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美国加拿大top学校经济学及计算机硕士申请
其他 经济学 计算机 美国 加拿大 硕士申请- 课程简述: 为学生选择学校和项目提供协助，阐述各学校项目的录取要求。通过深入评估学生的背景，并理解学校对申请者背景的偏好，推荐那些不仅排名高，且基于学生个人资料极有可能接纳他们的项目。同时，引导学生构建深思熟虑的申请策略，以突显他们的独特优势，从而最大程度地提高他们的录取率。若学生毕业后计划进一步攻读博士学位，也会提供在硕士阶段为博士学习做准备的建议。
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自我介绍
自我介绍
教育经历
教育
教育
Georgia Tech
Master Computer Science
Queen's University
PH.D Financial Market, Industrial Organization, Applied Micro
University of Wisconsin Madison
Master Economics
University of New Brunswick
Bachelor Finance
经历
经历
Quant
Overbond
整理并合并美国公司债券交易的TRACE数据集，以便仔细研究市场做市商的价格歧视行为。根据Bessembinder的2018年的研究，制定一个新的流动性指标，即“半差价”，它将不对称信息和流动性的方面分开。提取流动性成分以分类债券流动性，并使用支持向量机（SVM）模型进行债券价格预测。增强SVM模型以提高预测精度，从而在要约（Ask）方面改善了债券预测误差，并将平均绝对误差（MAE）减少了20%
Revise the TRACE dataset of US corporate bond transactions, ensuring it is clean and consolidated, in order to scrutinize the price discrimination behavior of market makers. In light of Bessembinder's 2018 research, formulate a new liquidity indicator, the "Half Spread," which isolates the aspects of asymmetric information and liquidity. Extract the liquidity component for classifying bond liquidity and utilize a Support Vector Machine (SVM) model for bond price prediction. Enhance the SVM model to boost forecasting precision, resulting in a substantial improvement in the bond forecasting error on the Ask side, as well as a 20% reduction in Mean Absolute Error (MAE).
Tutor, Research Assistant
Queen's University
获奖 & 荣誉
发表文章
发表文章Search and Inventory in the Over-the-Counter Market
Diao, Dudley, Sun
Journal of Finance, SubmittedThis paper investigates the decision-making process of dealers as they navigate between incurring search costs to find trading counterparts and shouldering inventory costs associated with holding onto bonds. We employ a structural model to quantify these factors. Subsequently, the model is estimated, enabling us to examine the influence these elements exert on the spread that dealers charge.
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