Изображение профиля liuyouguang
@liuyouguang
Флаг China Shanghai, China
На сайте с 15 ноября 2017 г.
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liuyouguang

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I'm a data scientist/machine learning expert/software engineer with more than 10 years of professional experience. Computer Programming: •Proficient at Data Mining/Machine Learning/Deep Learning,Monte Carlo Simulation, Decision Tree, Neural Networks, SVM, Word2Vec, Natural Language Processing and etc. •Familiar with C/C++, STL, Linux Kernel OS, Shell, Python, R, SQL, TCP/UDP Protocol, OO Design Pattern •Knowledge of Boost library, FIX Protocol, QuantLib, Tensorflow,Hadoop/Spark and etc. Financial Engineering: •Familiar with Alpha Strategy Simulation Development Platform, Hedging/Arbitrage Strategies, Quantitative models, Program trading, Asset Allocation and etc. •Knowledge of Market Data (Equity/Barra Financials/Intraday Futures/Options Tickdata and etc) and Trading System Structure.
$70 USD/hr
1 отзыв
1.4
  • 100%Выполненные работы
  • N/AВ рамках бюджета
  • 100%Своевременность
  • N/AРейтинг повторного найма

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Последние отзывы

Опыт работы

Senior Data Scientist

Jan 2014

•Build Bond/ABS related business models using both Financial Engineering and Big Data Technology, including Credit Risk Analysis(Merton’s Model), Macro Economics/Industry analysis and etc. •Build Models(Decision Tree/SVM/Neural Networks/Word2Vec for NLP project) for Internet Financial Risk Management using Python/R based on Spark/Hadoop Platform •Team management, Vendors coordination.

Quant

Sep 2008 - Jan 2014 (5 years)

•Alpha Strategies Development (Time Series, SVM, Neural Networks and etc.) •Familiar with WorldQuant’s “WQSim” Alpha strategy simulation platform. Participate in Data Manager Part development •FIX (FAST-OPRA Version3) Protocol implementation •Trading related algorithms development on GPU platform to speed up the calculation •Daily/Intraday tickdata(equity/options/futures) Datamanager(Market Data) Development using C++/STL

Assistant Manager

Sep 2001 - May 2007 (5 years)

•Linux Kernel2.6/driver tune up/customisation based on Fujitsu’s FR–V 32bit CPU. •FR–V (32bit CPU) Media Middleware Solutions: Using C++ language to develop the mux/demux part of the middleware to synchronise the Audio/Video Codec data stream. Profiling, tracing, optimising and debugging •Ethernet driver, Client/Server architecture application layer software development for FR–V network solution. •Team building, Project management

Образование

Master of Science in Finance,Financial Engineering Track

2007 - 2008 (1 year)

Bachelor's Degree in Automatic Control, EE Dept.

1997 - 2001 (4 years)

Верификации

  • Соединить с Facebook
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