About Tianyi

Leonard N. Stern School of Business, New York University Master of Philosophy. 2005

Major: Management Information Systems

Leonard N. Stern School of Business, New York University Sept 2001 – May 2002

• Completed one third of the MBA curriculum before pursuing further education in Stern’s MIS PhD program.

Cornell University, College of Engineering, Ithaca, New York Master of Eng. Dec. '96

Major: Electrical and Computer Engineering

Cornell University, College of Engineering, Ithaca, New York B.S. May '96

Major: Electric and Computer Engineering

Publications: T. Jiang, A. Tuzhilin. "Dynamic Micro Targeting: Fitness-based Approach to Predicting Individual

Preferences", 7th IEEE International Conference on Data Mining (ICDM 2007)

T. Jiang, A. Tuzhilin. "Improving Personalization Solutions through Optimal Segmentation of Customer

Bases", 6th IEEE International Conference on Data Mining (ICDM-2006)

T. Jiang, A. Tuzhilin. "Grow Your Customers through Time: Efficient Online Segmentation of a Preparation: Growing Customer Base”, 16th Workshop on Information Technologies and Systems(WITS-2006)

T. Jiang, A. Tuzhilin. "Segmenting Customers from Population to Individuals: Does 1-to-1 Keep your Customers Forever?”, IEEE Transactions on Knowledge and Data Engineering, 18(10), October 2006

T. Jiang, A. Tuzhilin. "Divide and Propser: Comparing Models of Customer Behavior From Populations to Individuals”, 4th IEEE International Conference on Data Mining (ICDM-2004)

T. Jiang. "Firm Size and IT Investment: Beyond Simple Averages”, Research In Progress report in Twenty-Fourth International Conference on Information Systems (ICIS-2003)

Papers In T. Jiang, “A Comparative Study of Corporate Credit Rating Predicting Models”, working paper

Preparation:

Teaching: Modeling and Data Mining, C20.0057, Undergraduate IS elective, Spring 2005,2006

Awards & Doctoral Internationalization Consortium in Information Systems

Honors: by the Centers for International Business Education and Research (CIBER)

at University of Washington, Summer 2005

Stern Award for PhD Teaching Excellence Spring 2005,2006

New York University Doctoral Fellowship 2002-2006

RESEARCH Moody’s KVM, New York, New York

EXPERIENCE: Research Intern

Nov 2003 Investigated numerous advance econometrics and non-parametric modeling techniques and

– March 2004 implemented support vector machine based corporate credit rating models that outperformed

S&P online credit rating models. Technologies used include SAS, Matlab, LimDep, and jdk1.4.

WORK Citadel Investment Group, Chicago, Illinois

EXPERIENCE: Senior Software Developer

Sept 2004 Quantitative Analysis Group, Long/Short Desk

– Feb 2005 • Architect and developed quantitative research database covering price and corporate action adjusted daily

stock returns for America and European stocks going back 40 years.

• Developed daily synthetic index composition, weight, pricing, and return modules for all covered securities

based on Citadel’s proprietary trading strategies

• Architect market research database to study internet commodity purchase and pharmaceutical drug purchase trends

Oct 1999 Adaptable Solutions, Martinsville, New Jersey

– Sept 2002 Senior Software Consultant, Partner

Adaptable Solutions is a Wall Street technology-consulting firm with a distinguished history

of helping financial service firms operate in today’s high-tech environment. Started with a single customer, AT&T, in 1995, Adaptable Solutions has grown its customer base to encompass some of the most prestigious and technically advanced firms on Wall Street. Companies such as Morgan Stanley Dean Witter, CitiBank, Merrill Lynch, Salomon Smith Barney, Deutsche Bank, Reuters, Lehman Brothers, and Canadian Imperial Bank of Commerce are all proud clients of Adaptable.

• Developed in-house Java course and provided technological training for Adaptable Solutions consultants

• Participated in development of RRFP (Response to Request for Proposal) for client OEM projects

Sept 2000 Lehman Brothers, New York, New York

– Sept 2002 Adaptable Solutions Senior Software Consultant

Program Trading, Global Equities Technology:

The Global Portfolio Trading System (GPTS) routes and trades customer portfolios containing international equities. It provides the capability for customers anywhere in the world to go through Lehman Brothers in order to trade in equities in many different countries around the world. Program Trading desks in New York, London, and Tokyo now use GPTS.

