Jerry Qinghui Yu
Background
I'm a fourth year financial economics and computer science specialist student at University of Toronto. Expected graduation June 2019. My undergraduate coursework covers a wide range of topics from machine learning, stochastic processes, computer graphics and advanced algorithms, to public economics and game theory. Also mathy stuff like multivariable calculus, linear algebra, differential equations, topology and real analysis. I participated in Bank of Canada's Governor's Challenge.
TAship
- Winter 2017 - CSC263 Data Structures and Analysis
- Winter 2018 - CSC263 Data Structures and Analysis
- Winter 2019 - CSC263 Data Structures and Analysis
Some projects
- an econometrics term paper, measuring perceived security threat on shopping habits,
- a study of vix, statistical properties of VIX time series and fitting AR models in python
- neural networks demo taken from a distill project, showing overfitting, 2d loss surfaces
- notebook for an auction term paper which shows value distribution for timber products
Work
Ontario Teachers' Pension Plan 2017-18 as a front office analyst, responsibilities include- programming vectorized, sensitivity-based risk engines
- optimizing algorithmic complexities for existing procedures
- a dependency-graph scheduler that guarantees correctness and timeliness