hao yin

quantitative analyst

About

I am a third-year PhD student in computational and mathematical engineering at Stanford University, by Prof. Tse Lai from Department of Statistics. My research interest lies broadly in the field of machine learning and data mining. Currently I mainly work on the methodology and applications of network and temporal analysis. Before joining Stanford, I studied Mathematics at Fudan University.

Country

united states

City

stanford

Industry

research

Skill

c++, python, machine learning, statistics, data analysis, r, latex, mathematical modeling, matlab, data mining

Experience

data science intern

cardinal operations

2015-2 - 2015-5 · 4 mos

In this data science internship, I work on the demand prediction of first-on-sale product at VIP.com (NYSE: VIPS), advised by Prof. Dongdong Ge and Zizhuo Wang. In this project, 1) I applied clustering analysis to estimate the lost sales for each product based on its sold-out time; 2) I created a demand prediction model using bagged regression tree and cross validation, which improved the prediction accuracy (R-squared) tenfold.

research intern

the fields institute for research in mathematical sciences

2013-6 - 2013-8 · 3 mos

I worked on the dynamical systems models in macroeconomics, advised by Prof. Matheus Grasselli and Prof. Steve Keen. These models studies the interaction of employment rate, wage share, and other macroeconomic indices. In this three-month research internship, 1). I designed a method to estimate the parameters in the Goodwin model by utilizing an initial integral of the system, which improved the adjusted R-squared from 0.3 (obtained from using common discretization methods) to 0.99; 2). I collaborated with economists to extend the model by incorporating the influence of banks; 3). I presented our results to a panel of roughly 100 researchers in the final meeting.