• Lead developer on all client side program trading applications. Client side applications include the Portfolio Loader – takes input files of any format, parse into user defined data objects, and create new client trading baskets; Portfolio Browser – displays all activate trading baskets, display live price feeds of relevant securities, best effort portfolio value calculations and currency conversions, allow user to trade, allocate, book, and modify portfolios; Client and Security Administration applications to create, modify, and delete clients, client accounts, and securities. Technologies used include jdk1.4, Java Web Start, OrbixWeb, and Tibco.

• Lead developer on client side applications of Lehman’s equities order management initiative

Nov 1999 Deutsche Bank, New York, New York

– Sept 2000 Adaptable Solutions Senior Software Consultant

Global Market Research:

Portfolio Management Analytics System (PMAS) is a fixed income pricing system for Deutsche Global High Yield, High Grade,

and Corporate desks. PMAS is a real time system that calculates bond analytics (based on Reuters, Bloomberg, Autobahn feeds)

and notifies all registered users of new price updates. Fix income traders and analysts in Deutsche Bank’s London and New York

branches used PMAS.

• Team leader and lead developer on the PMAS project.

• Implemented the Indicatives server module in C++, Visibroker, and Bloomberg API. Indicatives server retrieves live bond data from

Bloomberg via real time asynchronous requests.

• Implemented the BondFinder server modeule in jdk1.1.7B. BondFinder server retrieves user portfolio, add bond via Indicatives

server, and delete bond from user portfolio. All Oracle database transactions are done via Weblogics’ JDBC OCI 4.51 driver.

• Java GUI development for the PMAS front end. Implemented Client side CORBA callback to enable features such as bond

attribute modifications (prices, yields, benchmark bond, interpolated curves), real time calculations based on user change or

various real time rate feeds, and broadcast all changes to registered users within the entire Deutsche bank domain.

Feb 1997 Lucent Technologies, New Jersey

– Nov 1999 Member of Technical Staff

OneVision Carrier Configuration Management

• Implemented the Lucent PacketStar router agent module in Java for Lucent’s IP Network Configuration tool.

• Java Active Agents, Sockets, and RMI development. Implemented POP3 based mail server and client applet in JDK1.2. Also

implemented IP Telephony application in Java via Columbia University’s NetScript.

• Implemented the OA&M Lucent’s IP Service and Network Management product.

• Developed Java GUIs for Lucent’s IP Service and Network Management products.

• Provided single point of contact for Customers on Lucent’s Internet Directory Server (IDS) product. Responsibilities included customer demonstrations, trial support, installation, product documentation, and trouble shooting of the IDS product.

Mechanized Loop Testing System, Network Systems .

The Mechanized Loop Testing (MLT) System provides the capability to remotely test subscriber loops of various switching systems from a centralized maintenance facility. MLT-4 is the fourth generation of the MLT product which utilizes Oracle Forms as the client front-end, Oracle as the RDBMS residing on a HP-UX server, and Oracle SQL Reports as the reporting tool.

• Current Engineering support of the MLT software: C, Oracle 7.3 administration, SQL, PL/SQL, Unix Shell, Sablime, Make

• Instructor for USWest on Datakit Communication Network Replacement feature

• HP-UX 9.x/10.x administrator for Local Exchange Carriers (LEC) providing solutions for troubles encountered with the operating system and supporting application software.

• Worked on countless Trouble Reports (TR) and Modification Requests (MR) assignments which involves working with Local Exchange Carriers (LEC), analyzing hardware/software troubles, providing solutions/fixes, and closure of all severity level one/two Trouble Reports within 24 hours.

• Developed and implemented First Office Application Acceptance Test plans used by customers and other team members to verify the installation and operational readiness of the MLT product or features.

