Jubiao "Jack" Yang, Ph.D., M.Sc. Quantitative Investment Strategies | Systematic Trading Strategies Ph.D., Mechanical Engineering M.Sc., Applied Mathematics Email: Turn on Javascript to see email address.

Biography

Jubiao "Jack" Yang holds a Ph.D. and an M.S. degree, in Mechanical Engineering and Applied Mathematics respectively. Academically he has strong background in mathematics and programming, and research experience in numerical modeling and simulation, as well as optimization.
He currently works as a strategist in finance, with demonstrated industry experience in financial modeling, market knowledge, systems design, and research in quantitative trading and investment strategies.

Licenses and Certifications

General Securities Representative Examination	Series 7	FINRA Registration
Uniform Securities Agent State Law Examination	Series 63	FINRA Registration

Education

Aug. 2016	Ph.D., Mechanical Engineering	4.0/4.0	Rensselaer Polytechnic Institute
Dec. 2015	M.Sc., Applied Mathematics	4.0/4.0	Rensselaer Polytechnic Institute
June 2010	B.Sc., Mechanical Engineering	3.83/4.3	University of Science and Technology of China

Skills

• Quantitative Investment Strategies, Systematic Trading Strategies
• Programming in Python, C++, Slang, Fortran, Matlab
• Finite element analysis
• Linear/nonlinear optimization
• LaTeX, Excel, HTML

Experience

• Maintaining and adding functionalities to in-house scientific computation software, and consolidated previously disorganized functionalities into a single version; as a result software maintenance and simulation process are more streamlined.
• Implemented Perfectly Matched Layer technique to absorb incident waves at numerical fluid domain boundaries; as a result it is feasible to conduct flow and fluid-structure interaction simulations in partially and fully unbounded fields.
• Implemented contact mechanics algorithm for structural contact simulations; as a result able to solve for Signorini-type contact problems encountered in simulation of vocal fold vibration.
• Conducted simulations of interaction between laryngeal airflow and vocal fold vibration in finite-length and unbounded vocal tracts. Achieved sustained vocal fold vibration driven by airflow, and analyzed different vibration patterns caused by filter effect of finite-length vocal tract.
• Derived a generalized Bernoulli equation and control volume equations on momentum and energy; analyzed the dynamics of laryngeal airflow and the driving mechanism of vocal fold vibrations; quantified energy utilization in the phonation process.
• Implemented a preprocessing program that converts finite-element mesh data format in a streamlined fashion.
• Collaborating with researchers at Pennsylvania State University on analyzing experimental and computational results for comprehensive study of aeroelastic and aeroacoustic aspects of the phonation process.

• Formulated a project scheduling problem using mixed integer programming; under constraints of avoiding conflicts between certain projects and only commencing projects upon completion of their prerequisite projects, maximized the total profit out of the project portfolio.
• Implemented the optimization program in the custom modeling language in AIMMS optimization software.
• Designed interactive user interface and demonstrated the optimal schedule with Gantt chart.
• Team won Second-place Prize in the competition.

• Formulated an energy pricing problem using linear and quadratic programming; under constraints of avoiding drastic change in energy consumption behavior, and keeping prices for residential and office customers under a certain level compared to those for industrial customers, by adjusting the prices for different customers at different hours, maximized the total revenue generated from providing energy.
• Implemented the optimization program in the custom modeling language in AIMMS optimization software.
• Designed interactive user interface, provided options to tune parameters, and demonstrated the optimal pricing scheme with tabular data and graphs.
• Team won Honorable Mention in the competition.

• Tutored undergraduate students on courses including Strength of Materials, Introduction to Engineering Analysis, and Engineering Dynamics; helped with other courses such as Physics I and II, Thermal and Fluids Engineering I, and Electronic Instrumentation upon request.
• Held workshops on various topics including introduction to finite element method, creating CAD models in SolidWorks, making document and résumé using LaTeX, and introduction to programming; helped students with questions encountered in projects.
• Held office hours for students in need of assistance outside of regular tutoring sessions.

• Independently taught and supervised the lab sessions for Modeling and Control of Dynamic Systems; introduced/revisited relevant theories, covered experimental procedures, and assisted with data processing and analysis.
• Redesigned outdated procedures in lab experiments.
• Held regular office hours to answer questions on pre-lab assignments and homework.
• Graded lab reports, as well as midterm and final exams; proctored exams upon request.

• Implemented Lattice Boltzmann Method to simulate indentation of molten acrylic by a heated probe.
• Solved thermal conduction problem with finite difference method to determine the domain of molten acrylic.

