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The education section lists graduate study at the University of Michigan in Applied Statistics and Quantitative Finance and Risk Management, plus an undergraduate degree at Shandong University. Professional roles emphasize quantitative analysis, backtesting CTA strategies, factor engineering for index futures, econometrics research, and credit analysis. Project experience covers statistical learning for gender recognition, yield curve modeling, Monte Carlo portfolio simulation, and volatility forecasting.",{"@graph":69,"@context":123},[70,84,106],{"@type":71,"itemListElement":72},"BreadcrumbList",[73,77,79,82],{"item":74,"name":75,"@type":76,"position":8},"https://docshare.wps.com","Home","ListItem",{"item":78,"name":9,"@type":76,"position":14},"https://docshare.wps.com/document/",{"item":80,"name":40,"@type":76,"position":81},"https://docshare.wps.com/document/research-report/",3,{"item":83,"name":65,"@type":76,"position":19},"https://docshare.wps.com/document/dapeng-shang-cv-30-education-and-professional-experience/203364/",{"url":83,"name":65,"@type":85,"image":86,"author":91,"headline":65,"publisher":94,"fileFormat":97,"inLanguage":63,"description":67,"dateModified":98,"datePublished":99,"encodingFormat":97,"isAccessibleForFree":100,"interactionStatistic":101},"DigitalDocument",{"url":87,"@type":88,"width":89,"height":90},"https://docshare.wps.com/thumbnails/dapeng-shang-cv-30-education-and-professional-experience/203364.png","ImageObject",300,407,{"name":92,"@type":93},"Riley","Person",{"url":74,"name":95,"@type":96},"DocShare","Organization","application/pdf","2026-10-08","2026-09-04",true,{"@type":102,"interactionType":103,"userInteractionCount":105},"InteractionCounter",{"@type":104},"ViewAction",14,{"@type":107,"mainEntity":108},"FAQPage",[109,115,119],{"name":110,"@type":111,"acceptedAnswer":112},"What degrees and areas did Dapeng Shang study?","Question",{"text":113,"@type":114},"He earned an M.S. in Applied Statistics and another M.S. in Quantitative Finance and Risk Management at the University of Michigan. He also completed a B.S. in Financial Mathematics and Financial Engineering at Shandong University.","Answer",{"name":116,"@type":111,"acceptedAnswer":117},"What quantitative finance tasks did he perform in professional roles?",{"text":118,"@type":114},"He designed new factors for a multifactor model using option and open interest data, optimized factors with machine learning, and implemented backtesting for CTA strategies to evaluate performance.",{"name":120,"@type":111,"acceptedAnswer":121},"What kinds of projects are included in his CV?",{"text":122,"@type":114},"Projects include gender recognition using statistical learning methods, calibration of yield curve models (Vasicek, CIR, Hull White) and ARIMA-based prediction, Monte Carlo simulation for portfolio P&L with VaR/Expected Shortfall, and volatility forecasting using a GARCH-SVR approach.","https://schema.org",{"og:url":83,"og:type":125,"og:title":65,"og:site_name":95,"og:description":67},"article",{"robots":127,"canonical":83},"index,follow",{"doc_id":129,"site_id":62},203364,1788560347,{"code":4,"msg":5,"data":132},{"doc_id":129,"user_id":133,"nickname":92,"user_avatar":134,"doc_module":4,"category_id":39,"category_name":40,"doc_title":65,"doc_description":67,"doc_content":135,"file_id":136,"file_url":137,"file_type":138,"file_size":139,"view_count":105,"is_deleted":4,"is_public":8,"is_downloadable":8,"audit_status":8,"page_count":8,"language":140,"language_code":63,"site_id":62,"html_lang":63,"table_of_contents":141,"faqs":142,"seo_title":143,"seo_description":67,"update_tm":130,"read_time":81},1374391975076,"https://ap-avatar.wpscdn.com/avatar/14000253ca4ec9f6853?x-image-process=image/resize,m_fixed,w_180,h_180&k=1783305029341752051","Dapeng