Iβm currently pursuing a Masterβs degree in AI, focusing on LLMs and deep learning. My goal is to apply these techniques to extract insights from financial data and build robust signal-driven models. Iβm a curious researcher who thrives on solving complex problems and learning from experimentation.
π Pursuing Masterβs degree in Artificial Intelligence at University of Science (HCMUS). Focus on LLMs, Time Series Forecasting, and Reinforcement Learning for Finance.
π Studied Artificial Intelligence (B.Sc.) at FPT University, Ho Chi Minh City. Gained solid foundations in machine learning, deep learning, and algorithmic thinking, with hands-on experience in AI applications.
π§ LLMs, Time Series Modeling, RLHF, Quantitative Finance, Signal Modeling, Autonomous Agents for Finance.
π I aim to develop AI models that understand and optimize global financial strategies through research, experimentation, and impact-driven innovation.
Fine-tuned GPT-2 to generate market sentiment signals from financial news headlines.
Built a LangChain-based agent to answer earnings call questions using hybrid search (FAISS + OpenAI).
Trained PPO and DDPG agents to allocate assets in synthetic markets with Gym environments.
Authors: Anh Thach Ha Nguyen, Trung Nguyen, et al.
Published at: 2024 Asian Conference on Communication and Networks (ASIANComNet), IEEE
Summary: Proposed a knowledge-based question answering system using DPR and Fusion-in-Decoder (FiD) architecture to enhance response quality and reduce hallucination. Evaluated on ELI5, MS MARCO, and MASH-QA datasets.
π View Full Paper (PDF)"I believe in building intelligent systems that learn from real-world data and generate measurable impact."