Machine Learning Data Science

Sijing Yu

413-***-**** Minneapolis, MN ********@*****.*** Permanent Resident of U.S.

EDUCATION

University of Massachusetts Amherst, Amherst, USA

M.S in Statistics (Full Scholarship)

Selected Courses: Data Science (Machine Learning), System of Data Science, Statistical Computing, Regression Model, Math Statistics I, Math Statistics II, Categorical Data Analysis, Project Seminar, Bayesian Statistics Tianjin University, Tianjin, China

Ph.D. in Management of Science and Engineer (Research field: Financial Engineering) Thesis: The Study on Information Diffusion Process in the Chinese Stock Market Central South University, Changsha, China

B.S in Mathematics and Applied Mathematics

May 2023

GPA: 3.96/4.00

Jul 2015

Jul 2010

SKILLS

Computer R, MATLAB, Python, Pyspark, Excel. Word, PowerPoint, SQL, Barra, SPSS, Tableau Others Multi-task, analytical and problem solving, financial modeling, detail-oriented PROFESSIONAL EXPERIENCE

Quantitative analyst Bohai Securities Co.,Ltd, Tianjin, China Full-time : Senior Quantitative analyst May 2017-Apr 2018, Junior Quantitative analyst Jul 2015-Apr 2017 Internship: Assistant Quantitative analyst Sep 2014-Jun 2015 Sep 2014 - Apr 2018

• Designed, backtested, deployed and monitored quantitative investment strategies comprising Alpha, Smart Beta and Timing strategies to invest in the Chinese stock market.

• Cleaned, organized, and analyzed structure data and unstructured data include low and high frequency data of stock market, macroeconomic data, industry data, accounting data and text data etc.

• Utilized different statistical model, machining learning and Natural Language Processing to build strategies.

• Performed return and risk analysis and presented the details of models to senior manager.

• Led Junior quantitative analysts, assistant analysts, and interns to complete projects. Teaching Assistant University of Massachusetts Amherst Sep 2021 – May 2023

• Taught Python programing, led lab tutorials in office hours and supervised 35+ students on course projects.

• Graded assignments and exams of Calculus, linear algebra. SELECTED RECENT PROJECTS

Data Visualization and Dashboard for Reagan National Airport (Tableau) Apr 2023

• Performed exploratory data analysis (EDA) and deployed the interactive dashboard. CNN Pruning comparisons (Python): Nov 2022

• Implemented one-shot pruning and iterative pruning for ResNet18 model on Cifar10 Dataset by Pytorch, the test accuracy reached 93.21%.

Bankruptcy Prediction (R): May 2022

• Conducted PCA, SVM, Bagging, Random Forest and Boosting to predict bankruptcy by 95 accounting variables and analyzed the accounting information of these model results. Collaborative filtering approach to Movie Rating Predictions (Python): Dec 2021

• Implemented collaborative filtering recommenders using Matrix Factorization, Generalized Matrix Factorization (Neural network) and Wide & Deep Model (created by Google Inc.). Culture, Policy and COVID19 (R): Dec 2021

• Analyzed WHO and World Bank data to study culture and policy factors contributing to COVID19 case numbers and death rate though Linear regression, Negative Binomial and Quasibinomial model. SELECTED PUBLICATIONS

Sijing, Y., Chunfeng, W., Zhenming, F., (2016). Analysis of Quasi-market makers’ Trading Behavior Characteristic in Chinese Stock Market [In Chinese]. System Engineering. 34(4).

Chunfeng, W., Sijing, Y., Zhenming, F., Duan, S. (2015). The Research of Unexpected Generalized Information and Liquidity Dynamic Behavior [In Chinese]. Journal of Beijing Institute of Technology (Social Science Edition). 17(3).

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