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Wei Zhou
Data Scientist at Skyhigh
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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
Stanford University

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Master student in Statistics from Stanford University
- Excellent understanding of various statistical and machine learning techniques …show more content…

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

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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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