Operations Research or Statistical Analyst

ZHIJIANG (JOSEPH) SHEN

Address: *** ****** **. ***. *, Charlottesville, VA–22903. CELL: 434-***-**** ****@********.***

OBJECTIVE

• To obtain a position as an operations research or statistical analyst utilizing my established analytical abilities in optimization, decision analysis, data mining, simulation, systems engineering, stochastic and statistical modeling/analysis.

QUALIFICATIONS AND SKILLS

• Solid quantitative background and excellent analytical skills. Adept at data handling and modeling techniques.

• Proficient in SAS/SAS Enterprise Miner, R, Matlab, Excel VBA, C/C++, SQL, Arena, Mathematica, SPSS Clementine, LaTeX etc.

EDUCATION

UNIVERSITY OF VIRGINIA (UVA), SCHOOL OF ENGINEERING AND APPLIED SCIENCE (SEAS) Charlottesville, VA

Doctor of Philosophy in Systems Engineering Expected: August 2009

• Ph.D. Dissertation Topic: “Strategic Investment and Network Security”

• Related Coursework: Decision Analysis, System and Decision Sciences, Stochastic Systems, Advanced Stochastic Processes, Math Programming, Risk Analysis, Real Analysis, Applied Linear Model, Applied Multivariate Statistics, Statistical Computing in SAS, Data Mining, Engineering Economic Systems, Financial Engineering, Math of Security Derivatives, Applied Data Analysis etc.

UNIVERSITY OF VIRGINIA, SCHOOL OF ENGINEERING AND APPLIED SCIENCE Charlottesville, VA

Master of Science in Systems Engineering December 2008

UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA Hefei, China

Bachelor of Science in Automatic Control July 2000

RELEVANT EXPERIENCE

DEPARTMENT OF SYSTEMS AND INFORMATION ENGINEERING, UVA, SEAS Charlottesville, VA

Graduate Research Assistant January 2004 - Present

• Fulfilling the research objectives of the National Science Foundation (NSF) project: “Security of Supply and Strategic Learning in Restructured Power Markets” by developing a dynamic model of strategic investment to capture the uncertain demands in the deregulated electricity market, using techniques such as stochastic programming, linear programming, dynamic optimization etc.

• Fulfilling the research objectives of the NSF project: “The Economics of Internet Security: Theoretical and Empirical Analysis” by collecting, modeling, analysis and reporting the software vulnerability data to study the software security involving the usage of time series statistics, VBA Excel programming, SAS programming and the utilizing of consumer theory etc.

• Empirical analysis of the auction outcomes of the Reliability Pricing Model (RPM) in PJM’s capacity market

• Using Text mining techniques to extract information from annual and quarterly company reports obtained from the Edgar database, to predict the stock performances for energy industry under the direction of John Ainsworth from Elder Research Inc.

• Developed a SAS program to estimate the market structure and effects of taxation by using the Almost Ideal Demand System (AIDS) Model for the Columbia Energy Market

• Supervising Capstone students (a group of undergraduate students) in project: “Designing a Search Mechanism for Debt Collection”.

PUBLICATIONS

• Equilibrium Capacity Expansion under Stochastic Demand Growth, accepted for publication in Operations Research

• The Effect of Spot Market Design on Capacity, XIV Latin-Ibero American Congress on Operations Research (CLAIO 2008)

• Technical Report: Cyber Security and Network Effects, submitted to Microsoft Security Response Center (MSRC), Nov. 2008

HONORS AND ACTIVITIES

• Current President of the Institute for Operations Research and the Management Sciences (INFORMS) UVA Chapter. Our chapter won the recent Student Chapter Annual Awards (Magna Cum Laude) in recognizing the achievements we have made.

• Louis T. Rader Award for Outstanding Graduate Student and Graduate Services in Systems Engineering, UVA, May, 2009

• Recipient of the 2008 SAIC-UVA Scholars Research Stipends, $20,000 from Science Applications International Corporation

• Second Place and “Honorable Mention” in Student Poster Session Contest at NSF’s Electric Power Network Efficiency and Security (EPNES) 2005 Grantees Workshop. Washington, DC, Dec. 4-6, 2005

• Reviewer for IEEE Systems, Man, and Cybernetics Society (Part B)

• Training: High Performance Parallel Computing Boot Camp, Charlottesville, VA, June 8 - June 12, 2009

• Training: Short term course “Statistics at the Gates: Statistical Methods for Detecting Computer Intruders” offered by American Statistical Association(ASA), Alexandria, Virginia, May, 2006

• Presented at 1st Trans-Atlantic Conference on Applied Infrastructure Modeling and Policy Analysis (INFRADAY), College Park, Maryland, Nov. 2, 2007

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