Deep generative modeling and NLP for finance @ Sony Computer Science Labs (Tokyo, 2022)
I developed a method to compute time-dependent loadings in security factor models based on the optical-flow algorithm and trained a VAE to learn and visualize low-dimensional fund-month exposure embeddings, to support GPIF activities. I also researched NLP algorithms (including approaches using transformer-based language models such as BERT and MPNet) for various problems, such as fake news detection and greenwashing evaluation, to help Nomura Asset management assess corporate sustainability.
Cine-MR image forecasting with RNNs and transformers for latency compensation in radiotherapy @ The University of Tokyo (2017-2021, independent work until 2026)
I designed an algorithm to forecast future frames in dynamic chest and liver MR images, based on motion modeling with PCA and temporal dynamics prediction with RNNs trained online and transformer encoders, for safe MR-guided radiotherapy. The proposed approach is modular, interpretable, and can help overcome data scarcity, motion irregularity, and distributional shift between the training and test datasets for population models.
Forecasting the position of external markers on the chest using unbiased online recurrent optimization for safer lung radiotherapy @ The University of Tokyo (2018-2021)
First application of the Unbiased Online Recurrent Optimization (UORO) algorithm to respiratory motion compensation in lung radiotherapy. UORO achieved the highest forecasting accuracy among the compared algorithms, leading to a decrease in the root-mean-square (RMS) error and maximum error of respectively 0.14mm and 2.9mm compared to RTRL, a classic online training algorithm for RNNs.
Simultaneous segmentation and recognition of characters @ Idemia (France, Île-de-France / 2016)
I researched robust OCR for blurry or noisy text images, potentially containing touching or cut characters. I developed a prototype in C and achieved a recognition accuracy 13.4% higher than that of Tesseract 3.04 (open-source software).
Graph matching for computer-aided neurological disease diagnosis with PET imaging @ Fresnel Institute (France, Marseille / 2016)
I applied spectral graph theory to the classification of PET images to assess whether a subject's brain is healthy or not. The F1 classification score achieved was 0.78/1.0