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Rajarajachozhan Arumugam

Post Graduate Program in Business Analytics and Business Intelligence

2017-2018

Key Skills and Tools

Statistics
Predictive Modeling
Optimization Techniques
Machine Learning
Artificial Intelligence
Classification
Tableau

CAPSTONE PROJECT

Dec'17 to May'18

Credit Risk Analytics on Peer to Peer Lending

Domain Finance & Risk Analytics

Built Dynamic Credit Scoring Model which helps peer to peer lending companies to evaluate and predict, if the given applicant will default or not, based on historical transaction patterns of the applicant.  Techniques such as Clustering, Classification, Logistic & Lasso Regression, Random Forest, Neural Networks and Dimension Reduction were used extensively for model building. Finally the model was evaluated for Loss Given Default (LGD) and Stress / Scenario Testing were performed for the key factors influencing Credit Default.

Skills and Tools

Logistic Regression, Random Forest, TABLEAU

Domain Finance & Risk Analytics

Built Dynamic Credit Scoring Model which helps peer to peer lending companies to evaluate and predict, if the given applicant will default or not, based on historical transaction patterns of the applicant.  Techniques such as Clustering, Classification, Logistic & Lasso Regression, Random Forest, Neural Networks and Dimension Reduction were used extensively for model building. Finally the model was evaluated for Loss Given Default (LGD) and Stress / Scenario Testing were performed for the key factors influencing Credit Default.

Skills and Tools

Logistic Regression, Random Forest, TABLEAU

Conclusion

The Credit Scoring Model built, proved to be 32% more accurate in predicting the Probability of Default, when compared to the Propitiatory Model that was being used by the Company. The model also explained on how each of the factors influencing credit rating interacted and on how default rate & profitability were impacted due to the changes in those factors.

Project Mentor Mr Vikash Chandra

COURSE PROJECTS

Jun'18

Market Basket Analysis on 1000 grocery receipts

Course Marketing & Retail Analytics

Market Basket Analysis was conducted on 1000 grocery receipts to understand what goods can be bundled and what types of promotions or discounts can be offered on the products either online or at the retail store.

Skills and Tools

Marketing Analytics, Association Analysis, market basket analysis

Jun'18

Sensitivity Analysis on Workforce and Production Schedule

Course Supply Chain and Logistics Analytics

Sensitivity Analysis on the workforce and production schedules was performed under chase, level and mixed policy plans. The three plans were then compared and the best plan was recommended in order to meet the forecasted demand at minimal cost.

Skills and Tools

Optimization Techniques, Sensitivity Analysis

May'18

Visualizing Art House sales data using Tableau

Course Data Visualization using TABLEAU

This project explored the art of problem solving with the aid of visual analytics. Tableau’s data visualization tools were used create interactive dashboards to uncover hidden insights to identify performance of an Art Auction House in terms of profitability and sales.

Skills and Tools

Data Visualization, TABLEAU

May'18

Built a Machine learning model to predict the choice of transport for a company employee

Course Machine Learning

Analyzed the employee database of a firm with around 500 employees. Built a Machine learning model that best explained the employee's decision to use a specific medium as his/her main means of transport.

Skills and Tools

Predictive Modeling, Machine Learning

Apr'18

Built a prediction Model for default on loans

Course Finance and Risk Analytics

The project involved an in-depth analysis of identifying customers who will default on their loan payments. Logistic regression using R was used to build a prediction model for predicting defaults on loans.

Skills and Tools

Logistic Regression

Feb'18

Analyzed pitches of 495 entrepreneurs in Shark Tank to predict keywords that helps in closing a deal

Course Web and Social Media Analytics

Did initial text mining exercise on a dataset of Shark tank episodes with 495 entrepreneurs making their pitch to VCs. Used that to build multiple models (CART, Random Forest, Logistic Regression) to predict keywords which have an impact on striking a deal.

Skills and Tools

Text Mining, Random Forest, Logistic Regression

Feb'18

Portfolio optimization: Allocated funds to bond investments to maximize the expected return

Course Optimization Techniques

Allocated funds to bond investments to maximize the expected return subject to constraints regarding average risk index, expected return and diversification. Formulated a Linear Programming Model to optimize the portfolio.

Skills and Tools

Optimization Techniques, Linear Programming

Jan'18

Developed a forecasting model to predict monthly sales of a company for the next 4 quarters

Course Time Series Forecasting

Analyzed historical monthly sales data of a company. Created multiple forecast models and recommended the optimum forecasting model to predict monthly sales for the next 4 quarters

Skills and Tools

Time Series Analysis, Forecasting

Dec'17

Neural Network model on Employee Attrition

Course Data Mining

The Project investigates the factors that cause employee attrition in organizations. An Employee attrition model was built using moderate Neural Network Model and Random Forest. After generating common performance parameters for both the models, an Ensemble Model was created that identified the cause of employee attrition.

Skills and Tools

Neural Networks, CART

Dec'17

Built a logistic regression model to predict customer churn in the Telecom industry

Course Predictive Modeling

The primary objective was to investigate the parameters contributing for customer churn (attrition) in the Telecom Industry. A Logistic Regression Model was developed and validated with test data to predict customer churn.

Skills and Tools

Logistic Regression, Predictive Modeling

Oct'17

Analyzed the annual report of an Indian company and evaluated their annual performance.

Course Business Finance

Performed ratio analysis and fund flow analysis on the financial statements of an Indian company and evaluated their annual performance. Prepared a concluding report about the challenges faced and proposed recommendations

Skills and Tools

Business Finance

Sep'17

Conducted STP strategy analysis and proposed recommendations for product market expansion

Course Marketing and CRM

This project involved identifying the Segmentation, Targeting and Positioning strategy of an indian product/service using secondary research. The product-market profile of the chosen product was analyzed and categories for future expansion in the market were accordingly recommended.

Skills and Tools

Marketing

Aug'17

Evaluated the impact of a sales incentive scheme at Titan Insurance Company

Course Statistical Methods for Decision Making

This project used Hypothesis Testing and visualization to evaluate the success of a new sales incentive payment scheme at Titan Insurance company.

Skills and Tools

Hypothesis Testing, Data Visualization