Chuanliang Jiang - Boston College
Chuanliang Jiang - Boston College
Chuanliang Jiang - Boston College
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<strong>Chuanliang</strong> <strong>Jiang</strong>’s CV (Page 2)<br />
Research<br />
Fixed Income Group of SSgA<br />
<strong>Boston</strong>, MA<br />
Full Time Intern June 2010 -September 2010<br />
• Set up a database for 20 years' bond and equity data got from Bloomsburg and FactSet separately.<br />
• Programed using Matlab to calculate a large number of key financial ratio variables. Estimate financial<br />
factors' impact on returns in support of portfolio managers' decision on assets rebalancing<br />
<strong>Boston</strong> <strong>College</strong><br />
Chestnut Hill, MA<br />
Research Assistant for professor Zhijie Xiao Spring 2009-Spring 2010<br />
• Research Assistant for the paper “Conditional Quantile Estimation for GARCH Models” by Zhijie Xiao &<br />
Roger Koenker<br />
Conduct Monte Carlo experiment designed to examine the performance of the proposed estimation procedures in<br />
the paper and compared them with existing models.<br />
• Research Assistant for the paper “Efficient Regressions via Optimally Combining Quantile Information" by<br />
Zhibiao Zhao & Zhijie Xiao<br />
Programed using Matlab to conduct Monte Carlo Simulation on the performance of Quantile Combination<br />
Estimation<br />
• Provide matlab codes to illustrate the empirical and simulation studies in the chapter of “time regression<br />
analysis” in the “Handbook of Econometrics”<br />
Research Assistant for professor Zhijie Xiao, Summer Research Grant Summer 2009<br />
• Worked extensively with professor Zhijie Xiao to design and prepare for the lecture notes of the Advanced<br />
Time Series Analysis for the first year graduate student in Ph.D program, which were presented in the<br />
summer school of Tsinghua University, China<br />
Research Assistant for professor Arthur Lewbel, Summer Research Grant Summer 2008<br />
Served as Research Assistant for the research project “Non-parametrics Estimation of Return to<br />
Education”.<br />
Programed using STATA to estimate the parameters of non-parametric estimation in the above Paper.<br />
HONORS AND AWARDS<br />
• Full Tuition Remission and Stipend, <strong>Boston</strong> <strong>College</strong> Fall 2007 ~ Spring 2011<br />
• Summer Research Award, Department of Economics, <strong>Boston</strong> <strong>College</strong>, 2007, 2008<br />
• Distinguished Graduated Student in FuDan University, Spring 2003<br />
• National Second Prize of China Undergraduate Mathematical Contest in Modeling, Summer 1999<br />
SKILLS<br />
• Computer: Matlab, R, Gauss, STATA, SAS, LATEX, Parallel Computing(Cluster)<br />
• Language: Chinese(Native), English (Fluent)<br />
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