Kemvi models the intuition and experience that your A-players and rainmakers rely on to consistently close business.
Using expansive graph-based inference, bleeding-edge predictive algorithms and deep learning, Kemvi understands the relationships between companies, people, and markets, and models the intangibles that lead to closed deals.
Deals are organic and dynamic. Static models and data sets only yield incomplete, inaccurate results. Kemvi's dynamic models continuously adapt to changes in the business landscape.
Kemvi learns from the world's collective intelligence to help businesses make better strategic decisions.
We're a venture-backed technology company based in Cambridge, MA, at the nexus of the innovation community.
Founded by a team from Columbia and MIT, Kemvi brings together years of expertise in solving difficult real-world data problems. We've advised the CIA on economic stability, published papers on black hole physics, worked with the SEC and the Federal Reserve on market regulations, and we've had our work covered by the New York Times, Wired, and Forbes.
Here's who we're looking for.