Brian Godwin Lim

Research Data Scientist

Brian is a doctoral candidate in Information Science at the Nara Institute of Science and Technology and an Applied Mathematics graduate of Ateneo de Manila University. His expertise spans Mathematical Modeling, Graph Theory and Decision Diagrams, Machine Learning and Data Science, and Finance and Econometrics. Known for his quick study, adept problem-solving abilities, and passion for bridging the gap between theory and application, Brian is committed to delivering innovation and real-world impact by leveraging quantitative methods.

Website
www.brianlim.xyz
Email
Phone
+81 70 8559 9240
GitHub
briangodwinlim
LinkedIn
briangodwinlim
ResearchGate
Brian-Godwin-Lim

Experience

– Present

Researcher at Mobility Fundamentals Mathematics Research by Kyoto University & Toyota Motor Corporation

Highlights

  • Spearheaded 4 research projects concerning mobility society, employing graph-theoretic, decision-diagram, and deep learning methodologies
  • Presented and published research findings at 2 international conferences and 4 academic journals, highlighting novel research contributions
  • Collaborated and networked with over 30 students, professors, and practitioners from Kyoto University and Toyota Motor Corporation, fostering valuable interdisciplinary connections

– Present

Technical Consultant at Blue Dot Analytics

Highlights

  • Performed comprehensive analysis of the transactional data of 2 FinTech clients, identifying key patterns to support strategic decision-making
  • Developed 3 interactive dashboards to support real-time monitoring of transactional behaviors and to identify potentially fraudulent transactions
  • Trained, deployed, and maintained 2 machine learning models and pipelines, automating key business operations to improve efficiency

–

Research Intern at Phitopolis

Highlights

  • Developed a suite of Python-based statistical and machine learning tools, aiding 5 key analyses on option pricing
  • Analyzed the relationship between the ESG performance of a firm and its option prices, revealing a 2.22% monthly ESG premium
  • Co-authored a report on "An Exploration on the Relationship Between ESG Performance and Option Price" demonstrating a 23.55% improvement in call option price predictions by incorporating ESG-derived features

–

Graduate Assistant at Ateneo de Manila University

Highlights

  • Provided clerical support for the Department of Mathematics, handling data management, communication, and administrative tasks
  • Implemented process innovations, such as automated analytics and dashboards for over 40 courses, enhancing workflow efficiency
  • Served as the teaching assistant for the 1st "Introduction to Reinforcement Learning" course, developing and presenting over 400 lines of foundational Python code

–

Research Assistant & Research Intern at Ateneo de Manila University

Highlights

  • Actively contributed to the research group of 6 on the project "Modeling Collective Behavior of Passengers Boarding and Disembarking from Philippine Public Transport Systems"
  • Conducted comprehensive literature reviews of 10+ papers to gather insights from existing particle-based models
  • Developed Python models simulating 3 types of collective passenger behavior using self-propelled particle motion methodologies

–

Mathematical Informatics Intern at Nara Institute of Science and Technology

Highlights

  • Proposed 3 novel graph reliability measures called Path Survival Probabilities
  • Engineered a computational method for the proposed measures leveraging Zero-Suppressed Binary Decision Diagrams, achieving over 70% increase in computational efficiency
  • Established connections with distinguished professors and students from the Philippines and Japan, facilitating collaborative exchanges with over 40 participants

–

Ateneo Math Olympiad Coach at Ateneo de Manila Senior High School

Highlights

  • Designed a 12-week intensive math training program, tailored to enhance mathematical abilities
  • Crafted over 50 competition-style problems to develop critical-thinking and problem-solving abilities
  • Mentored and coached more than 50 Grade 11 students, effectively guiding their preparation for the Ateneo Math Olympiad

Education

–

Doctor of Engineering in Information Science from Nara Institute of Science and Technology

Achievements

–

Masters in Applied Mathematics, Major in Mathematical Finance from Ateneo de Manila University

Achievements

  • Graduate Assistant Scholarship
  • QPI: 3.97 / 4.00

–

Bachelor of Science in Applied Mathematics with Specialization in Mathematical Finance from Ateneo de Manila University

Achievements

  • Financial Aid Scholarship
  • Minor in Chinese Studies
  • QPI: 3.89 / 4.00 (Summa Cum Laude)
  • Program Awardee

Featured Publications

Journal Articles

Lim, B. G., Dayta, D., Tiu, B. R., Tan, R. R., Garces, L. P. D., & Ikeda, K. (2026). Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. Financial Innovation. (In Press).
Lim, B. G., Lim, G. B. S., Tan, R. R., & Ikeda, K. (2025). Contextualized Messages Boost Graph Representations. Transactions on Machine Learning Research. (Reproducibility Certification).
Lim, B. G., Tan, R. R., Kawahara, J., Minato, S.-I., & Ikeda, K. (2024). A Recursive Framework for Evaluating Moments Using Zero-Suppressed Binary Decision Diagrams. IEEE Access, 12, 91886–91895.

