VAHID ASGHARI

  • Sai Kung, Hong Kong
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Quantitative research professional with a Ph.D. in engineering focused on financial decision-making under uncertainty. I’m a conscientious data scientist with infinite energy, insatiable enthusiasm, and immense perseverance. Over my career, I have demonstrated leadership skills and a history of working in the academic and financial domains.

Education

The Hong Kong Polytechnic University, Hong Kong
PhD in Infrastructure management
Sep 2018 - Apr 2022
Sharif University of Technology, Iran
MS in Project management
Sep 2016 - Jul 2018
Sharif University of Technology, Iran
BS in Engineering
Sep 2011 - Jul 2016

Experiences

Hoenir Int. Ltd. - Technical consultancy for startups
Founding Engineer
2021-Present

Partner with Forerunner-data:

  • Leading pilot project with two profs. from CityU and ShenzhenU to deploy NLP-based models to novel business research topics.
  • Scrapping the Edgar quarterly reports for different companies with Selenium and BeautifulSoup
  • Cleaning the raw text and generating the corpus
  • Using BERT, fasttext, and other HuggingFace transformers for encoding the raw data
  • Training DNN models using PyTorch for predicting corresponding stock price movements
  • Evaluating the statistical relationship between reports sentiments and price movements

Partner with Air-Prophet:

  • Implemented ETL pipelines and stored the data in a PostgreSQL database
  • Trained XGBoost/CatBoost models for air flight duration with 5 minutes MAE for a 6 hours flight
  • Reduced the annual costs up to $1.1M and carbon emissions up to 390T for average airline routes

Lifeometer app:

  • Led the development using Agile methodology as a Scrum master
  • Implemented a scientific health-score module based on statistical concepts
  • Designed and implemented the user database on a remote MySQL data server
  • Developed REST APIs for the front-end clients using Django/Python
  • Deployed the back-end on AWS-EC2 (Linux server), used Nginx as the webserver
  • Adapted Test-Driven development methodology. Unit tests covering all use cases and end-points.

RCA-LCA web app:

  • Designed and implemented an SQL database for RCA products and machinery
  • Created the financial/environmental analysis computation engine with Monte Carlo Simulation
  • Developed REST APIs and the backend using Django/Python
  • Implemented the front-end client with JavaScript, JQuery, REACT, HTML, CSS
  • Deployed the back-end on a Linux server, using Nginx and uwsgi
The Hong Kong Polytechnic University
Post-graduate researcher
2018-2022

ReinforceAM (Thesis):

  • Reduced expected costs by 14%, increased utilities by 33% for the Indiana, US, network
  • Designed and implemented the first automated multi-agent network-level RL investment agents
  • Reduced the computation time of optimization methods from hours to seconds
  • Translated the stochastic costs and utility models into python re-usable modules
  • Trained ensemble/boosting models with Sci-kit for predicting life cycle costs with a 3% error
  • Trained DNN models with Tensorflow/Keras for learning optimization behavior with an 8% error
  • Published the first open-source investment valuation model for infrastructure assets
  • Enforced clean code for best code readability and maintenance
  • Led three post-graduate students in conducting and completing AI-based research
  • Published more than 8 scientific papers in top-tier peer-reviewed journals
Hyustan - Forex trading & investment firm
AlgoTrading developer
2016-2018
  • Designed a portfolio optimization algorithm (Time-series prediction, Volatility estimation, Reliability analysis, and non-linear optimization) in Python
  • Created C++ trading bots in Metatrader based on the requests of the Python backend
  • Back-tested >2 million technical indicator-based strategies with Python and C++ in Metatrader
  • Successfully returned 61% net profit with an 83% success rate on an allocated fund with biweekly investments in Iran’s stock market within 6 months

Projects

PyImbalReg 🔗

Developed a python library for preprocessing imbalanced data in regression modeling with more than 500 PyPi installations in 6 months, through implementing scientific and mathematical methodologies
Skills: Python, NumPy, PyPi, Pandas

FIDAP 🔗

Developed a python library for feature importance analysis on supervised and unsupervised machine learning models through data permutation
Skills: Python, clean code, git, supervised learning, unsupervised learning, K-NN, Naïve Bayes, DNN, Random Forest

CBSA-Wisers Analytics Challenge

Ranked 1st runner-up among more than 20 teams, by 1) developing an NLP-based ML model for prediction of Chinese social media posts’ user engagement with the COVID-19, and 2) finding the significant impact of social media sentiments on the Hang Seng index
Skills: NLP, BERT, fasttext, sentiment analysis, p-value analysis, pandas, NumPy, parallelization

ArchSD/HKSTP Hackathons

Ranked 1st runner-up among 17 teams in Two schemes of this hackathon through 1) training and evaluating ML models for predicting construction costs, and 2) achieving the most accurate time-series prediction for construction costs index
Skills: Deep neural networks, ARIMA, LSTM, statistical analysis

Skills

Data Science Tools

Programming languages: Python (Scikit-learn, Keras, TensorFlow, PyTorch, NumPy, Pandas, SciPy,  Matplotlib), C++, Java (Basic)
Database tools: SQL (MySQL, PostgreSQL), MongoDB
Big data tools: Spark, Koala

Machine Learning and Deep Learning

Reinforcement Learning: A2C/DQN/DDPG reinforcement learning
Learning method: Neural Networks, Boosting and other ensemble methods, SVM, Linear regression, Generalized linear models
Deep learning: Natural language processing, Computer vision

Mathematical and Statistical Modelling

Time series modelling: LSTM, ARIMA, VAR
Optimization: Linear programming, Gradient descent methods, Heuristic optimization methods, Convex optimization
Reliability analysis/Simulation: First-order/Second-order reliability analysis, Monte Carlo/Discrete event/Agent-based simulation

Development

Web: Django, JavaScript, CSS, HTML, JQuery, REACT
General: Git, Clean code concepts, Test Driven Development, Scrum project management

Professional and Personal

Personal: Conscientious, Self-motivated, Self-disciplined, Problem solver, Details-oriented
Teamwork: Leadership skills, Effective communicator, Project management skills (with both Waterfall and Agile mindsets), Team player

Publications and Academic Endeavors

All publications are available at: Google Scholar Page 🔗

Served as a reviewer of AI/ML and mathematical modelling related scientific papers in:

  • Journal of Management in Engineering
  • Sustainable Production and Consumption

Interests and Extracurricular Activities

Hiking
Cycling
Reading
Philosophy