Dr Kelvin Rocha is currently the Lead Data Scientist at the London Stock Exchange Group (LSEG) Labs in Singapore, where, together with his research team, he applies the latest advances in machine learning and Natural Language Processing (NLP) to solve some of the most challenging problems in the financial industry.
Before joining LSEG, Dr Rocha first worked for more than three years as a software developer for a large asset management company and then for five years as a quantitative researcher for a systematic statistical arbitrage hedge fund located in Canada, where he was focused on building systematic equity trading models.
Dr Rocha received a Bachelor of Science degree (Magna Cum Laude) in Electronics Engineering from the Pontificia Universidad Católica Madre y Maestra, Dominican Republic. He later attended the Georgia Institute of Technology in Atlanta, where he received a Master of Science in Applied Mathematics, a Master of Business Administration in Finance, and a Doctor of Philosophy in Electrical Engineering, focused on Computational Vision and Medical Image Processing.
Dr Rocha’s research focuses on Data Science, Machine Learning and Capital Markets.
Jean-Patrick Tsang and K. R. Rocha, “Gain Competitive Intelligence through Posting Analysis,” DTC Perspectives, March 2011
Jean-Patrick Tsang and K. R. Rocha, Analysis of Blogs – Ignore at Your Own Peril, Pharmaceutical Management Science Association (PMSA) Conference, May 2010
K. R. Rocha, G. Sundaramoorthi, A. J. Yezzi, and J. L. Prince, “3D topology-preserving flows for viewpoint- based cortical unfolding,” International Journal on Computer Vision, December 2009
K. R. Rocha, A Variational Approach for Viewpoint-Based Visibility Maximization, PhD Thesis, School of Electrical and Computer Engineering, Georgia Institute of Technology, March 2008
K. R. Rocha, A. J. Yezzi, A. Mennucci, and J. L. Prince, Viewpoint-based maximizing flows, Proceedings MICCAI Workshop on Interaction in Medical Image Analysis and Visualization, November 2007
K. R. Rocha, G. Sundaramoorthi, and A. J. Yezzi, 3D topology-preserving flows for viewpoint-based cortical unfolding, Proceedings IEEE Computer Society Workshop on Mathematical Methods in Biomedical Image Analysis, October 2007
K. R. Rocha, A. J. Yezzi, and J. L. Prince, “A hybrid Eulerian-Lagrangian approach for thickness, correspondence, and gridding of annular tissues,” IEEE Transactions on Image Processing, March 2007
Duci, A. Yezzi, K. R. Rocha, and S. Soatto, “Harmonic embedding for linear shape analysis,” Journal of Mathematical Imaging and Vision, October 2006
K. R. Rocha, A. J. Yezzi, and J. L. Prince, A hybrid Eulerian-Lagrangian approach for thickness, correspondence, and gridding of annular tissues, ICCV Workshop on Computer Vision for Biomedical Image Applications: Current Techniques and Future Trends, October 2005
K. R. Rocha, T. Bose, and M. Larsen, A multiplier-free adaptive algorithm for channel equalization, Proceedings Asilomar Conference of Signal, Systems, and Computers, November 2002
K. R. Rocha, Power-of-2 Quantized Algorithms for Recovering Lost Samples from Images, MS Thesis, Department of Electrical and Computer Engineering, Utah State University, May 2002
K. R. Rocha, A. Vankatachalan, T. Bose, and R. L. Haupt, Multiplierless algorithms for high-speed real- time onboard image processing, Proceedings IEEE Aerospace Conference, March 2002
YSC4228: Data Science in Quantitative Finance