Current position

Work experiences

University of Konstanz
- Teaching and Research Assistant
  - Conducted research in monetary economics. Built and coded a model to predict the inflation and output responses after a temporary VAT cut.
  - Studied UK price dataset to discover patterns in consumer prices.
  - Gave weekly tutorials in advanced macroeconomics and monetary economics.
Shanghai New Oriental School
- Teacher
  - Gave calculus and economics courses to students ranging from high school level to graduate school level.
  - Edited training materials and trained new teachers.

Master of Science in Quantitative Finance, National University of Singapore, Aug 2010-Aug 2011
Bachelor of Economics, Bachelor of Science (Mathematics), Mathematial Economics and Finance (double major), Sep 2005-Jun 2009

Monetary economics models
- Using a Bayesian likelihood approach, estimated a large-scale dynamic stochastic general equilibrium model for the UK economy using 7 macroeconomic time series, and made predictions of the output and inflation responses during the temporary VAT cut in the UK in 2009
Machine learning models
- Coded machine learning algorithms and procedures from scratch. Models include linear and polynomial regression, discriminative and generative classifiers, svm, and neural networks. Procedures include data preparation, model estimation, hyperparameter tuning, performance evaluation, and visualization.
Deep learning models
- Made multi-step-ahead forecast on multivariate time series using vector-autoregression model, recursive neural network model and long short-term memory model.
Advanced time series models
- Explored finite sample properties of the breakpoint test on a vector-autoregression model, with bootstrap and Monte-Carlo experiments.
Java progrmming
- Built a simple banking web application with which users can view product information, convert currency, transfer funds and view transaction records in different currencies. The app implements an MVC structure and works with a MySQL database at the backend.