Python, SQL, R, Matlab, Machine earning

Mu Niu

508-***-****, *** Huron Ave, Apt.**F, Cambridge, MA, 02138

********@*****.*** https://www.linkedin.com/in/mu-niu/

https://github.com/niumull

EDUCATION

Worcester Polytechnic Institute (WPI) Worcester, MA

Master of Science, Data Science, GPA 3.5 Sep 2016 – May 2017

Master of Science, Financial Mathematics, GPA 3.6 Jan 2015 – May 2016

Courses: Machine Learning, Business Intelligence, Knowledge Discovery & Data Mining, Applied Statistics for Data Science, Database Applications Development, Stochastic Process, Measure Theoretic Probability Theory

Liaoning University Shenyang, Liaoning, China

Bachelor of Business Management Sep 2009 – July 2013

Volleyball Team, Philharmonic of Liaoning University (Clarinet)

PROGRAMMING SKILLS

Python, R, MATLAB, SQL, Tableau, Neo4j

EXPERIENCE

iOmics Corporation (Data Science Intern), MA Mar 2017 – Present

Feature selection schema development combining 10 machine learning technics with proper thresholds, weights and scalers in Python. Reduce 80 processing time without accuracy drop-down

Organized machine leaning and deep learning algorithms, report and present to the team for chosen

Convolutional neural network, Long-Short Term Memory Networks and Relational networks implementation,

Academic literature review and implement, focus on explainable Artificial Intelligence

Pfizer Inc. (Software Engineer Contractor), CT Jan 2017 – May 2017

Designed and executed an integration of their most-used chemical reaction simulation engine (Aspen Properties) with an enterprise-grade data analysis and reporting environment (Pipeline Pilot)

Designed and built visualization components in Pipeline Pilot for simulation outputs from Aspen Properties

Integrated all needed elements into a Pipeline Pilot-hosted Predictive Tools web app and web service

Saved Processing time from 6 minutes to 5 seconds with better stability and easier input format

Worcester Polytechnic Institute (Teaching Assistant), MA Jan 2017 – May 2017

Paper grader for MA529: Stochastic Process; Set up code of points for homework based on the difficulty for each problem, graded students’ homework with consistency standards

Provide feedback to instructor about lecture context and students’ grasping state

PROJECTS

Non-linear Filtering (Independent Research) May 2016 – May 2017

Worked on a team of two to study filtering methods and decide how to apply them to certain scenarios

Estimated bond yields based on historical with different maturity dates using linear Gaussian interest rate models. Improved the benchmark mean square error by 10%+. Did multiple trials within the same model using Kalman Filter, unscented Kalman filter and Particle Filters to analyze advantages and limits of these methods

Performed various simulations and estimations using MATLAB

Android Application Development Aug 2016 – Dec 2016

Established a database of campus rooms, users and library books using DB Browser and SQL quires, uploaded the database to Amazon AWS for using

Designed an android application using Android Studio and the databased created

Tested demo, discussed security problems and future possibilities

Market and Credit Risk Models and Management Dec 2015

Designed a small Collateralized Debt Obligation (CDO) using R to have a package of 20 bonds separated into 3 tranches, Equity, Mezzanine and Senior to make waterfall payments to investors to transfer credit risk

Concluded that bonds with student t distribution and lower correlation have more precise predictions, demonstrated how different distributions could affect the estimation of bonds by using Gauss copula and Student t copula

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