Yifeng Wang Email & Phone Number

Pittsburgh, Pa, Us

Boston, Massachusetts, United States

Shanghai

- Explored and preprocessed bond market data and formulated new variables such as liquidity and market condition.- Determined influential factors on inter-month spreads of 5-year and 10-year China’s government bond future based on regression models.- Examined relationships between spreads and other external factors including interest rates, yield, and government bond clean price index.- Consolidated financial data from financial statements (B/S, I/S, CF/S) to conduct comparable analysis based on current ratio, D/E ratio, etc.- Developed a macroeconomic backdrop monitor by fully automating macro data download, analytics, and visualization process in Python.

Beijing, China

- Scraped and preprocessed position data, market data, and risk data from Yahoo Finance for constructing and optimizing an equity portfolio.- Automated the process of computing and visualizing efficiency frontier across regions and tickers with a Python program.- Built machine learning classifiers and assisted in testing predictor algorithms based on convoluted neural network.- Explored the efficacy of ARIMA models to generate forecasts across economic cycles to overcome data seasonality issue.- Coauthored a report with in-depth analysis of AI models’ usages and shortcomings, including Mean-Variance Optimization, Gradient Descent, Physics Based-Simulated Annealing, Particle Swarm Optimization, and Evolution-Based Genetic Algorithm.

Shenyang, Liaoning, China

- Conducted SWOT/Porter’s Five Forces research on the 5G network sector with a focus on supply chain, technology innovation, etc.- Assisted in assessing the business model, strategies, and financials of typical companies against the industry benchmark.- Updated models built for five 5G companies under coverage and aligned valuations from DCF and Comp Analysis against street consensus.

Master'S Degree, Computational Finance

Bachelor Of Arts - Ba, Pure & Applied Mathematics

Bachelor Of Business Administration - Bba, Finance, General

High School Diploma