GAOYUAN (TAB) TIAN, Ph.D.

805-***-**** / acyofb@r.postjobfree.com

STATISTICS PROFESSIONAL WITH BROAD BASED LANGUAGE / ALGORITHM EXPERIENCE

Languages: Python (numpy, pandas, beautifulsoup), R(shiny, dplyr, ggplot2), MATLAB, Latex, SQL.

Algorithms: GLM, Random Forest, Bayesian, PCA, Network analysis.

WORK EXPERIENCE

GRAVITON FUND, LLC. Internship Los Angeles, CA, June, 2013 –Sep,2013

Scraped last 10 years daily closing prices of several companies from Yahoo Finance using Python BeautifulSoup.

Compared returns (daily, monthly and yearly) of some pairs of similar stocks (e.g. Pepsi vs coca cola) through matplotlib.

Provided arbitrage insight and trading ideals based on statistics/algorithm: e.g. correlation matrix, regression analysis.

UCSB 2010-2015

Teaching Assistant for various courses: Statistics, probability, actuarial science, financial math, and econometrics.

PROJECT EXPERIENCE

(https://github.com/gaoyuantian)

Parameter estimation in Levy-stable distributions and related financial modeling (R, MATLAB) Ph.D. thesis

Used the bootstrap simulation based method called indirect inference to estimate 4 parameters in Levy-stable distributions by minimizing the distance between empirical quantiles and theoretical counterpart.

Predictive modeling of Hotel booking rate based on Tripadvisor’s website (Python)

Predicted the booking probability of 15K new customers by logistic regression with lasso and random forest based on 30K training data set.

Time series analysis of login frequency of Uber App (R)

Modeled customer demand as a Poisson process by counting the number of logins for every 15 mins for 6 months data set.

Income Distribution and Income Inequality Estimation (R, Shiny)

Estimated the underlying Income Distribution by using limited information (summary statistics) provided by the World Bank website by generalized method of moment.

EDUCATION

UNIVERSITY OF CALIFORNIA, SANTA BARBARA, CA

Ph.D., Statistics 2016

M.S., Statistics 2011

M.A., Economics 2009

RENMIN UNIVERSITY OF CHINA, BEIJING, China

B.A., Finance 2008

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