Python
Tianyuan ZHANG
PhD Candidate
Kowloon Tong
Summary
Hardworking Student offering full-time/part-time work experience and extensive knowledge of core subject matter. Passionate about the field of creating value through financial data. Solid foundation in statistical knowledge and programming. Meticulous and detail-oriented with excellent observational, organizational and communication skills.
Overview
5
5
years of professional experience
9
9
years of post-secondary education
4
4
Languages
Work History
Student Researcher
City University of Hong Kong
Hong Kong
10.2022 - Current
- Investigation of the values of various mean-variance optimization portfolio in out-of-sample asset allocation tests, improving the performance of mean-variance portfolio by using strategies of combination.
- Developed deeper thoughts of the combination strategies by linking the return space and utility space. Derived a more general form of the combination strategy.
- Prepared fact sheets, tables, and graphs to summarize research results.
Student Researcher
City University of Hong Kong
Hong Kong
01.2022 - 12.2023
- Performed research into Leveraged ETF, to increase knowledge and to provide valuable contributions.
- Drawing inspiration from the insights of our finding about the Leveraged ETF, we proposed a trading strategy for Leveraged ETF investors, and we demonstrated that the novel strategy outperforms the conventional Leveraged ETF holders.
Research Assistant - Financial Data Manager
Shenzhen Finance Institute
Shenzhen
03.2019 - 06.2019
- Editorial board member, in charge of the whole data processing of Integration and Development Composite Index Report of Guangdong-Hong Kong-Macao Greater Bay Area (2019 version, published)
- Design the entire framework for data processing of the book, including devising distinct data collection strategies for various types of data (web crawling etc), detecting and replacing outliers, and fitting data indicators at different levels.
- Lead a team of 6 members in implementing the data collection framework and managed project timelines throughout the process. Project was successfully completed within the stipulated timeframe.
- Performed statistical, qualitative, and quantitative analysis. Create representative graphs and charts highlighting results, incorporating relevant financial data insights and draft the final report.
Education
Bachelor of Science - Control Science And Engineering
Harbin Engineering University
Harbin City, Heilongjiang 08.2014 - 06.2018
Master of Science - Data Science
The Chinese University of Hong Kong, Shenzhen
Shenzhen City, Guangdong 08.2018 - 06.2020
Ph.D. - Data Science - Financial Data Analysis
City University of Hong Kong
Hong Kong 09.2020 - Current
Skills
Data Collection
undefinedSoftware
R
Matlab
Timeline
Student Researcher
City University of Hong Kong
10.2022 - Current
Student Researcher
City University of Hong Kong
01.2022 - 12.2023
Ph.D. - Data Science - Financial Data Analysis
City University of Hong Kong
09.2020 - Current
Research Assistant - Financial Data Manager
Shenzhen Finance Institute
03.2019 - 06.2019
Master of Science - Data Science
The Chinese University of Hong Kong, Shenzhen
08.2018 - 06.2020
Bachelor of Science - Control Science And Engineering
Harbin Engineering University
08.2014 - 06.2018
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