Conference Proceedings

Lim, B. G., Liu, J., Ong, H. J., Chan, J. A., Tan, R. R., King, I., & Ikeda, K. (2025). FinSIR: Financial SIR-GCN for Market-Aware Stock Recommendation. 2025 International Joint Conference on Neural Networks (IJCNN). (In Press).
Lim, B. G., Ong, H. J., Tan, R. R., & Ikeda, K. (2024). Dynamic Principal Component Analysis for the Construction of High-Frequency Economic Indicators. Proceedings of the 4th International Conference on Advances in Computational Science and Engineering, 645–663.
Tan, R. R. P., Asuncion, A. E. C., Lim, B. G. S., Soos, M., & Ikeda, K. (2023). The Pancake Graph of Order 10 Is 4-Colorable. Proceedings of the 2023 6th International Conference on Mathematics and Statistics, 1–6.

Preprints

Ong, H. J. J., Lim, B. G. S., Tan, R. R. P., & Ikeda, K. (2024). Redefining the Shortest Path Problem Formulation of the Linear Non-Gaussian Acyclic Model: Pairwise Likelihood Ratios, Prior Knowledge, and Path Enumeration. arXiv:2404.11922.

Organizations

–

Member at Ateneo Programming Varsity

Highlights

  • Engaged in regular intensive training to refine problem-solving and competitive programming skills, focusing on math-related algorithms and problems
  • Participated in various local and international competitive programming competitions, including Google Code Jam, ICPC, and Codeforces
  • Contributed to several initiatives aimed at enhancing competitive programming skills among students

–

President at Ateneo Mathematics Society

Highlights

  • Spearheaded the transition to online organizational activities during the COVID-19 pandemic, ensuring continuous operation of the organization of over 250 members
  • Led the 15-member Executive Committee in optimizing organizational systems and processes while prioritizing member well-being
  • Initiated a comprehensive review of the organizational constitution, leading to the successful ratification of a revised constitution

–

Academics Department Head at Ateneo Mathematics Society

Highlights

  • Supervised over 100 members in the Academics Department, managing 2 projects and 3 pools
  • Guided 8 project and pool heads in strategic planning and decision-making, enhancing overall department effectiveness
  • Initiated and implemented process optimizations to streamline department operations

–

Problem Solvers' Pool Head at Ateneo Mathematics Society

Highlights

  • Guided a team of over 50 members in crafting high-quality math questions for mathematics competitions
  • Mentored 5 selected members, empowering them to assume leadership roles within the team
  • Implemented structured documentation systems, enhancing organization and efficiency

–

Ateneo Math Olympiad Project Head at Ateneo Mathematics Society

Highlights

  • Led the organization of an annual high school mathematics competition with over 100 participants
  • Guided a 20-member core team, primarily consisting of freshmen, in executing project deliverables while supporting their overall well-being
  • Collaborated with 3 key stakeholders to ensure smooth and successful execution

Languages

English
Fluency: TOEIC-IP: 960
Filipino
Fluency: Native Proficiency
Mandarin
Fluency: HSK 4
Japanese
Fluency: JLPT N4: 141

Skills

Programming
Level:
Keywords:
  • Python
  • C++
  • R
  • MATLAB
  • SQL
Machine Learning
Level:
Keywords:
  • Deep Learning
  • Graph Neural Network
  • Recommender System
  • Causal Inference
  • Large Language Model
  • Retrieval Augmented Generation
Machine Learning Frameworks
Level:
Keywords:
  • Scikit-Learn
  • PyTorch
  • TensorFlow
  • Deep Graph Library
  • Ray
  • MLFlow
  • LangChain
Applied Mathematics
Level:
Keywords:
  • Mathematical Modeling
  • Mathematical Finance
  • Econometrics
  • Statistics
  • Graph Theory
  • Decision Diagrams

Awards

Second Runner Up at UP Association for Computing Machinery Algolympics

Individual Top Scorer & First Runner Up (Team Category) at Stat-Is-Eeks: An Interuniversity Quiz Show for NonStatistics Majors

27th Place at ICPC Asia Manila Regional Contest

Conferences & Seminars

Machine Learning Summer School 2024 by Okinawa Institute of Science and Technology

4th International Conference on Advances in Computational Science and Engineering by De La Salle University

6th International Conference on Mathematics and Statistics by Association for Computing Machinery

Certifications

Building RAG Agents with LLMs from NVIDIA

Introduction to Machine Learning for Trading from QuantInsti

Python for Machine Learning in Finance from QuantInsti

Neural Networks and Deep Learning from Coursera (DeepLearning.AI)

Introduction to Data Science in Python from Coursera (University of Michigan)

Leading Across Culture from Common Purpose

FinSIR

Novel spatio-temporal graph neural network model for stock recommendation

SIR-GCN

Novel graph neural network: Soft-Isomorphic Relational Graph Convolution Network

Dynamic Factor Analysis

Python package for dynamic factor analysis

TdZdd Utility

Additional utility files for the TdZdd library for zero-suppressed binary decision diagrams

ESG Performance and Option Price

Masteral capstone project on the relationship between ESG performance and option price

Credit Scorecard

Credit scorecard models segmented based on the purpose of loan

WLCON Investment Report

Investment research report on Wilcon Depot

Financial Mathematics

Collection of finance and financial mathematics projects

Data Science

Collection of data science, machine learning, and analytics projects