XUE YAN

*** **** ***** ******, *** York, NY *****

917-***-**** acg3x6@r.postjobfree.com

LinkedIn: www.linkedin.com/pub/xue-yan/6a/5a3/150/

EDUCATION

Columbia University, Graduate School of Arts and Science, New York, NY

Dec 2014

Master of Arts in Statistics, 3.7/4.0

Related Coursework: Data Mining, Machine Learning, Advanced Data Analysis,

Statistical Communication and Graphics, Econometrics of Time Series,

Statistics Method in Finance, Nonparametric Statistics

Zhejiang University, Hangzhou, China

June2013

Bachelor of Science in Computational Mathematics, 3.74/4.0

Related Coursework: Scientific Computing, Combinatorial Optimization,

Database, Data Structure

Activities: Alumni Outreach Program, Volunteering teaching, Student Union

of Math Department

University of California, Berkeley, CA

July 2012-Aug 2012

Summer Program, Abroad Study

Coursework: Financial Derivatives, Macroeconomics

SKILLS

Statistical Model, NLP, R, Python, C, C#, SAS, MATLAB, SQL, Excel, Latex

INTERNSHIPS

IBM China Research Lab, Beijing, China

June 2014- Aug 2014

Intern, Data Analytics Group

Identify, quantify and optimize supply chain risk from different sources

with team members for the project and responsible for detecting and

extracting external risk events from relevant online news

Improve performance for more than 30 percent compared to traditional rule-

based method by applying NLP and classification method using R

JK Investment Consulting, New York, U.S.

Oct 2014- Present

Intern, Financial Research

Collect, clean and process commodity data and apply econometric analysis

and back testing for the data to look for patterns

Conduct commodity index research and index replication

RESEARCH

Evaluation and Design for Unconstrained Optimization, Research Leader

May 2011-Apr 2012

Evaluated different unconstrained optimization algorithms on large scale

problem(matrix up to 500 500) by Benchmark method using MATLAB and

offered improvements

Led regular project meetings, organized the research and successfully

published an 11-page paper the evaluation and designing of optimization

in Investment & Cooperation

Open Sources for Linear Programming, Research Assistant

Oct 2011-Oct 2012

Analyzed and tested 7 open sources library written in C++ for linear

programming and quadratic programming problems using Visual Studio

Developed a set of new algorithm as well as application program with the

team and used them against Supcon Company in real planning and

management calculation

ARIMA model and Bayesian Regression in forecast, Undergraduate Thesis

Feb 2013-June 2013

Studied both time series prediction method based on the ARIMA model and

bayesian quantile regression forecast method on the same data using SAS

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