Shuang Wang Email and Phone Number

The innitial position is Securities Affairs Representative, then got promotion as Board Secretary because of excellent performance.Mainly responsible for preparing IPO of this company, building several models combining business and accounting under the need of IPO as well as financing. Include:1. Be responsible for building and updating accounting forecasting models, cost allocation models and other models.2. Work with investment bank, law office and accounting firm, provide all needed business material, accounting data and legal material for the preparation of IPO prospectus, legal due diligence and audit. Coordinate relavent work to make this company meet the compliance requirement and legal issues proposed by investment bank, law office and accounting firm.3. Work with interested investment institutions, provide all needed data and material in business, legal, accounting and tax due diligence given by investment institutions.4. Keep communicating with shareholders, directors and supervisers of this company. be responsible for preparation of shareholders meetings , board meetings and supervisors meetings.5. Work with some governmental agencies including China Securities Regulatory Commission, industrial and commercial authorities and tax departments. Deal with relavent temporary events.Played significant role in the following two milestones of this company:1. Receive two rounds of financing.2. Accomplish company share-holding reform after finishing the audit and assessment of share-holding reform.

Mainly offer reasearch support to investment manager,include:1. build stock selection models based on machine learning algorithm, including1) feature engineering: delete noise samples, deal with outlier, gap value, normalise and neutralise data.2) compiling and optimizing machine learning codes: under Matlab environment, compile whole codes of adaboost algorithm and keep optimizing codes to make it performance better and more efficient.3) performance measuring: choose proper parameters by using back test method.2.Develop chosing time models on main stock index,including machine learning type models:adaboost,SVM,SLM_knn,shape type models:LPPL models and statistical models:MACD,MA section models; Multiple chosing time models make up the chosing time system for whole quant team.3.develop chosing time trade models, including delta dynamic position model, IC basis reverse arbitrage model and over-maturity combined options arbitrage model, which all had been tried in trading and had good return.4.Assist investment manager to trade by following the trade signal from chosing time trade models. Update needed data and signals of chosing time models on stock indexs after close everyday.

This project is mainly about using MCMC(Markov Chain Monte Carlo) algorithm, a method based on Bayesian Theory, to do calibration on Merton model, SVOL model, SVJD model and SVJJD model with historical daily return of FTSE 100, followed by pricing vanilla options by using SVJD model with estimated parameters.

Be responsible for analyzing financial statement of board of directors of many large corporations, summarizing and writing the brief information into the electronic form system designed by IBM.