STEVYE TINCHIE FOGNE

+1-931-***-**** ac8f8x@r.postjobfree.com ac8f8x@r.postjobfree.com

**** ***** **** *********** ********* 37040

https://www.linkedin.com/in/stevye-tinchie-fogne-342123102 EDUCATION

Austin Peay State University (APSU) August 2017 - Present Masters in Computer Science and Quantitative Methods Current GPA: 3.80/4 Concentration: Mathematical Finance.

University of Buea - Cameroon August 2015 - December 2017 Masters in Mathematics.

University of Buea - Cameroon August 2012 - December 2015 Bachelors in Mathematics and Computer Science

EXPERIENCE

Projects: January 2018 - Present

A multivariate yield curve analysis of the US Treasury yield data from 1962 to 2018. We employ Principal Component Analysis and time series models such as ARIMA, SARIMA, GARCH, AC, PAC to analyze and compare the trend of the yield curve before and after the 2008-2009 crisis and across maturities, under the supervision of former Wall Street Risk Manager Ken Abbott. (present)

Employed Alex-net and support vector machine learning algorithms to build a

ower recognition system by image processing using MATLAB. A data set of 3500

owers made up of ve di erent species was trained and then tested on a di erent set. A validation accuracy of 81.6% was achieved. Please visit: https://github.com/tstevye/My-Projects.

Employed again Alex-net machine learning algorithms to build a monkey recognition system by image processing using MATLAB. A data set of 1500 monkeys made up of ten di erent species was trained and then tested on a di erent set. A validation accuracy of 76.2% was achieved.

Employed a linear regression machine learning algorithm to predict the chance of admission of a student into graduate school based on the student’s GRE and TOEFL scores. Based on the model, a student with a GRE score of 316 has a 71.5% of being accepted. Please visit: https://stevyetinchiefogne.home.blog/.

Built a model using linear regression techniques to predict the price of Diamond based on multiple predictors such as depth, height, width, color, carat. Please visit: https://github.com/tstevye/My- Projects.

Wrote R programs to solve Finance related problems. These programs solve problems on; growth of money, yield rates, annuities, loan repayment and pricing a dividend paying European put option using the Crank-Nicholson nite di erence method with the SOR method. Graduate Teaching and Research Assistant at APSU: January 2017 - Present

Jator, S.N., Sahi, R.K., Akinyemi, M.I. and Tinchie, F.S. : \On the Valuation of Options via an Extended Block Exponentially-Fitted Backward Di erentiation Formula." In this work, we present a new method to value an American option and show how it is better than the existing methods.

(in progress)

Wrote a Python program to solve elliptic partial di erential equations on polygons. This program includes direct and indirect system solvers such as the Jacobi iteration, Gauss Seidel iteration, Cholesky factorization, QR decomposition, Gauss elimination. It was then tested on the Poisson equation with Dirichlet boundary conditions on polygonal domains. Appropriate order of conver- gence was obtained, graphs of errors were plotted, the analytic and numerical solutions were also plotted an compared. Please visit: https://github.com/tstevye/My-Projects.

Lead class discussion and answering students questions, evaluate student essays, projects, tests and other assessments and maintain records on student progress/grades. Departmental Executive November 2013 - June 2014

Public Relations O cer University of Buea

Contributed to the Successful organization of the regional Mathematics Olympiad.

Improved internal relations between teachers, students and other administrative sta within the department.

Organized talks within and out of the department that were aimed at promoting Mathematics and STEMS.

CONFERENCES AND PRESENTATIONS

Tennessee Academy of Science, University of Tennessee (presenter): November 2017 Title: Modeling Yield Rates of US bonds using Equilibrium Models Byrn Workshop on Stochastic Analysis in Finance and Insurance: May 2018 Attended the conference as a participant

Tennessee Academy of Science, Austin Peay State University (presenter): November 2018 Title: Modeling Yield Rates of US bonds using Equilibrium, No-Arbitrage and HJM Models.

ACCOMPLISHMENTS

Certi cation Name: Machine Learning

Certi cation Name: Fundamentals of Machine Learning in Finance Certi cation Name: Guided Tour of Machine Learning in Finance Certi cation Name: Improving Deep Neural Networks: Hyper-parameter tuning, Regu- larization and Optimization

Certi cation Name: Neural Networks and Deep Learning SKILLS AND INTEREST

Computer Languages: Python, R, C/C++, MATLAB,

Software & Tools: SQL, Scala, Vitual Basics (VBA), LaTeX, Excel, Mathematica, Minitab, Interest: Data science, Machine learning, statistics, Finance, Research, mathematics. Highly detail-oriented with good analytic skills, Result-oriented and goal-driven English - Native or bilingual pro ciency, French - Native or bilingual pro ciency Critical Thinking, Team Work

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