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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

 

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This site was last updated 09/09/05