Conferences and Publications

1. J. Yang, F. Yu, M. H. Krane, and L. T. Zhang, “The Perfectly Matched Layer absorbing boundary for fluid-structure interactions using the Immersed Finite Element Method,” J. Fluid. Struct., 2018.
2. J. Yang, X. Wang, M. H. Krane, and L. T. Zhang, “Fully-coupled aeroelastic simulation with fluid compressibility – For application to vocal fold vibration,” Comput. Meth. Appl. Mech. Engr., 2017
3. L. T. Zhang and J. Yang, “Evaluation of aerodynamic characteristics of a coupled fluid-structure system using generalized Bernoulli’s principle: An application to vocal folds vibration,” J. Coupled Syst. Multiscale Dyn., 2016.
4. L. T. Zhang, J. Yang, and M. H. Krane, ”A budget of energy transfer in a sustained vocal folds vibration in glottis,” presented at the 69th Annu. Meeting of the Amer. Phys. Soc. Div. of Fluid Dyn., Portland, OR, 2016.
5. J. Yang, M. H. Krane, and L. T. Zhang, “Numerical Simulation of Phonation: a study of dynamic relevance of glottal jet asymmetry,” in Proc. 12th World Congr. on Comput. Mech. and 6th Asia–Pacific Congr. on Comput. Mech., Seoul, South Korea, 2016.
6. J. Yang, N. Zhen, and L. T. Zhang, “The Effectiveness of the Perfectly Matched Layer in FluidStructure Interaction Problems,” in Proc. 12th World Congr. on Comput. Mech. and 6th Asia–Pacific Congr. on Comput. Mech., Seoul, Korea, 2016.
7. J. Yang, M. H. Krane, and L. T. Zhang, “Dynamic and energetic relevance of glottal jet asymmetry,” in Proc. 10th Int. Conf. on Voice Physiology and Biomechanics, Viña del Mar, Chile, 2016.
8. L. T. Zhang and J. Yang, “The Effectiveness of the Perfectly Matched Layer in Fluid-Structure Interaction Problems,” presented at the 68th Annu. Meeting of the Amer. Phys. Soc. Div. of Fluid Dyn., Boston, MA, 2015.
9. J. Yang, M. H. Krane, and L. T. Zhang, “Dynamic and energetic relevance of glottal jet asymmetry,” presented at the 68th Annu. Meeting of the Amer. Phys. Soc. Div. of Fluid Dyn., Boston, MA, 2015.
10. J. Yang, M. H. Krane, and L. T. Zhang, “Simulations of acoustic waves in channels and phonation in glottal ducts,” presented at the 67th Annu. Meeting of the Amer. Phys. Soc. Div. of Fluid Dyn., San Francisco, CA, 2014.
11. J. Yang, M. H. Krane, and L. T. Zhang, “Control volume analyses of glottal flow using a fullycoupled numerical fluid-structure interaction model,” presented at the 66th Annu. Meeting of the Amer. Phys. Soc. Div. of Fluid Dyn., Pittsburgh, PA, 2013.
12. J. Yang and L. T. Zhang, “Vocal Folds Simulations with Contact Algorithm,” presented at the 65th Annu. Meeting of the Amer. Phys. Soc. Div. of Fluid Dyn., San Diego, CA, 2012.

Honors and Awards

2015	Professional Meeting Travel Award	Rensselaer Polytechnic Institute
2015	Second-place Team	2015 AIMMS-MOPTA competition
2015	"Math Matters, Apply It!" contribution[Link]	Society for Industrial and Applied Mathematics (SIAM)
2014	APS Travel Grant	American Physical Society (APS)
2014	Honorable Mention Team	2014 AIMMS-MOPTA competition
2014	Professional Meeting Travel Award	Rensselaer Polytechnic Institute
2013	Professional Meeting Travel Award	Rensselaer Polytechnic Institute
2010	Graduation with Great Honor	University of Science and Technology of China
2009	Excellent Student Scholarship	University of Science and Technology of China
2008	Excellent Student Scholarship	University of Science and Technology of China
2007	National Scholarship	Ministry of Education of China

Courses

2016, Spring	Financial Mathematics and Simulation	Instructor: Prof. Chjan C. Lim
2014, Fall	Approximate Dynamic Programming	Instructor: Prof. John E. Mitchell
2014, Spring	Linear Programming	Instructor: Prof. John E. Mitchell
2013, Fall	Finite Element Methods for Fluid Dynamics	Instructor: Prof. Assad Oberai
2013, Fall	Nonlinear Programming	Instructor: Prof. John E. Mitchell
2013, Spring	Bio-fluid Mechanics	Instructor: Prof. Lucy T. Zhang
2012, Fall	Computational Linear Algebra	Instructor: Prof. Fengyan Li
2012, Fall	Fluid Mechanics	Instructor: Prof. Assad Oberai
2012, Spring	Continuum Mechanics	Instructor: Prof. Catalin R. Picu
2012, Spring	Plasticity	Instructor: Prof. Antoinette M. Maniatty
2011, Fall	Fundamentals of Finite Elements	Instructor: Prof. Mark S. Shephard
2011, Fall	Conduction Heat Transfer	Instructor: Prof. Yoav Peles
2011, Fall	Mechanics of Solids	Instructor: Prof. Antoinette M. Maniatty
2011, Spring	Mechatronics	Instructor: Dr. Mauricio Castillo-Effen
2011, Spring	Tribology	Instructor: Prof. Thierry Blanchet
2011, Spring	Generalized Finite Element Methods	Instructor: Prof. Suvranu De
2010, Fall	Mechanical Behavior of Materials	Instructor: Prof. Catalin R. Picu
2010, Fall	Introduction to Finite Elements	Instructor: Prof. Suvranu De
2009, Spring	Signal Analysis and Processing
2009, Spring	Control Theory
2008, Fall	Engineering Optics
2008, Spring	Stochastic Processes
2008, Spring	Computational Methods
2008, Spring	Thermophysics
2007, Fall	Probability and Statistics
2007, Fall	Functions of Complex Variable
2007, Spring	Data Structures

Demos

* Last updated in Nov. 2019.