Skip to content

Commit

Permalink
Create cv.md
Browse files Browse the repository at this point in the history
  • Loading branch information
zeyudsai authored Nov 22, 2024
1 parent d170cb9 commit ef44cc5
Showing 1 changed file with 138 additions and 0 deletions.
138 changes: 138 additions & 0 deletions _pages/cv.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,138 @@
---
layout: default
title: Curriculum Vitae
permalink: /cv/
---

# Curriculum Vitae

## Education

### Ph.D. in Statistics
*TU Dortmund, Germany* | 2021 - 2025 (Expected)
- Supervisor: Prof. Dr. Katja Ickstadt, Dr. Alexander Munteanu
- Research Group: SFB 876 - C4
- Focus: Data reduction approaches for large-scale and high-dimensional complex Bayesian model
- Full scholarship recipient

### M.Sc. in Quantitative Economics
*Georg-August-University Göttingen, Germany* | 2017 - 2020
- Supervisor: Prof. Dr. Thomas Kneib
- Master Thesis: "Variable Importance Measures for Functional Gradient Descent Boosting"
- Awarded the Young Statistician Awards at the 67th Biometric colloquium

### B.Sc. in Quantitative Economics
*Xi'an Jiaotong University, China* | 2011 - 2015

## Research Experience

### Scientific Researcher
*Lamarr Institute for Machine Learning and AI* | 2024 - Present
- Contributing to one of Germany's top six AI research centers
- Collaborating with leading experts in ML and AI
- Publishing research in international journals
- Presenting findings at major conferences

### Scientific Researcher
*TU Dortmund* | 2021 - Present
- Developing novel statistical algorithms in Python and R
- R package development
- Teaching responsibilities:
- Monte Carlo Simulation Methods
- Statistical Learning and Big Data Analysis
- Bayesian Statistics
- Case Studies in Statistics

## Industry Experience

### Quantitative Risk Management Intern
*Daimler Mobility AG, Global Headquarter* | Sep 2019 - Mar 2020
- Led AI for Credit Scoring project
- Developed and validated global corporate rating models
- Created automated report generation tools using VBA
- Implemented data processing workflows in SAS and SQL

### Quantitative Risk Management Intern
*China Construction Bank, Frankfurt Branch* | May 2019 - Jul 2019
- Developed R scripts for automated VaR calculation
- Conducted backtesting on PD and LGD models
- Prepared sovereign risk reports
- Performed stress-testing and liquidity risk analysis

## Technical Skills

### Programming Languages
- Python: Advanced
- R: Advanced
- SAS: Proficient
- Julia: Intermediate
- SQL: Proficient
- VBA: Intermediate
- LaTeX: Advanced

### Statistical & ML Expertise
- **Statistical Modeling**: GLM, Time Series Analysis (ARIMA, GARCH, GJR-GARCH)
- **Bayesian Methods**: MCMC, Prior Design, Model Selection
- **Machine Learning**: Gradient Boosting, Random Forests, SVMs
- **Deep Learning**: Neural Networks, RNN, LSTM, Bayesian Neural Networks
- **Big Data Tools**: PySpark, Distributed Computing

### Software & Tools
- Version Control: Git
- Development: PyCharm, RStudio
- Big Data: Hadoop, Spark
- Cloud: AWS basics

## Projects

### Research Projects

#### AI for Physics (KISS Project)
*TU Dortmund* | 2023 - Present
- Developing Bayesian and Monte Carlo algorithms for particle physics
- Implementing ML models for ATLAS data analysis
- Collaborating with CERN research center

#### Big Data for Copula Models
*TU Dortmund* | 2023 - Present
- Developing compression algorithms for multivariate models
- Creating theoretical frameworks and proofs
- Implementing solutions in Python and R

### Software Development

#### BayesPprobit R Package
- Developed comprehensive R package for Bayesian analysis
- Published on CRAN
- Maintained documentation and user support
- [Link to package](https://github.com/link)

## Publications

[See complete publication list](/publications)

### Selected Publications
1. "Scalable Bayesian p-Generalized Probit and Logistic Regression" (2024)
2. "Bayesian analysis for dimensionality and complexity reduction" (2023)

## Languages

- German: Professional Working Proficiency (C1)
- English: Professional Working Proficiency
- Chinese: Native Speaker

## Awards & Honors

- Young Statistician Award, 67th Biometric Colloquium
- Full Ph.D. Scholarship, TU Dortmund
- Best Paper Award, International Conference

## Professional Memberships

- German Statistical Society
- International Statistical Institute
- Machine Learning Research Association

## References

Available upon request

0 comments on commit ef44cc5

Please sign in to comment.