# Dyushen.GitHub.io

Project maintained by dyushen
Hosted on GitHub Pages — Theme by mattgraham
###
About me

I am a grad student at the University of Michigan, in the Quantitative Finance and Risk Management program. I did my undergraduate work in Mathematics at Dalian University of Technology. My hobbies are quantitative finance and data analysis.

###
Education

Master of Science in Quantitative Finance & Risk Management, Major GPA: 4.0

Courses: Numerical Methods with Financial Applications, Discrete State Stochastic Processes, Stochastic Analysis for
Finance, Financial Mathematics, Applied Statistics, Machine Learning, Applied Microeconomics

- Dalian University of Technology Dalian, China

Bachelor of Science in Mathematics, Major GPA: 3.7 Sep. 2011 - Jun. 2015

Courses: Mathematical Analysis, Advanced Algebra, Ordinary Differential Equations, Functions of Complex Variables,
Functions of Real Variables, Probability and Statistics, Functional Analysis, Stochastic Process, Optimization Method, Calculation Method, Probability and Measure, Optimal Control

###
Recently Work

Currently, in my work as a research assistant to Dr. Nejat Seyhun, Professor of Finance at the UM, I am responsible for banking data analysis. I extracted big data on financial securities and transactions from a number of commercial banks onto Excel spread sheets, organized transaction data in Excel in preparation for data’s integration into SAS. Thus, we can analyze indexes of banking transactions that concern LIBOR rates that are either missing or in correct and create a new file on Excel to include the particular transactions with problem using SAS. In addition, I conduct interest-paid computations on a variety of banking instruments, such as bonds, loans, and annuities using R and Python software. These applications allow me to analyze and prepare large data sets for clear and concise presentation for publication in refereed academic journals. In completing these duties, I remain committed, diligent and self-motivated in getting the job done efficiently and accurately.