Yecheng Li
- Role
- Data Scientist at Aull & Company
- Location
- Brooklyn, NY, US
- LinkedIn followers
- 500 followers
Experience
Data Scientist
Apr 2020 — Present · NY, US
Design and implement Deep Learning Neural Network model (e.g. DNN, RNN layers) with Keras/TensorFlow on GPU-accelerated hardware; incorporate the model result for mid-frequency U.S. equity strategies\\\\n- Create and maintain data pipelines to bring in the market and fundamental data from various sources to local and GCP virtual MySQL database; deploy automated script to update data in frequencies (e.g. daily, weekly, or monthly)\\\\n- Utilize statistical and mathematical understanding in time series data to decompose and smoothen the stock trading data using Fourier and Wavelet transform to facilitate linear modeling (E.g. ARIMA, and VAR) and non-linear modeling (E.g. Random Forest)\\\\n- Optimize the portfolio using association rules and Genetic Algorithm to rebalance the portfolio while minimizing transaction cost\\\\n- Backtest and stress test the model using historical data under different scenarios; validate model in real-time production setting and successfully achieve excess return over 40% for the past 3 years, benchmarking to S&P 500 index\\\\n \\\\n\\\\n \\\\n \\\\n\\\\n \\\\n
Find verified contacts for anyone on LinkedIn
Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.
Free plan included · No credit card required
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.