Project Team Leader

FAN GONG

*** ********* ****** #**, *** York City, NY 10025 646-***-**** ******@********.***

EDUCATION

COLUMBIA UNIVERSITY, NEW YORK CITY, NY

Master of Art in Statistics GPA: 3.5/4.0 Expected Dec.2017 s Principle member in Columbia Statistical Club, participated in CSC python study group every week. s Courses: Machine Learning, Linear Regression, Stochastic Process, Probability and Inference. JILIN UNIVERSITY, CHANGCHUN, JILIN PROVINCE

Bachelor of Science in Statistics Sept.2012-Jun.2016 s GPA 3.6/4.0; Ranking:4/67; GRE: Quantitative 170/170(100%) s 1st Prize, 2013 Mathematical Contest in Modeling, Jilin University s 2nd Prize, 2013 Chinese Undergraduate Mathematical Contest in Modeling, Jilin Provincial Education Office s President of Youth League Committee in school of mathematics, JLU EXPERIENCE

COLUMBIA BUSINESS SCHOOL New York City, NY

Research Assistant, Analytics Project of the radical inventions (SAS, SQL) Feb 2017-Present s Led a team of 4 students in charge of data processing which consists of 20 years patent information from 1k + companies using SAS macro.

s Conducted feature engineering using existing patent information to create potential predictive attributes. s Designed and Implemented company segmentation strategy based on pattern of patent filling activities which contributes to the deep dive analysis of patent diversification. COLUMBIA STATISTICS CLUB New York City, NY

Student Researcher, “Housing Price Analysis” Project (R, Excel) Fall 2016 s Turned raw data (10K+ housing data) into visualization to help understand intuition between every variable. s Constructed linear model and increased the number of variables based on best-subset method, filtered to obtain 7 main explicable independent variables.

s Improved the prediction error (test error) by 15% by variable transformation through digging into residual plot. Team Leader, “Neural networks to recognize handwritten digits” Project (Python) Winter 2016 s Built the neural network architecture by sigmoid neurons and feedforward method. s Trained the neural network model using mini-batch stochastic gradient descent, which increased the minimizing efficiency by 50%.

s Implemented this network to classify 60K+digits images, obtained a very high classification rate of 96%. SCHOOL OF MATHEMATICS – JILIN UNIVERSITY Changchun, China Team Leader, “Risk assessment and structure optimization of foreign exchange reserves” Project (R) Spring 2016 s Selected six main foreign exchange reserve currencies in our country, combining with the five-year treasury bonds to analyze the yield of every currency.

s Utilized GARCH model to obtain volatility equation, and calculated the VaR value to represent the risk. s Utilized Markowitz portfolio model to obtain the optimal foreign exchange reserves’ structure in the case of a given expected return with minimum variance. (Top 10 capstone project among 200+ students) AVIC SECURITIES CO., LTD., Hangzhou Office, China

Investment Counselor Intern Jun. – Aug. 2014

s Performed analysis on selected stocks’ basic aspects including companies’ financial performance and technological aspects including KDJ index, MACD index.

s Cooperated with the investment counselor in quantitative stock selection and stock analysis, utilized earnings per share and other 8 indexes to do principle component analysis, dividing 200+ stocks into 8 main classes. s Found stock’s similarities and correlation in every class and therefore reduced the investment scope. SKILLS & I NTERESTS

s Programming Language & Software: Proficient in R (MASS, plyr, glmnet, ggplot2), Python (Numpy, Pandas, Matplotlib), SQL (SAS proc SQL, SQLite), MS; Familiar with SAS, java, MATLAB, Excel VBA. s Interests: guitar, drum, basketball, cycling, traveling, eating.

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