Curriculum Vitae

Contact Information

Email: wuyf.phd_AT_foxmail_dot_com (please replace “_AT_”, “_dot_” with “@”, “.”, respectively)

Work Experience

• 2019.12 ~ Present, Asistant Professor, School of Finance, Jiangxi University of Finance and Economics.
• 2019.06 ~ 2019.10, Crew Schedule Supporter, Sabre Airline Solutions, Sabre Corporation.
• 2018.08 ~ 2019.05, Researcher, China Eastern Technology Application Research and Development Center Co., Ltd.

Education Background

• 2013 ~ 2018, Ph.D. in Management Science and Engineering, School of Management, Fudan University
• 2016 ~ 2017, Visting student, Systems Engineering & Operations Research, George Mason University
• 2010 ~ 2013, Master, Management Science and Engineering, Tongji University
• 2006 ~ 2010, Bachelor, Logistics Management, Qingdao University of Science and Technology

Research Fields and Interests

Monte Carlo Simulation; Stochastic Optimization; Linear Optimization; Statistical inference; MCMC Sampling.

Algorithms

Familiar with following algorithms:

• Statistical inference methods: MLE(EM, Sequential Monte Carlo), Bayesian method, Method of Moments
• MCMC Sampling: Gibbs Sampling, Metropolis–Hastings algorithm
• K-mean, KNN
• Regression: Linear Regression, Logistics Regression
• Optimization Algorithms: simplex algorithm, branch and bound method, column generation algorithm, Newton-Raphson method and so on

Research Papers and Publications

1. Y.F. Wu, J.Q. Hu, X.Y. Yang*. Moment estimators for parameters of Lévy-driven Ornstein-Uhlenbeck processes. Journal of Time Series Analysis(SCI, ABS 3 stars), First published 23 October 2021.

2. X.Y. Yang, Y.F. Wu*, J.Q. Hu and Z.Y. Zheng. Method of Moments Estimation for Lévy-Driven Ornstein-Uhlenbeck Stochastic Volatility Models. Probability in the Engineering and Informational Sciences(SCI), 2021, 35(4):975-1004.

3. Y.F. Wu, J.Q. Hu and X.S. Zhang. Moment estimators for parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes. Journal of Discrete Event Dynamic System(SCI), 2019(1): 57-77.

4. D.R. Wang, J.Q. Hu, M.M. Liu, P.W. Yu, C. Zhang, Y.F. Wu* and Y. Wu. Flight Schedule Recovery: A Simulation-Based Approach. Asia-Pacific Journal of Operational Research(SCI), Vol.36, No.06, Article 1940010, 2019.

5. Y.F. Wu. Parameter inference for models with latent variables. doctoral dissertation, Fudan University, 2018.

6. Y.F. Wu, I.G. Chong. Machine Allocation in a Semiconductor Wafer Fabrication System. Proceedings of 2017 IEEE 3rd Information Technology and Mechatronics Engineering Conference(EI), 287-290.

Project Experience

• Flight Schedule Recovery: A Simulation Based Approach
  • Consider complicated constraints and uncertainties through discrete-event simulation based approach;
  • Incorporate rule-based algorithms, common practices used by schedulers, i.e., learn from schedulers’ experience;
  • Code with Python and using Discrete Event Dynamic System Simulation Framework;
  • Simulation Animation Demo.
• Optimal Aircraft Backup Capacity Plan
  • Aim at decreasing flight delays as much as possible;
  • As a major coordinator, make the project agenda and control the process with the counterpart from China Eastern Airlines;
  • Analyze flight delays causes and time distributions and find the bottleneck airports and flights.

Coding Experience

• makeup examination(补考) scheduling
  • minimize the total number of classrooms, meeting certain constraints
    
  • coding tools: Excel VBA
• auto-translation of PDF(->Word) documents
  • PDF -> Word: https://pdf2doc.com/
  • a wrapper for https://translate.google.cn, the content length of PDF(Word) documents unlimited
    
  • coding tools: Python and Python Packages python-docx, requests and PyExecJS
• www.haishangsichou.com
  • a simple online ERP system for cross-border e-commerce sellers
  • coding tools: Linux+Apache2+MySQL+Python, Python Package Jinja2(a html template engine), HTML, CSS, JavaScript
• www.yyschools.com
  • an assistant website for Math, English, Programming learning
    
  • coding tools: RStudio, R Package blogdown, Hugo(another html template engine), HTML, CSS, JavaScript and JavaScript package MathJax
    
• www.upjian.com
  • my personal website
  • coding tools: RStudio, R Package blogdown, MathJax, Hugo

Computer Skills

• Languages: Python, HTML/CSS, JavaScript, SQL (quit using Visual Basic, VBA, PHP)
• Numerical experiment tools: R, MATLAB, CPLEX (quit using SPSS, EVIEWS)
• Web Scraping: Python Package requests, BeautifulSoup and Selenium(Web Browser Automation)
• Writing Tools: LaTeX via TeXworks, Markdown via Pandoc
• Additional(less practiced) languages: Java, C, C++
• Operating Systems: 50% Ubuntu, 50% Windows

Misc

• interested in: Stanford CoreNLP
• exploring: Python package sklearn and tensorflow