 2018 - Today (8 years and 4 months)Shanghai, China• Design a model to forecast the demand for the launch of a new product: theme park• Build a customized Bass Model to forecast new producto Model the customer behavior through similar producto Develop a sentiment analysis to evaluate the behaviors of the imitators' customerso Use the Bayesian technique to forecast demand in an environment with little or no data
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Education
- PhD in international tradeParis 1 Panthéon-Sorbonne2018Field of studies: Econometrics, Foreign Direct Investment, Export and Quality Topic: “Economic Complexity and Location of Foreign Firms in China” - Update knowledge about the topic: literature review - Data collection - Summary statistic & clean up data (R language) - Build up metrics for analysis - Design a model to extract important features (Conditional logit regressor) - Write the report with Markdown Rewards: Program CaiYuanpei |2015 – 2017| - Paris 1- Fudan partnership for outstanding researchers - Promoting upgrading and Development: The Role of Governmental Interventions in China - Export Taxes and Sustainable Development Topic: “Economic Openness, Industrial Policies and Quality Upgrading: Evidence from China” - Scrap data from the internet (Python + Selenium) - Code Pipeline to prepare the data (Scikit Learn) - Design an original strategy to estimate to model (Diff-in-Diff) - Evaluate the model with High Dimension fixed effects estimator Rewards: New Structural Economics at Peking University, Professor Justin Yifu |2016-2017| - Rewarded from the NSE Special Research Funding & The Chinese Economists Society - Rewarded by Young Academic Talents Award (YATA)