Quantitative Researcher @ From May 2015 to Present (8 months) Research Assistant @ My research area is Statistical Analysis of Network Data. I am interested in the applications in online social networks, review websites and marketing. It has two parts: --First, I have studied how to recover a fundamental statistical characteristic of a network -- degree distribution from its sampled data (correcting sampling bias). This has important implications in online social networks, because these networks are most likely very huge thus sampling is a necessary strategy. We formulate the problem as an inverse problem. We show this problem is ill-conditioned for many sampling method in practice, and accordingly propose a constrained, penalized weighted lease-squares approach to solve this problem. A Monte Carlo variant of stein's unbiased risk estimation (SURE) is used to select the penalization parameter. Recovering degree distribution can be used in monitoring online social networks across time and communities, and can be applied in viral marketing. --Second, I have worked on analyzing the dynamics of online review ratings using restaurants review data from TripAdvisor. Our goal is to answer the question: do online review ratings converge towards a positive perspective? We test our hypothesis that there is social influence/ group think behavior in the review process. A popular restaurant tends to get more positive reviews, and positive reviews attract more visitors and reviewers. We model the review rating process as a marked point process using sate-space model, and fit this model with Sequential Monte Carlo (particle filtering) method. From September 2011 to May 2015 (3 years 9 months) Quantitative Equity Research Intern @ --Conducted investment research, focused on supporting, developing and rigorously testing quantitative stock selection strategies for the Quantitative Equity Group. From June 2014 to August 2014 (3 months) Greater Boston AreaQuantitative Equity Research Intern @ --Tested the performance of existing alpha factors in predicting stock returns in new market regions. --Analyzed large financial data, constructed alpha factor that measures information bias from companies' new release. From June 2013 to August 2013 (3 months) Greater Boston AreaBusiness Analyst Intern @ --Supported Equity Derivatives Risk and Pricing for the Global Arbitrage Trading group at RBC Capital Markets. --Collected user requirements, analyzed the mathematical formulations behind three types of VaR (Value at Risk) calculations: full-revaluation based, grid based and sensitivity based, and supported back testing and stress testing. --Wrote documents to manage and track IT projects progresses. From June 2012 to August 2012 (3 months) Greater New York City Area

Doctor of Philosophy (Ph.D.), Mathematics and Statistics @ Boston University From 2010 to 2015 Master of Science (M.S.), Financial Engineering @ University of Michigan From 2008 to 2009 BA, Mathematical Finance @ Wuhan University From 2004 to 2008 Yaonan Zhang is skilled in: R, Matlab, Quantitative Finance, Statistics, Quantitative Analytics, Monte Carlo Simulation, SAS, VBA, Statistical Modeling, Mathematical Modeling, Data Mining, Probability, Portfolio Optimization, Time Series Analysis, Valuation