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Data Analysis, R, Python, Statistical Learning

Claremont, California, United States
October 19, 2016

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Jiayue (Jason) Chen

Claremont, CA ǀ 909-***-**** ǀ


Drucker-Ito School of Management, Claremont Graduate University, Claremont, CA Master of Science in Financial Engineering and Mathematics December 2015 Coursework: Statistics, Statistical Learning, Data Analytics, Financial Derivatives, Fixed Income, Financial Time Series, Math Finance, Asset Management Practicum, Numerical Analysis, Quantitative Risk Management Shanghai Jiao Tong University, Shanghai, China

Bachelor of Science in Computer Science and Technology July 2011 Coursework: Calculus, Linear Algebra, Probability, Algorithm and Data Structure, C++, C, Java RELATED PROJECTS

Predicting Sales for Future Stores Fall 2015

• Integrated historical marketing data from local retail company (Armstrong Garden Centers) with large volumes of demographics data obtained from GIS.

• Applied machine learning algorithms, such as Decision Forest, to build a model that estimates potential revenues for new store locations provided by the company

• Built a heat map about potential revenue for each zip code in California to facilitate future store location analysis Standard and Poor’s Volatility Forecasting Spring 2015

• Used the ‘quantmod’ package in R to download the ten ETF sectors of S&P 500

• Selected a fitted time series model for each sector, such as GARCH, IGARCH, etc.

• Ran a series of calibration regressions to have insight on the appropriate weights of each sector’s the volatility

• Used each sector’s volatility with the proper weight to predict S&P500’s one-day forward volatility, and perform back test Financial Time Series Model-fit Project Fall 2014

• Analyzed the WTI crude oil weekly prices over the last 20 years by different models such as ARiMA, IGARCH, etc

• Compared the fitness of each model and chose the best fitted one

• Presented the result, using PowerPoint to the class and the professor Building a portfolio under specified risk requirements to beat the market Fall 2014

• Chose two to four stocks from ten market sectors by z-score as the potential stock list

• Selected 14 stocks from the list by applying the developed algorithm as the portfolio

• Performed back test for last five years to verify the result and presented the project to the class and professors EXPERIENCE


• Getting and Cleaning Data by Johns Hopkins University on Coursera. Certificate earned September 2016

• Exploratory Data Analysis by Johns Hopkins University on Coursera. Certificate earned September 2016

• Practical Machine Learning by Johns Hopkins University on Coursera. Certificate earned September 2016 Claremont Graduate University, Claremont, CA

Teaching Assistant for the course of Statistics and Financial Time Series Spring/Fall 2015 Claremont Mckenna College, Claremont, CA

Teaching Assistant for the courses of Math Finance and Probability Fall 2015 Guotai Junan Securities Investment Banking, Shanghai, China Summer 2015 Intern

• Researched information about mobile gaming industry and compiled data to aid senior management make decisions

• Created PowerPoint presentations based on the data and information that senior managers provided, which were displayed before the board members of the client, Changjiang Publishing & Media Co.

• Investigated companies in Shanghai and Hubei that went public since 2013 to identify potential clients Technical SKILLS

R, Python, C++, Tableau, Excel, SQL, Matlab

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