BayesHelsinki
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Lauri Viljanen
Econometrician - Data Scientist - Pricing Professional
Data Science: The Technological Aspect
Python, R and SQL:
Some R libraries I like to use: ggplot, tidyverse, sparklyr, forecast, rstanar, mgcv, zoo, xts, broom, mgcv, rjags
Some Python libraries I like to use: pandas, pyspark, bokeh, pymc3
Pricing of secured consumer loans.
Credit policy of secured consumer loans.
Forecasting of air-traffic landings, departures and passengers of 20 regional airports in Finland for years 2016, 2017 and 2018.
Land-traffic emission estimation for an airport operator
New route load factor estimations for various airlines
A plethora of experience with data visualization. I am a ggplot wizard.
Development of a customer flow model for chain of amusement parks
Net Promoter Score data analysis
69 passed R, Python and SQL courses in
DataCamp.
I've spent a few evenings there since 2015.
Apache Spark:
A lot of data-wrangling and then some more data-wrangling... and also feature engineering, statistical modeling, machine learning.
Big Data with PySpark Track,
Datacamp certification
Introduction to Spark in R using sparklyr,
DataCamp certification
3-day Microsoft hands-on Spark / Databricks Bootcamp
Power BI:
A lot of BI reports for clients in various industries and for many company functions
I like to solve things in the Power Query side: A lot of custom function queries not possible with point and click
Power BI Embedded: Software development with Power BI Embedded
Certificates are nice, thus I have one for this as
well.
Data Science: The Mathematical Aspect
I am an Econometrician by education.
Regression Modeling:
Multiple Linear Regression, Logistic, Poisson, Dif-in-dif, IV regression, RDD, LOESS - far too many techniques to list here.
Pricing of mortgages & collateralized debt
Pricing of airport charges
Air-traffic passenger forecasts
Passenger land-traffic emission calculations for Helsinki-Vantaa airport
Customer flow modeling for a chain of amusement parks in Finland
Demand forecasting for financial products
Validation of strategy for a commercial real estate company through a statistical model
Econometrics (Aalto University)
Advanced Econometrics (University of Helsinki)
Applied Microeconometrics I (Aalto University)
Applied Microeconometrics II (Aalto University)
Productivity and Efficiency Analysis (Aalto University)
Continuation Course in Statistics (Aalto University)
Master's Thesis: Statistical evaluation of macroeconomic forecasting industry in Finland. Grade: 4 (Aalto University 2016)
Bayesian Modeling:
Bayesian regression, Naive Bayes Classification, Natural Conjugate Models and MCMC
LDA for Natural Language Processing
Bayesian Econometrics (University of Helsinki, Doctoral Level Course)
Bayesian Statistics
(Coursera)
Fundamentals of Bayesian Data Analysis in R (Datacamp)
Bayesian Modeling with RJAGS (Datacamp)
Bayesian Regression Modeling with rstanarm (Datacamp)
Time-series Analysis:
Seasonal Autoregressive Integrated Moving Average with eXogenous regressors (SARIMAX), Vector Autoregression (VAR)
Air-traffic passenger forecasts
Time-series Analysis (Aalto University)
ARIMA modeling in R (Datacamp)
Machine Learning:
Generalized Additive Model, Random Forest, kmeans, Hierarchical Clustering
Multiple courses in DataCamp
You can reach me through LinkedIn