Data Analyst

YANBIAO CHEN

**** *. ******* ******, *********, CA 91711 909-***-**** *************@*****.***

EDUCATION

Claremont Graduate University, Claremont, CA, USA Starting on Sept. 2017 Doctor of Science: Mathematics

Claremont Graduate University, Claremont, CA, USA Sept. 2015 – May 2017 Master of Science: Financial Engineering – Data Analytic Concentration GPA: 3.84 University of Science and Technology of China, Anhui Province, China Sept. 2011 – May 2015 Bachelor of Science: Mathematics and Applied Mathematics GPA: 3.52 EXPERIENCE

Experienced in Excel, R, C++, Matlab, Latex, and Python, with a focus on R Selected optimal linear model and predicted housing price Apr. 2017 – May 2017

• Processed Glendale’s 173 historical housing sale cases to estimate housing price.

• Complemented the best subset selection method and the lasso method to see whether all the variables were necessary to explain the house's transferred value.

• Used 10-fold cross-validation method to resample data and select the best model based on three criteria of Mallow’s Cp, Bayesian information criterion and adjusted R-square statistics. Identified optimal path of the nucleotide sequence in biology Mar. 2017 – Apr. 2017

• Implemented and compared two hidden Markov models to find the best path of a 25-nucleotide sequence in R using the Viterbi method and posterior probability method.

• Processed raw data and dealt with missing data using expectation maximization method.

• Especially validated fitted HMM model and it turned out the posterior probability method gave the closest fit to the real path.

Constructed asset portfolio by quantitative methods Oct. 2016 – Dec. 2016

• Selected candidate stocks using z-score and screening method, and constructed optimal (minimal variance/maximal sharp ratio) portfolio using efficient frontier.

• Back tested the optimal portfolio’s performance using historical data.

• Constructed portfolio outperformed the benchmark, S&P500 by 8% with a Jensen’s Alpha of 0.11. Built time series model and forecasted stock price Nov. 2015 – Dec. 2015

• Used McDonald’s 656 weekly closing stock data from Bloomberg to forecast future price.

• Constructed and compared the ARIMA, ARCH, GARCH, I-GARCH, E-GARCH, M-GARCH models with R.

• Results showed that all actual data over 10-weeks period fell within 90% confidence interval of prediction. Teaching Assistant Sept. 2013 – Jun. 2014

• Tutored students in upper math courses to prepare for the exam and improve their grades.

• Improved students’ comprehension of course content by creating study materials.

• Created a good atmosphere for study and identified by students as their good friend. RELEVANT COURSEWORK

• Mathematics: Calculus, Differential Equations, Linear Algebra, Mathematical Analysis

• Statistics: Probability, Time Series, Stochastic Processes, Statistical Learning

• Finance: Corporate Finance, Financial Derivatives, Asset Management

• Modeling: Continuous Modeling, Large Scale Inference, Mathematical Finance HONORS / ACTIVITIES

• University Leadership Honor, Claremont Graduate University Sept. 2015 – May. 2017

• University Dean’s List, Claremont Graduate University Sept. 2015 – May. 2017

• Education Consortium Scholarship, Claremont Graduate University Sept. 2015 – May. 2017

• Volunteer, Hefei Special Children Teaching Center, China Aug. 2013 – Jul. 2014

Contact this candidate