Research Statistician Developer

Ying Zhu

*******@*****.*** 919-***-****

SKILL SET

• 8-year experience in highly analytical role on predictive and prescriptive analytics and statistical algorithm/solutions software development/testing in Agile development process; familiar with development and automation test tools such as Git, Apptest, Jenkins test; strong at investigating problems root cause and understanding/verifying/implementing of new feature requirements

• 8-year experience in time series forecasting, econometrics and time series research, model design/validation, and programming

• Extensive experience in statistical and modeling analysis: multiple regression, logistic regression, categorical statistics, mixed model analysis, machine learning and data mining

• Econometrics specialization: theoretical and applied time series, Bayesian econometrics, MCMC method, panel data micro-econometrics, generalized method of moments, financial econometrics, asset pricing

• Programming and computer skills/credentials: advanced knowledge of SAS/ETS, High- Performance Forecasting, SAS/STAT, SAS/IML, SAS Macro, SQL, JMP, Python, JAVA, C, R, WinBUGS, MatLab, LATEX, HTML, Word, Excel, PowerPoint, Windows; SAS Certified Base Programmer

WORK EXPERIENCE

Research Statistician Developer SAS Institute Inc. April 2014—Present Forecasting R&D, SAS Institute Inc.

Algorithm Design/Implementation/Research/Problem Solving for time series forecasting:

- Developed the modeling components of industry leading time series forecasting software Forecast Server, Visual Forecast, etc. by designing, implementing, testing, and documenting code in C, SAS or Lua.

- developing and delivering Time Series Information Cloud Analysis: Resilient, distributed time ID interval, hierarchical forecasting model, multistage forecasting model, automatic model generation, automatic variable and event selection, and model selection;

-Supervised the forecasting projects to ensure timely delivery of software development tasks; Adopted best practices to continuously improve the deliverable software

-Expertise in models including ARIMAx, ETS/ESM, UCM, regression, neural network, clustering, classification, decision/regression trees, random forest, bootstrapping, HMM, etc.

- Translated customers’ business needs into analytical requirements; Key player in planning, design and implementation of statistical models and solutions;

- effectively communicated the results to diverse audience

- Trained/coached/supervised/mentored interns, junior developers, and offshore team members in modeling and analytical solutions tools

Research Statistician SAS Institute Inc. January 2010—2014 Merchandise Intelligence Solution R&D Group, SAS Institute Inc. Algorithm Design/Research/Problem Solving for demand forecasting:

- Developed and validated statistical models to generate business-specific, pre-season, and in-season demand forecasts using SAS high-performance forecasting engine in market response modeling, demand forecasting for fashion/hard goods/grocery retailer

-Researched into numerical verification process for segments of estimation and forecast process using customer data; created quality of results type test cases to the functional verification tests to gauge the accuracy and resilience of the features

-Validated estimation and forecast results and test forecast accuracy in promotion, markdown, regular pricing planning processes

-Work extensively with the development team to identify root cause of Customer Reported Problems, acquiring sample customer data sets to replicate and diagnose issue, providing valuable feedback to the testing team on specific data scenarios.

Test Design, Implementation and Automation:

-Worked closely with team in designing and implementing of automated test cases to cover basic regression tests of estimation & forecasting functionality; Designed approach to automation of tests that both compared against benchmark results and also that independently verified results. Tests were made more resilient to failure by incorporating tolerance levels.

- Automate selected tests for each new feature in system integration testing, applying workflow scenarios into the system test environment and advising team members on data patterns required to validate business features (e.g. new products in Regular Pricing)

-Provided approaches to verification, question results and voice opinion clearly Research Assistant/Intern SAS Institute Inc. June 2007--December 2009 Econometrics/Time Series Group, SAS Institute Inc.

- Program JMP scripts to create graphic user interfaces for various SAS/ETS (Econometrics and Time Series) procedures: proc arima, proc qlim, proc panel

- Replicate and implement statistical and econometric algorithms in journal articles; Develop sample programs and documentation related to econometric modeling Research/Teaching Assist. NC State University, August 2004--June 2008 Department of Economics, North Carolina State University

- Lecturer for undergraduate Fundamental Economics course (EC205) in Fall 2006 and Spring 2007

- International trade research project that uses a fixed effects model: “The Effect of Importing from Developing Countries on the Manufacturing Workers' Wages in the U.S.--Theory and Evidence"

- Time series projects (multiple projects): Access Granger causes; estimate a GARCH model; compute Value-at-Risk (VaR); out-of-sample forecast analysis EDUCATION

Ph.D. in Economics and Statistics (co-major), North Carolina State University, May 2010

-Dissertation title: “Modeling Dependence in the Design of Revenue Insurance Contract" M.S. Statistics, North Carolina State University, December 2006 Bachelor of Laws, Major in Intellectual Property Law, Renmin University of China Bachelor of Engineering (First Class Honors Degree), Beijing Institute of Technology PUBLICATIONS

“Modeling Dependence in the Design of Crop Insurance Contracts(2014), with Barry K. Goodwin and Sujit K. Ghosh, Scholars Press, ISBN: 978-3-639-70819-6

“Modeling Yield Risk Under Technological Change: Dynamic Yield Distributions and the U.S. Crop Insurance Program" (2011), with Barry K. Goodwin and Sujit K. Ghosh, Journal of Agricultural and Resource Economics, 36(1):192210

Zhu, Y., S. K. Ghosh and B. K. Goodwin, “Modeling Dependence in the Design of Crop Insurance Contract: A Semiparametric Copula Model Approach". In JSM 2008 Proceedings, Risk Analysis Section. Alexandria, VA: American Statistical Association. PRESENTATIONS AND CONFERENCES

-Ying Zhu. “A Robust Study of Regression Methods for Crop Yield Data.” Selected Poster Presentation at the Summer AAEA meeting in Pittsburgh, Pennsylvania, July 24- 26, 2011.

-Ying Zhu. “Directional Spatial Dependence and Its Implications for Modeling Systemic Yield Risk.” Presented at 2009 Summer Agricultural and Applied Economics Association (AAEA) meeting in Milwaukee, Wisconsin, July 26- 29, 2009

-Ying Zhu. “Time-varying Distribution and the Implications for Insurance Pricing." Presented at the Agricultural Economics Seminar series at North Carolina State University, May, 2008; Selected Poster Presentation at the Summer AAEA meeting in Orlando, Florida, July 27-29, 2008

-Ying Zhu. ”Modeling Dependence in the Design of the Group Risk Income Protection—a Copula-Base Model Approach." Presented at 2008 Summer Agricultural and Applied Economics Association (AAEA) meeting in Orlando, Florida, July 27-29, 2008

-Ying Zhu. “A Semi-parametric Copula Method and Its Application in Modeling Portfolio Risk in Insurance Contract." Presented at 2008 Joint Statistical Meeting (JSM) in Denver, Colorado, August 3-7, 2008

PROFESSIONAL ACTIVITIES

Reviewer for Journal of Agricultural and Resource Economics Reviewer for European Review of Agricultural Economics HONORS AND AWARDS

The Gerald A. Carlson Outstanding Ph.D. Dissertation Award, 2011 Economics Graduate Teaching and Research Assistantship, NC State University, 2004-2008

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