Research Background
Journal Papers
T. Jiang, A. Tuzhilin. “Segmenting Customers from Population to Individuals: Does 1-to-1 Keep your Customers Forever?”, IEEE Transactions on Knowledge and Data Mining (TKDE), 18(10), October 2006
T. Jiang, A. Tuzhilin. “Dynamic Micro Targeting: Fitness-based Approach to Predicting Individual Preferences”, Knowledge and Information Systems (KAIS) Journal. 19(3), June 2009
T. Jiang, A. Tuzhilin. “Improving Personalization Solutions through Optimal Segmentation of Customer Bases”, IEEE Transactions on Knowledge and Data Mining (TKDE), 21(3), March 2009
Conference Papers
T. Jiang, A. Tuzhilin. “Dynamic Micro Targeting: Fitness-based Approach to Predicting Individual
Preferences”, 7th IEEE International Conference on Data Mining (ICDM-2007) – 7% acceptance
Rate (38 regular papers out of 526 submissions)
T. Jiang, A. Tuzhilin. “Dynamic Micro Targeting: Fitness-based Approach to Predicting Individual
Preferences”, 2007 Winter Business Intelligence Conference, Univ. of Utah
T. Jiang, Y. Ye, S. Liu. “A Comparative Study of Corporate Credit Rating Prediction Models”, 13th
Portuguese Conference on Artificial Intelligence (EPIA-2007)
T. Jiang, A. Tuzhilin. “Improving Personalization Solutions through Optimal Segmentation of
Customer Bases”, 6th IEEE International Conference on Data Mining (ICDM-2006) - 9%
acceptance rate (nearly 800 submissions)
T. Jiang, A. Tuzhilin. “Forming Segments from Individuals Using Direct Grouping Methods”, 16th
Workshop on Information Technologies and Systems (WITS-2006) - 34% acceptance rate
T. Jiang, A. Tuzhilin. “Divide and Prosper: Comparing Models of Customer Behavior From
Populations to Individuals”, 4th IEEE International Conference on Data Mining (ICDM-2004) -
14% acceptance rate
T. Jiang. "Firm Size and IT Investment: Beyond Simple Averages”, Research In Progress report in
Twenty-Fourth International Conference on Information Systems (ICIS-2003)
Teaching Experience
Modeling and Data Mining, C20.0057, Undergraduate IS elective, Stern School of Business
Spring 2005 (Rating 6.4/7.0) Spring 2006 (Rating 6.0/7.0)
Education Background
Department of Information, Operations, and Management Sciences Doctor of Philsophy
Leonard N. Stern School of Business, New York University May 2008Research focus: customer segmentation and building predictive models of customer behavior
Department of Information, Operations, and Management Sciences Master of Philsophy
Leonard N. Stern School of Business,
New York University May 2005Major: Management Information Systems
Leonard N. Stern School of Business,Sept 2001 – May 2002 New York University Completed one third of the MBA curriculum before pursuing further education in Stern’s MIS PhD program.
Cornell University ,College ofEngineering ,Ithaca ,New York Master ofDec. 1996 Eng. Major: Electrical and Computer Engineering
Cornell University, College of Engineering, Ithaca, New York B.S. May 1996
Major: Electric and Computer Engineering
Research & Industry Experience
Research
Nov 2003 Moody’s KVM, New York, New York
– March 2004 Research Intern
Investigated numerous advance econometrics and non-parametric modeling techniques and
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
Industry
Since July 2001 AvePoint, Inc., Jersey City, New Jersey
Chief Operating Officer & Co-Founder
AvePoint, Inc. is an enterprise software firm that specializes in award winning data backup and management solutions for the latest generation of Microsoft Windows and Office products. AvePoint serves over four thousand enterprise customers, including many Fortune-500 companies, across 6 continents via offices in Jersey City, San Jose, Chicago, Washington D.C., and Houston, USA; London, UK; Melbourne, Australia; Tokyo, Japan; Singapore; and Changchun, Dalian, China. AvePoint also operates one of the largest dedicated SharePoint research and development teams outside of Microsoft.
AvePoint currently markets and sells its expansive suite of SharePoint complementary software solutions through direct sales via its global offices and an extensive network of partners such as IBM, NetApp, Brocade, and Microsoft.
Sept 2004 Citadel Investment Group, Chicago, Illinois
– Feb 2005 Senior Software Developer
Quantitative Analysis Group, Long/Short Desk
• 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
Sept 2000 Lehman Brothers,
– Sept 2002 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
• 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,
– Sept 2000 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
• 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,
– 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.
• Implemented the OA&M Lucent’s IP Service and Network Management product.
• Developed Java GUIs for Lucent’s IP Service and Network Management products.