Ruya Huang
***D Crowells Road, Highland Park, NJ 08904 971-***-**** *********@*****.***
SUMMARY
Master graduate in Statistics with extensive statistical knowledge, including linear/logistic regression, cluster
analysis, and multivariate analysis, and familiar with statistical software such as SAS, SPSS and R.
SKILLS & CERTIFICATIONS
Programming: SPSS, SAS, R, Matlab, SQL, Python
Applications: MS Office, LATEX
Certifications: Certified Advanced/Base Programmer for SAS 9, CAS/SOA Exam P1
WORK EXPERIENCE
Masswell Development Group Inc. May 2013-Present
Statistical Consultant
• Employ Excel for initial data entries and management.
• Perform SAS on statistical analysis to for monthly and quarterly reports and future prediction.
RELATED PROJECTS
Product Promotion Marketing Campaign Fall 2012
Objective: To maximize the profitability of a product promotion marketing campaign.
• Applied SAS on raw data manipulation, training and validation datasets preparation.
• Conducted VARCLUS procedure to eliminate multicollinearity and picked 1 variable in each cluster.
• Performed variable selection and model evaluation by stepwise method and ROC curve.
Audience Participation Spring 2012
Spring 2012
Objective: To measure audience engagement.
• Interpreted the data conceptually and selected useful variables for further analysis.
• Conducted model selection on the selected variables using AIC as a selection criteria.
• Validated the model and obtained true metrics measuring audience engagement.
Linfield Student-Faculty Collaborative Research Summer 2009
Application of Local Regularization for an Inverse Problem of Option Pricing
• Explored the Black-Scholes option pricing formula to derive an inverse problem consisting of option
price and volatility.
• Applied the Local Regularization method to solve the inverse problem and estimate the volatility from
option's market price, and compared with other methods, such as Tikhonov Regularization and
Maximum Entropy method.
EDUCATION
MS, Statistics Rutgers University, New Brunswick, NJ Jan 2013
BS, Mathematics & Finance Linfield College, McMinnville, OR May 2010
PUBLICATION
Lester, C., Luo X., Huang, R. On local regularization for an inverse problem of option pricing. Appl. Math. Lett.
(Volume 24, No. 9, Sep. 2011), doi: 10.1016/j.aml.2011.03.007