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Jubiao "Jack" Yang, Ph.D., M.Sc.
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Quantitative Investment Strategies | Systematic Trading Strategies
Ph.D., Mechanical Engineering
M.Sc., Applied Mathematics
Email:
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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
Research Assistant: Algorithm Development and Implementation, Simulation and Analysis
Scientific Computation Research Center, Rensselaer Polytechnic Institute
Jan. 2012 - Aug. 2016
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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.
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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.
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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.
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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.
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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.
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Implemented a preprocessing program that converts finite-element mesh data format in a streamlined fashion.
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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.
Contestant Team Member: 2015 AIMMS-MOPTA Optimization Modeling Competition
Department of Mathematical Sciences, Rensselaer Polytechnic Institute
March 2015 - May 2015
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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.
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Implemented the optimization program in the custom modeling language in AIMMS optimization software.
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Designed interactive user interface and demonstrated the optimal schedule with Gantt chart.
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Team won Second-place Prize in the competition.
Contestant Team Member: 2014 AIMMS-MOPTA Optimization Modeling Competition
Department of Mathematical Sciences, Rensselaer Polytechnic Institute
March 2014 - June 2014
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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.
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Implemented the optimization program in the custom modeling language in AIMMS optimization software.
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Designed interactive user interface, provided options to tune parameters, and demonstrated the optimal pricing scheme with tabular data and graphs.
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Team won Honorable Mention in the competition.
Teaching and Learning Assistant
Advising and Learning Assistance Center, Rensselaer Polytechnic Institute, Troy, NY
September 2015 - May 2016
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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.
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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.
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Held office hours for students in need of assistance outside of regular tutoring sessions.
Teaching Assistant
Department of Mechanical, Aerospace, and Nuclear Engineering, Rensselaer Polytechnic Institute, Troy, NY
Fall 2010 - Spring 2012, Fall 2013/2014
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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.
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Redesigned outdated procedures in lab experiments.
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Held regular office hours to answer questions on pre-lab assignments and homework.
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Graded lab reports, as well as midterm and final exams; proctored exams upon request.
Undergraduate Research Intern
Laboratory of Intelligent Micro-system Technology, University of Science and Technology of China
March 2009 - May 2010
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Implemented Lattice Boltzmann Method to simulate indentation of molten acrylic by a heated probe.
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Solved thermal conduction problem with finite difference method to determine the domain of molten acrylic.
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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.
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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
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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
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Financial Mathematics and Simulation
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Instructor: Prof. Chjan C. Lim
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2014, Fall
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Approximate Dynamic Programming
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Instructor: Prof. John E. Mitchell
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2014, Spring
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Linear Programming
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Instructor: Prof. John E. Mitchell
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2013, Fall
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Finite Element Methods for Fluid Dynamics
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Instructor: Prof. Assad Oberai
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2013, Fall
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Nonlinear Programming
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Instructor: Prof. John E. Mitchell
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2013, Spring
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Bio-fluid Mechanics
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Instructor: Prof. Lucy T. Zhang
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2012, Fall
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Computational Linear Algebra
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Instructor: Prof. Fengyan Li
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2012, Fall
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Fluid Mechanics
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Instructor: Prof. Assad Oberai
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2012, Spring
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Continuum Mechanics
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Instructor: Prof. Catalin R. Picu
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2012, Spring
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Plasticity
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Instructor: Prof. Antoinette M. Maniatty
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2011, Fall
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Fundamentals of Finite Elements
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Instructor: Prof. Mark S. Shephard
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2011, Fall
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Conduction Heat Transfer
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Instructor: Prof. Yoav Peles
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2011, Fall
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Mechanics of Solids
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Instructor: Prof. Antoinette M. Maniatty
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2011, Spring
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Mechatronics
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Instructor: Dr. Mauricio Castillo-Effen
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2011, Spring
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Tribology
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Instructor: Prof. Thierry Blanchet
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2011, Spring
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Generalized Finite Element Methods
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Instructor: Prof. Suvranu De
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2010, Fall
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Mechanical Behavior of Materials
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Instructor: Prof. Catalin R. Picu
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2010, Fall
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Introduction to Finite Elements
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Instructor: Prof. Suvranu De
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2009, Spring
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Signal Analysis and Processing
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2009, Spring
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Control Theory
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2008, Fall
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Engineering Optics
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2008, Spring
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Stochastic Processes
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2008, Spring
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Computational Methods
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2008, Spring
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Thermophysics
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2007, Fall
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Probability and Statistics
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2007, Fall
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Functions of Complex Variable
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2007, Spring
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Data Structures
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Demos
Some of my academic research work in gradudate school are showcased on the demo page.
* Last updated in Nov. 2019.