Campus Address

Zhenzhen Kou

zkou@andrew.cmu.edu

http://www.cs.cmu.edu/~woomy

 

 

Home Address

MLD, SCS, CMU

5000 Forbes Avenue

Pittsburgh, PA 15213

(412) 268 8078

 

331 Devonshire Street, A7

Pittsburgh, PA 15213

(412) 215 7542

 

Objective

Seeking a position that best applies my strong quantitative skills and financial knowledge.

 

Education

Carnegie Mellon University, Pittsburgh, PA

 

Ph.D. in Machine Learning, December 2007

Machine Learning Department, School of Computer Science

Dissertation: Stacked Graphical Learning; Thesis advisor: William W. Cohen

 

Tsinghua University, Beijing, P.R.China

 

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

Carnegie Mellon University, Pittsburgh PA           

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 Watson Research Center, Yorktown Heights NY

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

 

 

Tsinghua University, Beijing, China

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), Tsinghua University, 2000    

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 SIAM International Conference on Data Mining (SDM07).

· 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), Maui, 2007.

· 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), Virgin Islands, 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), Washington D.C., 2003.

· 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.