Data Project

Ieok Hou Wong (Albert)

*** ********* ***, *** **, New York, NY 10027

Cell: 917-***-**** Email: *********.****@*****.***

EDUCATION

Columbia University, Graduate School of Art and Science, New York, NY 02/2013

Master of Arts in Statistics, GPA: 3.97/4.0

Coursework: Advanced Data Analysis, Data Mining, Time Series Analysis, Numerical Methods in Finance, Linear

Regression Models

Fudan University, School of Economics, Shanghai, China 07/2011

Bachelor of Arts in Finance, GPA: 3.32/4.0

Coursework: Stochastic Process and Stochastic Analysis, Computer Network and Database, Probability Theory and

Statistics, Econometrics

PROJECT & RESEARCH EXPERIENCE

Sentiment Analysis of News Articles (Natural Language Processing) 08/2012 – 11/2012

• Processed news and blog articles using Natural Language Processing techniques; tokenized, lemmatized and

organized unstructured information from the articles into structured data using SAS, Excel and Java.

• Developed Java program to extract the sentiment of the authors of the articles by analyzing the lexical elements in

the articles; trained Support Vector Machine model and Logistic classifier to classify the articles according to their

sentiments.

Jigsaw Puzzle Solving Using Parallel Recombinative Simulated Annealing Algorithm 02/2012 – 05/2012

• Improved genetic algorithm to solve jigsaw puzzle problem; incorporated Simulated Annealing procedure into the

algorithm to create a more efficient algorithm.

• Adapted the algorithm to solve 5X5 jigsaw puzzle of identical shapes within 4 minutes without given the original

picture.

Jump Spillover in International Futures Market: Based on SVCJ and SVIJ models 01/2011 – 06/2011

• Implemented Stochastic Volatility Correlated Jumps (SVCJ) model and Stochastic Volatility Independent Jumps

(SVIJ) model on futures data; employed Bayesian and MCMC techniques to estimate the parameters of SVCJ and

SVIJ models.

• Used the models to approximate the distribution of latent volatility for every trading day and calculated

asymmetric VaR for long and short position.

WORK EXPERIENCE

The Nielsen Company, New York, NY 07/2013 – Present

Intern, MSci Data Integration Team

• Participate in the modeling for the “Persons Imputation” project, which is part of the new Local Market Hybrid

strategy to fuse Nielsen’s cross platform datasets.

• Develop and maintain SAS code to implement the imputation models on TV Set Top Box data sampled from

Nielsen’s National People Meter and Local People Meter.

Wall Street Trading, New York, NY 01/2013 – 07/2013

Junior Trader

• Analyzed and traded US equities using Matlab and C++.

• Mined for market anomalies and inefficiencies using price pattern recognition techniques; integrated the anomaly

patterns with proper money management rules to form statistically significant trading strategies.

Johnson Research Lab, New York, NY 08/2012 – 11/2012

Research Intern

• Developed statistical models and machine learning algorithms by combining basic models such as Support Vector

Machine, k Nearest Neighbor algorithm and Neural Network ..

• Pre-processed large datasets using Matlab and SAS; coded connections interface using SQL to handle large data

communication between database terminal and the cloud computing unit

• Hard-coded models into Java programs and implements the programs on cloud computing matrix .

SKILLS & OTHERS

Computing skills: SAS, Matlab, C++, SQL, Excel VBA, R, Java.

Languages: Fluent in English, Cantonese and Mandarin.

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