-
Notifications
You must be signed in to change notification settings - Fork 0
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
1 changed file
with
138 additions
and
0 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
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 |