DATA SCIENTIST

BIOGRAPHY

Nguyen Quoc Anh, pursuing his Bachelor in Economics and Finance, is an AI/ML researcher at The Business School, RMIT Vietnam. Anh specializes in interdisciplinary studies, combining traditional finance and data science. He is noted for pioneering predictive models using Chaos Theory to improve forecasting accuracy. His goal is to leverage decentralized AI to advance algorithmic trading. Proficient in SQL, R, and Python, Anh collaborates with Ph.D. researchers from prestigious EU institutions on societal time series.

EDUCATION

• Bachelor of Business in Economics and Finance, 2024
  _{Royal Melbourne Institute of Technology}

• CPE in Data Science, 2024
  _{National Association of State Boards of Accountancy}

RESEARCH INTERESTS

• Deep Learning
• Chaos Theory
• Algo Trading
• Time Series
• Decentralized AI
• Blockchain
• Green AI
• DeFi

PROJECTS

CryptMAGE: Vision Transformer for Intraday Cryptocurrency Time Series Price Movements Detection

• Fetched 2-year hourly crypto data, transformed arbitrary intervals into images, embedded static info as metadata for optimal training.
• Ensured label balance, engineered MA and RSI indicators, developed correlation heatmaps between OHLCV and engineered datasets.
• Reduced intercorrelation by 53%, achieved 95% accuracy, 91% AUROC, and 90% AUPRC with Swin Transformer over ViT and DeiT.

Phase Space Reconstructed Neural ODE Model for Financial Time Series Forecasting

• Programmed and fine-tuned NODE for time series regression, optimized model with embeddings and time delays across 32,000obs/set.
• Leveraged Takens’s Theorem, designed 3D time series phase space, captured cyclical and long-term dependencies across stock sectors.
• Applied TimeSeriesSplit and 5-fold validation, improved MAE and RMSE metrics by 70%, outperforming LSTM, Transformer, SVR.

CNN-BiLSTM-GRU Model for Stock Price Forecasting

• Developed a hybrid deep learning CNN-BiLSTM-GRU model, optimized with tailored embedding dimensions and time delays for PSR on 20-year time series data.
• Applied to forecast stock prices for major retailers including Target (TGT), Amazon (AMZN), and Walmart (WMT). Reduced MAE by 37.2% and RMSE by 35.1% in comparison to standalone models.
• Presented the project at the Digital3 Conference, RMIT Experience Day in Hanoi and HCMC, and RMIT Showcase: Impact in 2023.

AWARDS AND HONORS

• Presenter - Digital3 International Conference, RMIT, Fall 2023
• Presenter - ICYREB International Conference, UEH, Fall 2023
• Project Love Meter Winner - RMIT Showcase, Hall of Fame, RMIT Vietnam, Winter 2023
• RMIT Showcase: Impact - Online School Showcase, Spring 2024
• Invited Speaker - ICEFMR-2024 Conference, Japan, Spring 2024
• Invited Peer Reviewer - ICPR 2024, Annals of Operation Research, and IEEE Access, Spring 2024
• Invited Peer Reviewer - Computers & Electrical Engineering, Humanities & Social Sciences Communications, and Engineering Applications of Artificial Intelligence, Summer 2024
• Presenter - Pacific Asia Conference on Information Systems (PACIS 2024), HCMC, Summer 2024
• Presenter - Modeling Decisions for Artificial Intelligence (MDAI 2024), Japan, Summer 2024

PUBLICATIONS

1. Nguyen A, Ha S, and Thai, H (2024) ‘Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price Forecasting’, In Proceedings of PACIS 2024, CORE A, 1(1):1-17, accessed 8 July 2024. [Link to paper] [Slides]

2. Nguyen A and Ha S (2024) ‘Transforming Stock Price Forecasting: Deep Learning Architectures and Strategic Feature Engineering’, In Proceedings of MDAI 2024, CORE B, 1(1):1-14, accessed 31 March 2024. Link to paper

3. Nguyen A, Ha S, and Phien N (2024) ‘A Lightweight Multi-Head Attention Transformer for Stock Price Forecasting’, SSRN Electronic Journal, 1(1):1-16, accessed 31 March 2024. Link to paper

4. Nguyen A (2023) ‘Long Short-Term Memory Architectures: Towards a Superlative Tech Stock Price Forecasting Model for Sustainable Economic Prosperity’, In Proceedings of The 9th International Conference for Young Researchers in Economics and Business (ICYREB), UEH Publishing House, ISBN: 978-604-346-250-0, Vol. 2, pp. 83-94. Link to Proceeding

5. Anh N (2024) ‘Con người thời kỳ 5.0: Ta TIÊU ĐỜI từ phút giây MẤT MẠNG??’, Quan Điểm, Spiderum Official, accessed 14 July 2024 (Accepted for digital publication and sponsored media voiceover on Spiderum 900K subscription page). [Video Below] [Link to article]

FEATURED MEDIA

I am All Over The News! Youngest RMIT Scholar who leads breakthrough AI/DL research in Time Series Forecasting

RMIT News | Khoa Học | Báo Mới | Tiên Phong | Stock Biz | Smart Finance

Human Reliance on Technology in Industrialization 5.0: A Case of Vietnam (Sponsored)

Original Article | About Spiderum

Pacific Asia Conference on Information Systems 2024

Conference Site | HKU News

RMIT Digital3 International Conference

VnExpress International | RMIT News

RMIT Hall of Fame 2023: Live Algorithmic Trading (Winner)

Download My CV