• Conformed to ISO 9001 policies and procedures to ensure Product Team certification

		A brief bio... Hello my name is TJ (Tianyi Jiang). I'm currently a fifth year PhD student in Stern's IOMS department. My educational background was in electrical and computer engineering; my industry experience involved the design and implementation of large scale real time financial software systems; my current research interest lies in the domain of machine learning & data mining, with an emphasis towards financial system applications. Here is a fairly recent copy of my cv...
		ACADEMIC Department of Information, Operations, and Management Sciences Sept 2002 – present EXPERIENCE: Leonard N. Stern School of Business, New York University PhD student • Teaching classes and conducting research in the areas of machine learning and data mining. • Technical classes taken include advanced econometric models, time series, regression and multivariate analysis, linear programming, statistical and computational learning theory, advance algorithms, artificial intelligence, non-parametric modeling. Leonard N. Stern School of Business, New York University Master of Philosophy. 2005 Major: Management Information Systems Leonard N. Stern School of Business, New York University Sept 2001 – May 2002 • Completed one third of the MBA curriculum before pursuing further education in Stern’s MIS PhD program. Cornell University, College of Engineering, Ithaca, New York Master of Eng. Dec. '96 Major: Electrical and Computer Engineering Cornell University, College of Engineering, Ithaca, New York B.S. May '96 Major: Electric and Computer Engineering Publications: T. Jiang, A. Tuzhilin. "Dynamic Micro Targeting: Fitness-based Approach to Predicting Individual Preferences", 7th IEEE International Conference on Data Mining (ICDM 2007) T. Jiang, A. Tuzhilin. "Improving Personalization Solutions through Optimal Segmentation of Customer Bases", 6th IEEE International Conference on Data Mining (ICDM-2006) T. Jiang, A. Tuzhilin. "Grow Your Customers through Time: Efficient Online Segmentation of a Preparation: Growing Customer Base”, 16th Workshop on Information Technologies and Systems(WITS-2006) T. Jiang, A. Tuzhilin. "Segmenting Customers from Population to Individuals: Does 1-to-1 Keep your Customers Forever?”, IEEE Transactions on Knowledge and Data Engineering, 18(10), October 2006 T. Jiang, A. Tuzhilin. "Divide and Propser: Comparing Models of Customer Behavior From Populations to Individuals”, 4th IEEE International Conference on Data Mining (ICDM-2004) T. Jiang. "Firm Size and IT Investment: Beyond Simple Averages”, Research In Progress report in Twenty-Fourth International Conference on Information Systems (ICIS-2003) Papers In T. Jiang, “A Comparative Study of Corporate Credit Rating Predicting Models”, working paper Preparation: Teaching: Modeling and Data Mining, C20.0057, Undergraduate IS elective, Spring 2005,2006 Awards & Doctoral Internationalization Consortium in Information Systems Honors: by the Centers for International Business Education and Research (CIBER) at University of Washington, Summer 2005 Stern Award for PhD Teaching Excellence Spring 2005,2006 New York University Doctoral Fellowship 2002-2006 RESEARCH Moody’s KVM, New York, New York EXPERIENCE: Research Intern Nov 2003 Investigated numerous advance econometrics and non-parametric modeling techniques and – March 2004 implemented support vector machine based corporate credit rating models that outperformed S&P online credit rating models. Technologies used include SAS, Matlab, LimDep, and jdk1.4. WORK Citadel Investment Group, Chicago, Illinois EXPERIENCE: Senior Software Developer Sept 2004 Quantitative Analysis Group, Long/Short Desk – Feb 2005 • Architect and developed quantitative research database covering price and corporate action adjusted daily stock returns for America and European stocks going back 40 years. • Developed daily synthetic index composition, weight, pricing, and return modules for all covered securities based on Citadel’s proprietary trading strategies • Architect market research database to study internet commodity purchase and pharmaceutical drug purchase trends Oct 1999 Adaptable Solutions, Martinsville, New Jersey – Sept 2002 Senior Software Consultant, Partner Adaptable Solutions is a Wall Street technology-consulting firm with a distinguished history of helping financial service firms operate in today’s high-tech environment. Started with a single customer, AT&T, in 1995, Adaptable Solutions has grown its customer base to encompass some of the most prestigious and technically advanced firms on Wall Street. Companies such as Morgan Stanley Dean Witter, CitiBank, Merrill Lynch, Salomon Smith Barney, Deutsche Bank, Reuters, Lehman Brothers, and Canadian Imperial Bank of Commerce are all proud clients of Adaptable. • Developed in-house Java course and provided technological training for Adaptable