|
Campus Address |
Zhenzhen Kou |
Home Address |
|
MLD, SCS, CMU (412) 268 8078 |
|
(412) 215 7542 |
|
Objective |
Seeking a position that best applies my strong quantitative skills and financial knowledge.
|
|
|
Education |
|
|
|
Ph.D. in Machine Learning, December 2007 Machine Learning
Department, Dissertation: Stacked Graphical
Learning; Thesis advisor: William W. Cohen |
||
|
|
|
|
|
M.Sc. in Pattern Recognition and Intelligent System,
June 2002 |
||
|
Tsinghua University , Beijing,
P.R.China |
|
|
|
B.E. in Automation, May 2000 GPA: 88.0/100, rank 2nd in the class |
||
|
QUALIFICATIONS AND SKILLS |
Strong Computational and Mathematical Background,
Team Player, Hard Working, Quick Learner |
|
|
Computer Skills |
||
|
Languages: C, C++, Java, Matlab, PHP, JSP, Perl, SQL
|
||
|
Quantitative Finance |
||
|
Finance Theory, Probability and Statistics, Time Series,
Computational Numerical Methods |
||
|
Experience |
|
|
|
Research
Assistant |
Aug. 2002 ~ Present |
|
|
Worked on developing statistical machine learning models
and analyzing large-scale datasets, which has wide applications in asset
management and statistical arbitrage Developed an improved hidden Markov model for
analyzing sequential data Developed and implemented a statistical relational
model, stacked graphical learning,
for categorizing relational data Designed and implemented an SQL database and a
web-based user interface |
||
|
Teaching Assistant |
Jan. 2005
~ Dec. 2005 |
|
|
Assisted teaching and project design of Database Applications
and Machine Learning courses |
||
|
IBM TJ |
||
|
Technical Co-op, Math. Dept. |
May 2007 ~
Aug. 2007 |
|
|
Worked with Yan Liu to develop a statistical model
for movie recommendation to Netflix user, which ranks
as the Second Runner-up in the KDD Cup 07 contest |
||
|
|
|
|
|
Research Assistant |
Aug. 2000 ~ Jun. 2002 |
|
|
Designed and implemented image processing algorithms
for texture analysis Applied Statistical Learning Theory to image
classifications |
||
|
sELECTED course project |
Hedge Fixed
Income Portfolio Index using key-rate-duration – a course project in Optimization Methods in
Finance |
Nov. 2006 ~ Dec. 2006 |
|
Constructed a fixed income portfolio that replicates
a Treasury bond index and hedged its exposures to some
key-rate-durations Implemented this hedging methodology via minimizing
exposure error, transaction cost with penalty on number of
bond used |
||
|
AWARDS |
Honor of Outstanding Graduate (awarded to top 2%
graduates), Fellowship with tuition waiver, Carnegie Mellon
University, 2002-2007 Second Runner-up for Task 1 in KDD Cup contest, 2007 |
|
|
sELECTED PUBLICATIONS |
· Zhenzhen Kou, Vitor R. Carvalho and William W.
Cohen (2007): Online Stacked Graphical Learning, in NIPS 2007 Workshop on Efficient Machine Learning. · Yan Liu and Zhenzhen Kou (2007): Predicting Who
Rated What in Large-Scale Datasets, in Proceedings of KDD Cup and Workshop
2007. · Zhenzhen Kou and William W. Cohen (2007): Stacked
Graphical Models for Efficient Inference in Markov Random Fields, in · Zhenzhen Kou, William W. Cohen & Robert F. Murphy
(2007): A Stacked Graphical Model for Associating Information from Text And
Images In Figures, in Pacific Symposium on Biocomputing (PSB), · Zhenzhen Kou, William W. Cohen & Robert F.
Murphy (2005): High-Recall Protein Entity Recognition Using a Dictionary,
Bioinformatics. 2005 Jun;21 Suppl 1:i266-73. · Robert F. Murphy, Zhenzhen Kou, Juchang Hua,
Matthew Joffe, William W. Cohen (2004): Extracting and Structuring
Subcellular Location Information from On-line Journal Articles: The
Subcellular Location Image Finder, in Knowledge Sharing and Collaborative
Engineering (KSCE 2004), · Zhenzhen Kou, William W. Cohen & Robert F.
Murphy (2003): Extracting Information from Text and Images for Location
Proteomics, in 3rd Workshop on Data Mining in Bioinformatics (BIOKDD), · Zhenzhen Kou, Liang Ji and Xuegong Zhang(2001), Karyotyping of CGH human metaphase by using
support vector machines, Cytometry, December 2001. · Zhenzhen Kou, Jianhua Xu, Xuegong Zhang and Liang
Ji(2001), An Improved Support Vector Machine Using Class-Median Vectors, in
8th International Conference on Neural Information Processing, Shanghai,
China, 2001. |
|