datasetsyun

YunLingyunling0115@gmail.
com|+1(646)696-1537|https://sites.
google.
com/site/yunling0115/EducationPh.
D.
inFinanceandBusinessEconomicsUniversityofSouthernCalifornia2016M.
S.
inComputerScienceUniversityofSouthernCalifornia2014B.
S.
inMathematicsFudanUniversity2008CertificationCharteredFinancialAnalystCFAInstitute2016ExperienceResearchInternLosAngelesCapitalManagement2016ResearchInternNationalBureauofEconomicResearch2014EditorialAssistantReviewofAssetPricingStudies2013InstructorUSCMarshallSchoolofBusiness2013FinanceInternIndustrialandCommercialBankofChina2008ResearchInefficientfinancialmarketstudyonChinaAshares·Evaluateanewdatabaseincludingstockpriceandvolume,trading,companyfundamental,analysts'estimatesandrating,andpublicopiniondatasetsforthestudyofChinaA-sharemarket·ConstructChina-specificfactorsforfactoranalysisandsmartbetastrategy·Completeapaperdocumentingtheefficacyof195factorsandthecombinedsignal'sperformance·AsimpleadditivesignalgivesanIC1.
5timesmorethanthatforUSsmallcapanddoublesUSlargecapTheimpactofVConthelifecyclesofstartups:winner-pickingvs.
value-adding·ScrapethewholeglobaldatabaseofTechCrunchuntil2014·Constructfeaturesonstartups,VCsyndicates,keypersonnel,andVC-startuppairwiserelationships·Buildamulti-levelHMMtomodelthelifecyclesofstartups'growth,withandwithoutVCfunding·DevelopascalableMCMCalgorithmusingGibbsSamplerforestimationBubble,value,andBitcoin'stransaction·ConstructfeaturesonBitcointransaction'ssize,profitability,andnumberofcounterparties·ExtendLDAmodeltoinferthetime-seriesofmarketsentimentandthecross-sectionoftradertypes·AnalyzeBitcoinblockchaintradesanddecomposeBitcoinpricetovalueandbubblecomponentsAttentioncascadeontradingwinners·ScrapeGoogleSVIdataforUSpublicequitiestradedonNYSE,NASDAQ,andAMEXuntil2012·Constructabnormalattentionfeatureofretailinvestorsthatpredictsstockreturnintheshortterm·Findthatlead-lagrelationshipsbetweenmutualfundtradingandretailinvestors'attention·ConstructinvestmentportfoliosbasedonthisattentioncascadeanomalySkillsModelingCausalinferenceforquasi-experiment(IV,2SLS,RDD,PSM).
Timeseries.
Paneldata.
Multi-levelmodels.
Topicmodels.
Bayesiannetworks.
Dynamicprogramming.
ProgrammingPython.
Stata.
SAS.
R.
MATLAB.
VBA.
SQL.
C++.
Java.
JavaScript.
PHP.
AWS.
iMacros.