Solutions consultants • Participated in development of RRFP (Response to Request for Proposal) for client OEM projects Sept 2000 Lehman Brothers, New York, New York – Sept 2002 Adaptable Solutions Senior Software Consultant Program Trading, Global Equities Technology: The Global Portfolio Trading System (GPTS) routes and trades customer portfolios containing international equities. It provides the capability for customers anywhere in the world to go through Lehman Brothers in order to trade in equities in many different countries around the world. Program Trading desks in New York, London, and Tokyo now use GPTS. • Lead developer on all client side program trading applications. Client side applications include the Portfolio Loader – takes input files of any format, parse into user defined data objects, and create new client trading baskets; Portfolio Browser – displays all activate trading baskets, display live price feeds of relevant securities, best effort portfolio value calculations and currency conversions, allow user to trade, allocate, book, and modify portfolios; Client and Security Administration applications to create, modify, and delete clients, client accounts, and securities. Technologies used include jdk1.4, Java Web Start, OrbixWeb, and Tibco. • Lead developer on client side applications of Lehman’s equities order management initiative Nov 1999 Deutsche Bank, New York, New York – Sept 2000 Adaptable Solutions Senior Software Consultant Global Market Research: Portfolio Management Analytics System (PMAS) is a fixed income pricing system for Deutsche Global High Yield, High Grade, and Corporate desks. PMAS is a real time system that calculates bond analytics (based on Reuters, Bloomberg, Autobahn feeds) and notifies all registered users of new price updates. Fix income traders and analysts in Deutsche Bank’s London and New York branches used PMAS. • Team leader and lead developer on the PMAS project. • Implemented the Indicatives server module in C++, Visibroker, and Bloomberg API. Indicatives server retrieves live bond data from Bloomberg via real time asynchronous requests. • Implemented the BondFinder server modeule in jdk1.1.7B. BondFinder server retrieves user portfolio, add bond via Indicatives server, and delete bond from user portfolio. All Oracle database transactions are done via Weblogics’ JDBC OCI 4.51 driver. • Java GUI development for the PMAS front end. Implemented Client side CORBA callback to enable features such as bond attribute modifications (prices, yields, benchmark bond, interpolated curves), real time calculations based on user change or various real time rate feeds, and broadcast all changes to registered users within the entire Deutsche bank domain. Feb 1997 Lucent Technologies, New Jersey – Nov 1999 Member of Technical Staff OneVision Carrier Configuration Management • Implemented the Lucent PacketStar router agent module in Java for Lucent’s IP Network Configuration tool. • Java Active Agents, Sockets, and RMI development. Implemented POP3 based mail server and client applet in JDK1.2. Also implemented IP Telephony application in Java via Columbia University’s NetScript. • Implemented the OA&M Lucent’s IP Service and Network Management product. • Developed Java GUIs for Lucent’s IP Service and Network Management products. • Provided single point of contact for Customers on Lucent’s Internet Directory Server (IDS) product. Responsibilities included customer demonstrations, trial support, installation, product documentation, and trouble shooting of the IDS product. Mechanized Loop Testing System, Network Systems . The Mechanized Loop Testing (MLT) System provides the capability to remotely test subscriber loops of various switching systems from a centralized maintenance facility. MLT-4 is the fourth generation of the MLT product which utilizes Oracle Forms as the client front-end, Oracle as the RDBMS residing on a HP-UX server, and Oracle SQL Reports as the reporting tool. • Current Engineering support of the MLT software: C, Oracle 7.3 administration, SQL, PL/SQL, Unix Shell, Sablime, Make • Instructor for USWest on Datakit Communication Network Replacement feature • HP-UX 9.x/10.x administrator for Local Exchange Carriers (LEC) providing solutions for troubles encountered with the operating system and supporting application software. • Worked on countless Trouble Reports (TR) and Modification Requests (MR) assignments which involves working with Local Exchange Carriers (LEC), analyzing hardware/software troubles, providing solutions/fixes, and closure of all severity level one/two Trouble Reports within 24 hours. • Developed and implemented First Office Application Acceptance Test plans used by customers and other team members to verify the installation and operational readiness of the MLT product or features. • Conformed to ISO 9001 policies and procedures to ensure Product Team certification

A brief bio...