All work
Machine Learning
AI Time Series Forecasting
Time series forecasting with CNN, RNN and DNN models to support risk management in the portfolio RAROC workflow.
Business problem
Customer decisions in the portfolio RAROC workflow needed forward-looking forecasts so risk management could account for what comes next, not just history.
Solution
- Built time series forecasts using deep learning models (CNN, RNN and DNN) to inform risk management decisions.
Measurable impact
AI forecasting
Risk management support for RAROC
Technical implementation
- CNN, RNN and DNN time series models built in Python.
- Python
- TensorFlow
- CNN
- RNN
- DNN
Source
Have a data problem that's taking too much time?
Whether it's a manual reporting process, disconnected data or an analytics bottleneck, I build systems that turn that complexity into something useful.