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Wei Zhou
Data Scientist at Skyhigh
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Bo Zeng diao
Wei Zhou
16 hours ago
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Data Scientist at Skyhigh Networks
Stanford, California
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Computer Software
Stanford University, Visa, National Development and Reform Commission
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Summary
Master student in Statistics from Stanford University
- Excellent understanding of various statistical and machine learning techniques
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2 team members
Wei Zhou
Yunzhu Chen
Data Scientist at Skyhigh Networks
Data Scientist at Adobe
Portfolio Allocation Optimization
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1/8/15, 1:46 PM
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Class Project, STATS 240: Statistical Models in Financial Markets
- Implemented the Black-Litterman portfolio allocation method, showing that BL method's superiority to
M-V model in terms of cumulative return, sharp ratio and turnover rate in R.
- Carried out the NPEB approach in portfolio allocation in MATLAB with two teammates and tested the linkedin stability of NPEB approach using different data sets.
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Yongqing Yuan
Data Scientist at Skyhigh Networks
Data Scientist at LinkedIn
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Data Scientist at Roam Insight
Bo Zeng diao
16 hours ago
Massive Data Mining Projects
January 2012
Class Assignments, CS246: Massive Data Mining
- Implemented a friendship recommendation algorithm and k-means clustering using Hadoop.
- Used A-priori algorithm to find association rules for merchandise in Java.
- Applied both Power Iteration method and Monte Carlo approach to calculate page rank in Java.
- Implemented both user-user and item-item collaborative filtering recommendation... more
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Stanford University
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Zheng He was one of the greatest explorers in the Age of Exploration however, his fame is not widely celebrated today. Zheng He was the powerful and wealthy adviser for Emperor Yongle of the Ming Dynasty. The Emperor sent Zheng He on a mission to travel to foreign lands ranging from the tip of India to the eastern parts of Africa to give them gifts to show China’s power and dominance. He started these voyages in 1405 and eventually captained seven of them before retiring. The Chinese felt that the cost of the expeditions outweighed the benefits.
Finally, in order to complete a more accurate comparison between the two projects, we utilized the EANPV as the deciding factor. Under current accepted financial practice, NPV is generally considered the most accurate method of predicting the performance of a potential project. The duration of the projects is different, one lasts four years and one lasts six years. To account for the variation in time frames for the projects and to further refine our selection we calculated the EANPV to compare performance on a yearly basis.
In the early 15th century, an explorer named Zheng He started his first of many voyages to India. He was appointed by Emperor Yongle from the Ming Dynasty. He was castrated and taken away from his family at a young age. As he got older, he gained more power and authority. Zheng He's excellent leading skills lead the exploration of new cultures for China, although they did not voyage the Americas, but had an effect on exploration thereafter.
This was a simulation project related to application of different tools of portfolio management. The project was applied by using stocktrak.com platform. This website provides the students and teachers with a real time simulation platform for learning the portfolio investment. A specific allocated amount was used in this simulation project for portfolio investment. A portfolio was created of different securities like stocks, bonds and currencies. These bonds and securities were from different sectors of economy like technology industry, financial industry, consumer goods industry, services industry, health industry, industrial goods industry, utilities industry, and basic materials industry. The top performing stocks in this simulation project were Bank of America Corporation, Hersha Hospitality trust, Deans Food Company, Loews Corporation, and Pepsi Co Inc. The study also found that the percentage return on portfolio remained above the return realized on Dow Jones ETF during the timeline of the project.
Qin Shi Huang was born in 259 BC and eventually ascended to the throne of the kingdom of Qin at the age of 21 creating a war and declaring himself China’s first emperor (Source 1). Although he did bring unification to China, Qin Shi Huang was a forbidding and brutal dictator who abused his power and dishonoured his people and country. This assignment will clearly highlight the negative aspects of Qin Shi Huang, including: the banning of Confucius, how he enforced of unnecessarily strict laws and how his arrogance and ignorance eventually took over.
Although Zheng He was great, Magellan was a better captain overall. Magellan was a Spanish explorer who was the first European to see the Pacific Ocean. He set sail on a voyage that was supposed to go around the World, but Magellan was killed before he made it. Although he did not make it around the world, he had the skills to get all the way to the Philippines. Zheng He was a Chinese admiral who led seven voyages. He was also a great captain, but he did not almost make it around the world. Instead, he stayed in the same area and stopped in the same places multiple times.
Qin Shi Huang Di has been making an effort to unite China under his power and legalist ways. The First Emperor should not be supported in his attempts to unite China. Not only is he responsible for the deaths of thousands of people, he also has dangerous legalist ways and spends his time focused on unimportant issues.
During the fall of the Zhou Dynasty, violence and chaos were soaring in China. In an attempt to achieve justice, various philosophers offered solutions in order to restore social and political order. From these efforts, three significant ethical systems were founded. These three major schools of philosophy, Legalism, Confucianism, and Daoism, are creations of unique views that portray their ideas of adequate societies as well as their perspectives on how one should govern.
S.No. Method Prediction Rate 1. Web Page Prefetching 0.65 2. AR,FS, and FGS 0.69 3. Sequential Association Rule 0.72 4.
“To treat illness without understanding the viscera and bowels is no different from a blind
Growing up in a family of doctors influenced me to pursue the knowledge of health and diseases. I long for devoting myself to public health. With data explosion, I realized that data-driven science is indispensable to meet the increasing demand in medical and biological improvement. Therefore, I want to apply tools of statistics to address human health problems and become an excellent biostatistician. My goal in entering in the M.S. program at Johns Hopkins University (JHU) is to develop expertise in Biostatistics. At JHU, I am able to obtain an interdisciplinary perspective, combining approaches and knowledge derived from statistics, computing and biology. In the future, I plan to pursue Ph.D. study and one day lead my own research group. To meet these objectives, I wish to carry on advanced study at JHU.
In order to find the optimal portfolio allocation, the group needs to find the portfolio structured with lowest risk under a given return. This can be achieved by applying Mean-Variance Theory and Markowitz model find the efficient frontier, which yields the most optimal portfolio under given returns. It can be expressed in mathematical terms and solved by quadratic programming. [Appendix A]
Jamaica has, over the years, produced some very influential and successful entrepreneurs. As a matter of fact, Jamaicans are known to excel in just about everything we do. In my opinion, the epitome of Jamaican excellence in entrepreneurism is none other than Mr. Michael Lee- Chin. Michael Lee-Chin, Chairman, Portland Holdings Inc is regarded as a visionary entrepreneur whose philosophy of “doing well and doing good” as resulted in phenomenal and inspiring philanthropic initiatives.
As a PhD candidate in Finance, I want to continue my research on earnings revision and earnings surprises as well as investigate other factors of return predictability related to size, profitability, and momentum. In addition, my other research interests are in (1) investments, (2) hedge funds and mutual funds, and (3) applications of machine learning in finance.
According to the CAPM model:R_i=α+βR_m+ε, α represent the abnormal return gained by the portfolio. If the market is efficiency, the α has to be zero.