Lingyun Gu

About Lingyun Gu

Extensive experience in quantitative financial modeling area - have held various roles as critical and founding members in risk management functions, quantitative trading as well as decision science and big data analytic teams. Big data credit risk analysis focusing on thin-file and sub-prime customers, including but not limited to machine learning algorithms based classifications and regressions, in-house customized next generation new FICO-like score creation.Machine learning algorithm based trading strategies generation, time series analysis on large-scale tick data. Signal processing based novel artificial feature generation, micro-structure pattern recognition and identification of point of change of trading regimes.Cutting-edge ensemble methods, feature selections and transformations served for customized business driven goals.

Experience

1. Member Board of Trustees

   Nanjing International School

   Aug 2022 — Present · Nanjing, CN

Education

• Old Dominion University

  Masters, Electrical and Computer Engineering

  2000 — 2002

• Carnegie Mellon University

  Masters, Computer Science

  2004 — 2006

• Carnegie Mellon University

  Ph.D, Computer Science

  2004 — 2009

• University of Electronic Science and Technology of China

  BS, Electrical Engineering

  1994 — 1998

Skills

• Financial Modeling
• Quantitative Analytics
• Big Data
• Speech Recognition
• Analytics
• Machine Learning
• Monte Carlo Simulation
• Computer Science
• Artificial Intelligence
• Equity Trading
• Quantitative Modeling
• Credit Risk
• C++
• Predictive Modeling
• Risk Management
• Quantitative Finance
• Sas
• Matlab
• Predictive Analytics
• R
• Data Mining
• Statistical Modeling
• Time Series Analysis
• Risk Assessment
• Trading Strategies
• Signal Processing
• Pattern Recognition