Yuhao Chen Email and Phone Number

Conduct literature research and use Python to implement exotic options pricing in closed forms. Delta hedge the on-the-counter options.Conduct fundamental analysis on commodities.Develop trading strategies on traded options based on fundamental analysis and conduct constant hedge on the positions, achieving a high winning rate and return ratio.Develop an integer programming based on volatility and greeks to recommend options trading strategy.

GPA 3.92/4.0Relative Courses Taken: Stats of Big Data and ClusteringAlgorithms for Data AnalyticsOptimization of Large SystemsArtificial IntelligenceFinancial DerivativeFinancial EngineeringOptimization in FinanceMachine Learning in Finance

Gather training corpus with crawler based on packages including Scrapy, Seleniumand Pyppeteer in Python. Increase time efficiency of previous crawler by 50%.Train NLP models such as word2vec and BERT models based on the training corpus.Utilize word vector and td-idf as feature and XGboost algorithm to achieve accuratewebsite classification and labeling.

Collect training data on classification algorithms using crawler on multiple internetsources and offline databases.Utilize Python package BeautifulSoup and Pandas to clean and convert raw datafrom the Internet into usable data structures in MySQL.Train multiple classification algorithms on the dataset. Utilize decision tree algorithm to achieve high accuracy and F1 score.

Complete the degree requirement of Business Administration as second major and have been conferred Bachelor of Management. Taken courses including operations research, financial management, management information system, operations management.

Major in Mechanical Engineering. In addition to design, finite element, mechanics courses, also taken courses in statistics, probability and Bayesian analytics.

Provide advice to students on their homework and methods to learn the course. Give and grade quizzes, set up communication between instructor and staff.

Assist inventory information management including sorting daily orders,optimizing inventory navigation device. Keep track of daily orders with SAP software, maintain the performance of thelogistic center. Apply Dijkstra algorithm to propose optimization on routes taken by theinventory navigation device. Find pattern of order quantity with respect to weekday with Excel and proposecorresponding scheduling.