Deep Learning for Finance
During a research internship at SAP Leonardo Machine Learning in 2018, I co-authored a set of patents describing a Deep Learning system for matching financial data to automate corporate accounting processes. Today, this system is powering Cash Application, SAP’s flagship ML product handling over € 200 Million Euro in annual sales pipeline for global companies.
Briefly, we developed a pipeline involving: (1) Deep neural networks for building embeddings of structured financial data such as bank statements and invoices; (2) Extracting a semantic similarity graph of financial entities based on the learnt embeddings; and (3) Applying combinatorial optimization techniques for clique finding on the resulting similarity graph.
I was also awarded the Professional Internship Book Prize by NTU, Singapore for my work on CashApp.