Zhe Q. Email and Phone Number

• Math-1110: Probability & Statistics (Fall 2015)• Math-1140: Statistics for Business (Spring 2015 & Spring 2016)• Math-1210: Calculus I (Fall 2017)• Math-1220: Calculus II (Spring 2016)• Math-1230: Statistics for Scientists (Fall 2014)• Math-2240: Introduction to Applied Math (Spring 2017)

• Project 1: Prediction of potential customers for Ping An Insurance⋄ Used logistic and random forest models to build response models based on e-commercial sales data.⋄ Predicted potential clients and selected the best marketing approach for each client.• Project 2: Customer churn prediction for Shanghai Oriental Cable⋄ Assisted business communications, data trimming, integration & modeling, and project implementations.• Project 3: Credit rating modeling for Bank of… Show more • Project 1: Prediction of potential customers for Ping An Insurance⋄ Used logistic and random forest models to build response models based on e-commercial sales data.⋄ Predicted potential clients and selected the best marketing approach for each client.• Project 2: Customer churn prediction for Shanghai Oriental Cable⋄ Assisted business communications, data trimming, integration & modeling, and project implementations.• Project 3: Credit rating modeling for Bank of Jiaxing⋄ Preprocessed the customer datasets.⋄ Used logistic and random forest models to fit the data. ⋄ Used ROC curve analysis to evaluate models.• Project 4: Enhancement of customer experience for Ping An Group⋄ Conducted customer clustering and market segmentation analysis based on the basic attributes, consumption records and stratified sampling feedback questionnaire of customers.• Project 5: Prediction of lost customers for a baby care brand⋄ Established a customer activity prediction model to predict lost users, inactive users and value-added users by analyzing the characteristics of customer groups with various active levels. Show less

• Processed financial data and analyzed financial statements.

• Studied the default risk of financial markets, and applied the Black-Schole Model to the Monte Carlo simulated data of the stock portfolio prices of different financial derivatives.• Gained the confidence interval of the predicted default risk of the portfolio under certain distributions.• Analyzed the predicted results of default risk and obtained the optimized securities portfolio which was able to achieve the effective risk hedging.

• Built a pension-related investment model based on the two-factor model of the short-term interest rate and the historical interest rate data over the past decade.

• Project: Stability Analysis of Robust Arbitrage in a Random Interval Valued Financial Market⋄ Studied robust arbitrage with the financial market in which securities have random interval valued payoffs.⋄Provided an appropriate measurement of the distance between two probability measures which stabilizes the non-robust arbitrage property.⋄Published an article in Journal of Donghua University (English Edition), 2014.• Undergraduate Thesis: The Statistical Analysis and… Show more • Project: Stability Analysis of Robust Arbitrage in a Random Interval Valued Financial Market⋄ Studied robust arbitrage with the financial market in which securities have random interval valued payoffs.⋄Provided an appropriate measurement of the distance between two probability measures which stabilizes the non-robust arbitrage property.⋄Published an article in Journal of Donghua University (English Edition), 2014.• Undergraduate Thesis: The Statistical Analysis and Application of Generalized Hyperbolic Distribution⋄ Estimated the parameters of the GH distribution by the EM algorithm and applied it to predict the value-at-risk of the stock market.• Research Assistant: Studied the global smooth solutions of the Navier-Stokes equations related models in Lagrangian coordinates. Show less

• Learned about the working procedure of the bank, and dealt with relevant data.