Yiyang (Roy) Lu

Purdue University, West Lafayette

Ph.D. in Industrial Engineering (Operation Research) | 2024 – 2028

Focus: Reinforcement Learning, Online Optimization

University of Michigan, Ann Arbor

M.S. in Applied Statistics; Graduate Student Instructor | 2021 – 2023

Chinese University of Hong Kong, Shenzhen

B.S. in Statistics; Dean's List, Scholarship | 2018 - 2022

Data Scientist | Office of University Development @ University of Michigan

May 2023 – August 2024

• Facilitated what-if analysis for 300+ gift officers by developing predictive statistical and machine learning models with Python in Azure Databricks, achieving 0.86 R2 and 0.9 F1.
• Improved data accessibility for 38 SCUs by creating data ETL pipelines that automatically update and partition data tables on large scale, leveraging GCP APIs and Spark SQL.
• Assisted in raising $2 billion by enhancing data literacy for fundraising professionals through interactive dashboards.

Data Science Intern in Finance | Tian-feng Securities Co., Hong Kong

January - December 2021

• Increased data efficiency for 50+ fund managers by building data pipelines to extract and clean stock exchange data in Python using web APIs and compute metrics using SQL.
• Accelerated target discovery for traders by creating interactive dashboards of 10k+ instruments.
• Increased performance by 15% developing time series and ML forecasts models in Python.

Technical Skills

Statistics: Probability, Inference, Tests, Bayesian Analysis, Time Series, Non-parametric Methods, Causal Inference

Programming: Python, R, MySQL, Tableau, Spark, AWS, Azure, GCP, Databricks, Jupyter Notebook

Machine Learning: Regression, SVM, Trees, Boosting, Clustering, PCA, Neural Networks, Reinforcement Learning

Engineering: Data Structures & Algorithms, Database Management, Information Visualization, Linux, Agile, Jira, Git