Conducted a detailed study focused on fixed-income markets, comparing the effectiveness of Exchange-Traded Funds (ETFs) and bond laddering strategies in portfolio management.Employed advanced statistical tools, including covariance estimation and principal component analysis, to identify critical risk factors affecting portfolio outcomes.Analyzed global minimum variance and tangency portfolios to underscore the strategic importance of asset allocation in minimizing risk and optimizing returns.Investigated the performance of ETFs under various market conditions, enhancing understanding of fixed-income instruments relative to equity markets.Explored the utility of bond laddering for achieving stable returns and effective risk management, utilizing bootstrapping and the Nelson-Siegel model for deeper analysis.Provided empirical insights and strategic guidance through comparative analysis, aiding investors and researchers in navigating the complexities of fixed-income investments.Contributed valuable findings to the field of portfolio management, paving the way for future research into the evolving dynamics of the fixed-income market.

Conducted groundbreaking research on "Recognition for Stone-carved Calligraphy Characters Based on Convolutional Neural Network" under the expert guidance of Professor Jidan Huang at Donghua University.Applied advanced big data analysis and machine-assisted modeling techniques, achieving significant and staged research results in the dynamic realm of supply chain operations.Collaborated with a diverse team, actively participating in discussions and research meetings to contribute valuable insights to the ongoing project.