“Don’t misinterpret-machine learning is not magic. You can’t just push a magic machine learning button and have all your work done for you.”
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Nom : RAHANTAMIALISOA H. Fanirisoa Z.
Adresse : 2 Rue Charles Marie Widor, 75016 Paris
Téléphone : 07 78 12 55 76
Managing multiple data science projects. Predictive analysis can be used for demand forecasting to understand consumer behavior and anticipate product and consumer demand. Identify the most efficient supply networks through advanced analyzes. Improved forecasting and inventory planning for each storage entity. Customer churn was an important challenge for the Lab Data because the target market is massive, consumers have several alternatives to choose from, and there is little difference in competitive offerings. We use a combination of traditional and advanced analytics to analyze, to understand customer attrition and to control the churn.
When a business needs to answer a question or solve a problem, they turn to the department of Data Science process. We will explore all aspects of the business and develop programs using programming languages like Python, Spark to perform robust analytics. We focus on the statistical analysis and research needed to determine which machine learning approach to use, then they model the algorithm and prototype it for testing.
Teaching experience is an integral part of the PhD Program in Finance, and doctoral students are strongly encouraged to do some teaching from the second year.
My PhD thesis supervisor was Pr. Christophe Chorro. We have examined pricing performances of a large collection of GARCH models by questioning the global synergy between the choice of the affine vs non-affine GARCH specification, the use of competing alternatives to the Gaussian, the selection of an appropriate SDF and the choice of different estimation strategies based on several sets of financial information and on standard minimization algorithms.
The project aims to analyze immigrant associations in Paris from the point of view of the network. To determine the importance of immigrant associations as an integration tool and the roles of each association in the development of countries of origin.
The main goal of the internship was to collect and to store data on immigration flux. We brought also technical expertise to ensure the quality and accuracy of that data, then process, design and present it in ways to help people, businesses, and organizations make better decisions.
The purpose of the project was to migrate the data from Oracle database to MySQL database.
The Ca' Foscari PhD Program in Economics & Finance is one of Europe’s leading business schools with an internationally recognized reputation for leading research: rigorous coursework in the first two years, and independent work on research projects that will make up the doctoral dissertation in the remaining years.
Empirical and theoretical studies have attempted to establish the U-shape of the log-ratio of conditional risk-neutral and physical probability density functions. The main subject of my thesis was to question the use of such a U-shaped pricing kernel to improve option pricing performances. Starting from the so-called Inverse Gaussian GARCH model (IG-GARCH), known to provide semi-closed form formulas for classical European derivatives when an exponential affine pricing kernel is used, we build a new pricing kernel that is non-monotonic and that still has this remarkable property. Using a daily dataset of call options written on the S&P500 index, we compare the pricing performances of these two IG-GARCH models proving, in this framework, that the new exponential U-shaped stochastic discount factor clearly outperforms the classical exponential affine one.
Modélisation Méthodes Mathématiques en Economie et Finance (MMMEF), en collaboration avec l’École Nationale Supérieure de Techniques Avancées (ENSTA).
The Master 2 MMMEF (Modélisation et Méthodes Mathématiques en Economie et Finance) in collaboration with ENSTA (École Nationale Supérieure de Techniques Avancées ) is a Master's program delivered at Université Paris 1 Panthéon-Sorbonne. With a wide variety of courses, all taught in English, the program aims at training high level specialists in financial mathematics, financial engineering, mathematical economics, game theory, optimization, control theory, data science, and operations research.
The Master degree economics Erasmus Mundus QEM (Models and Methods of Quantitative Economics) is a Master program in Economics co-funded by the Erasmus+ programme of the European Union. The course of the master program is intended to prepare students for a wide range of careers which utilise their competency in economics, including economic theory, macroeconomics and financial forecasting, financial engineering and risk management, quantitative asset management, Actuarial Science, Mathematical Modelling, Computation and Simulation, Political Science, computational economics, quantitative trading, and applied and theoretical research.
The field of study was algebraic structures related to algebraic integers. Galois Theory, group cohomology, group representations, Hilbert modular forms, elliptic curves and L-functions. We state a method to explicitly determine the space of Hilbert cusp forms of weight two, together with the action of Hecke operator, over a totally real number field of even degree and narrow class number one.
ATER (Attaché temporaire d'enseignement et de recherche) : Assistant professor Giving tutorial of Mathematics, Real Analysis and Topology , Measure theory and Lebesgue integration for undergraduates.
The EDEEM program is research-oriented and aims to produce top-quality researchers, who will gain international experience working within leading European research units that have some of Europe’s best researchers in economics. Students are trained for positions in academia at the highest international levels, as well as for responsible positions in government, research organizations, and business enterprises.
QEM - Models and Methods of Quantitative Economics, is an interdisciplinary Master in Economics enabling students to acquire a thorough knowledge of techniques, advanced methodologies and theory of modeling in economics, with the goals of both research orientation for further studies and practical applications with access to a wide range of jobs requiring quantitative skills, in the private as well as in the public sector.
48 hours to co-create with a team of 5 wonderful people the future of renewable energy : "MAGIE : Magnetic energy" with zero carbon solutions of tomorrow. This project aims to reduce greenhouse gases emissions.
Startup Weekend is an intense 54 hour event which focuses on building a project which could form the basis of a credible business over the course of a weekend. The weekend brings together people with different skillsets. We build a startup project "MadaRéve, Madagascar Révolution Verte" which aims to improve agriculture and trigger the green revolution in Madagascar.
Mathematical Modeling
95%
Data Warehousing
75%
Data engineer
85%
Data Modeling
90%
Data Preparation
95%
Data Analysis
90%
Data Visualization
95%
SQL
90%
NoSQL
90%
R
95%
Python
95%
Spark
90%
Scala
80%
HTML5 /CSS3
90%
PHP
60%
Hadoop
80%
Hive
75%
Kibana
85%
Dataiku
95%
Tableau
90%
Zeppelin
97%
Creativity
95%
Tolerance of change and uncertainty
90%
Flexibility
90%
Helpfulness
95%
