www.modestlungociu.com

About me

Currently working in Quantitative Research at J.P.Morgan. I enjoy writing code for helping good causes, passionate about machine learning, pianist, and chess player. My work so far has been predominantly used in financial modelling for pricing models, quantitative research and trend signalling. I love Schubert and enjoy classical pieces, sometimes I play for charities too. I also like taking pictures when I have time, that is not as often as I would like to.

Work

J.P.Morgan, Quantitative Research, Feb 2022 - Present

BlackRock, Quantitative Developer, June 2019 - June 2020, Aug 2021 - Feb 2022

Research

“A Pedagogical Approach of Machine Learning and Neural Computation” 2020 - The Bulletin of the Polytechnic Institute of Romania Socio-Humanistic Sciences

Research Assistant at the University of Birmingham working on experimental approaches using Discrete Fourier Transform for course analysis and used for improving the overall structural organisation efficiency

Projects

GraphDCP - Platform for storing Digital Cinema Packages (DCP) in a secure way

Notewise - Project that alongisde with a couple of my friends reached the final stage in the YCombinator selection phase for batch of S20. Wall Calendar solution using Character Recognition and Semantic Analysis aimed at families to plan and organise their schedules demo

Audiex - Modern solution using wave analysis and frequency modelling to create DJ sets. This projected initially started as a proof of concept was later on acquired by a non disclosed firm link demo

Dissertation - Forecasting Recession Inflation Rates Using News Analysis and Recurrent Neural Networks with bi-LSTM - link

News.ai - News.ai analyses the article you’re reading and judges its bias based on a number of factors such as language, semantics, sources, author and more

MusicLab - MusicLab will create a melody from songs it’s been trained on using Markov chains

Pictures

Instagram - link