MS in Operations Research Candidate at Columbia University

Joshua Ye

** ****** **** **, *******, MA *****

978-***-**** *********@*****.***

EDUCATION

Columbia Unversity NYC, NY

M.S. in Operations Research (to start in Fall 2023) December 2024 Brandeis University Waltham, MA

B.S. in Applied Mathematics, GPA 3.68/4.00 (major GPA: 3.81/4.00) May 2023 B.A. in Economics (2nd major GPA: 3.61/4.00) May 2023

• Graduate-level Courses: Python and Applications to Business Analytics, Machine Learning and Data Analysis for Business and Finance, Forecasting in Finance and Economics, Accounting and Financial Analysis, Launching Your Global Career

• Languages: English (Native), Mandarin Chinese (Fluent) SKILLS & HONORS

• Computer Skills: Python, R, Stata, Excel

• Statistical Analysis: Interval Estimation, Bayesian Estimation, Hypothesis Testing

• Machine-Learning: Overfitting Prevention, Cross-validation, Regulation, Classification with KNN and Logistic Regression, Stochastic Gradient Decent Learning, Neural Network

• Time-series Analysis and Prediction: Moving Average, Regression with Trend and Seasonality, AR and ARIMA model, Recurrent Neural Network

• Academic Honors: Dean’s List (Spring 2020, Spring 2021, Fall 2021) PROFESSIONAL EXPERIENCES

Casa Systems, Inc. Andover, MA

Business Operations Intern June 2022-Aug. 2022

• Consolidated and analyzed millions of business data containing records of forecasts, procurements, sales, shipping status, and backlog lists using advanced excel functions to generate Power BI reports for the executive team.

• Investigated data mismatches between forecasts and final sales by going through the data sources and the intermediate results of excel files and eventually discovered the root causes.

• Independently developed an automated program using R language to replace most of the existing data manipulation processes in excel, which would maximize the data processing efficiency and accuracy. Brandeis University Waltham, MA

Teaching Assistant for Econometrics Course, Economics Department Jan. 2021-Dec. 2021

• Prepared and presented recitation sessions throughout two semesters to supplement professors’ teaching

• Held regular office hours to answer questions, mark problem sets, and helped students debug R programs to solve problems for linear regression, hypothesis testing, and machine learning. BUSINESS CASE COMPEITITION

Simon Business School, University of Rochester Febuarary 2022

• Invited as one of the outstanding candidates to participate the 9-day business case competition to win additional scholarship. Led a team of 4 to conduct SWOT analysis on a fast-growing hospitality start-up.

• Provided and presented constructive proposals to not only continue the start-up’s near term success but also to address its long term concerns based on detailed investigation of its business data as well the published research results on relevant customers’ profile and behavior.

• Awarded with significant tution scholarship to attend the Simon Business School’s MSBA program. Unfortunately, I will pass this opportunity by attending the MSOR program at the Columbia University. PROJECTS

Correlation Analysis of Age and Comorbidities with COVID-19 Death Rate Aug. 2022-Dec. 2022

• Developed a Python program to study the impacts of age and comorbidities on the Covid-19 death rate by using models, such as logistic regression, KNN, SVM, Decision Trees, and Random forests.

• Performed Monte-Carlo cross-validation methods to evaluate the quality of these models by comparing the training and testing errors and their standard deviations.

• Applied numerous methods to prevent overfitting such as imposing regulation, scheduling learning rate decay, and introducing early-stop.

Forecasting in Finance and Economics with Time-Series Data Aug. 2022-Dec. 2022

• Developed a series of R projects to predict and forecast real business and finance data such as Amtrack passenger population, monthly sales of a certain product, and the price of a certain stock.

• Applied models, such as moving average, regression with trend and seasonality, ARIMA, GARCH and ARCH, Granger causality, and Vector Autoregression to address different problems. Investment Strategy Study Jan. 2021-May 2021

• Investigated the latest global economic report by IMF as well as the data from the financial market to propose short-term investment strategies in my final essay for the Financial Economics class.

• Tailored strategies to different problems, including choosing individual assets with dividend discount models in the high-tech and pharmaceutical industry; combining long and short call options to capitalize on the short-term growth expected in the traditional energy industry; shorting an over-priced energy mutual fund with negative alpha value and hedging the market risk by taking the reverse action of a portfolio with the same beta value; optimally combining two large stocks with opposite sign of alpha values to achieve improved Sharpe ratio.

Identification and Predication of the Optimal Portfolio based on R June 2020-Aug. 2020

• Developed an R program to conduct the portfolio analysis of the optimal combination of four key stocks

• Applied statistical methods to predict the performance measurements such as return, risk, and Sharpe ratio for thousands of different portfolios compromising those four stocks.

• Generated the efficient frontier of all possible portfolios based on the convex combination of the minimal variance portfolio and the maximum Sharpe ratio portfolio.

• Demonstrated the tangent portfolio has the best-expected outcome in terms of return over risk. LEADERSHIP & HOBBIES

Brandeis Young Americans for Liberty Waltham, MA

President Aug. 2022-Present

Vice President Aug. 2019-May 2022

• Led 10+ political and economic discussions and forums as vice president and later president of the club.

• Cooperated with other key members to select valuable discussion topics such as minimum wage, drug legalization, state & local elections.

• Recruited new members to join the club by networking and reaching out to new students.

• Organized activities to support chosen candidates at local election events. Brandeis-Wellesley Orchestra Waltham, MA

Violinist Jan. 2020-Dec. 2021

• Selected as a violinist in this very selective orchestra comprising mianly the music major students from Brandeis University, Wellesley College, and Babson College.

• Joined weekly practice of the orchestra, including many online practices during covid.

• Performed in the final concerts by the end of each semester. Hobbies: violin; swimming; tennis

Legal Status: US Citizen

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