Shang  \nEDUCATION  \n\n| University of Michigan Ann Arbor, MI\u003Cbr>M. S. in Applied Statistics 􀀡 GPA: 3.9/4.0 Sept.2016-Dec.2017\u003Cbr>M. S. in Quantitative Finance and Risk Management 􀀡 GPA: 3.7/4.0 Sept.2015-Apr.2017 Courses: Applied Statistics, Advanced Financial Mathematics, Stochastic Analysis, Numerical Methods(Matlab), Statistical Models & Methods for Financial Data(R), Machine Learning(Python), Statistical Computing(C++), Computational Finance Shandong University Jinan, China\u003Cbr>B. S. in Financial Mathematics and Financial Engineering 􀀡 GPA: 89.3/100 Sept. 2011-Jun. 2015 Courses: C++ Programming, Database Management(SQL), Accounting, Micro/Macroeconomics, Time Series, Financial Risk Management, Fixed Income Securities, Investment\u003Cbr>University of California Berkeley, CA\u003Cbr>Exchange student in Economics Department, Oversea Exchange Scholarship Jan. 2014-May 2014\u003Cbr>Courses: Econometrics (PhD Level), Applied Econometrics and Public Policy, Topics in Economic Research\u003Cbr>PROFESSIONAL EXPERIENCE |\n| --- |\n| Invesco Great Wall Fund Management Co. Ltd Shenzhen, China\u003Cbr>Quantitative Analyst Jul. 2017-Sept.2017\u003Cbr>􀀢 Designed new factors in multifactor model for index futures based on option (including put-call ratio, volatility spread and volatility skew) and open interest data, optimized factors using random forest and Lasso\u003Cbr>􀀢 Implemented backtesting of several CTA strategies to identify market trend by trend, reversal and pattern recognition, and evaluated strategy performance\u003Cbr>Ross School of Business ―Supervisor: Prof. Nejat Sey hun Ann Arbor, MI\u003Cbr>Research Assistant May 2016-Oct. 2016\u003Cbr>􀀢 Investigating commercial banks’ daily trading records, proposing questions about missing or inaccurate values\u003Cbr>􀀢 Collecting and organizing data from FactSet and SEC onto Excel spreadsheets\u003Cbr>􀀢 Analyzing banks’ transaction data concerning LIBOR rates and filtering the data with SAS\u003Cbr>Southwest Securities Co., Ltd. Jinan, China\u003Cbr>Financial Analysis Assistant Jul. 2014-Sept. 2014\u003Cbr>􀀢 Assisted senior manager with IPO preparation work of enterprises and regular checks of their financial statements\u003Cbr>􀀢 Drafted valuation report regarding SWOT analysis, financial status, management structure and potential risks of one listed company and the assessment of its absolute value by means of FCFF model & CAPM model\u003Cbr>Huaxia Bank Co., Ltd. Jinan, China\u003Cbr>Summer Credit Analyst Jun. 2013-Aug. 2013\u003Cbr>􀀢 Collected and analyzed customer credit information by examining clients’ financial statements, cash flow reports, invoices, leasing contracts and other supporting materials for institutional and retail sizes of loans\u003Cbr>􀀢 Assisted senior professionals in evaluating client risk, setting credit limits, and putting collateral on loans\u003Cbr>PROJECT EXPERIENCE |\n| Gender Recognition by Voice using Statistical Learning Mar. 2017-Apr. 2017\u003Cbr>􀀢 Implemented four different classification methods (random forest, neural network, Xgboost and KNN) on the task of gender recognition, using high-dimensional features of voice as predictors\u003Cbr>􀀢 Visualized the classification boundary on first two PCAs and compared the efficiency of different methods Modeling of Yield Curve Dynamics Feb. 2017-Mar. 2017\u003Cbr>􀀢 Calibrated the Vasicek, CIR and Hull White models using US treasury bond price data, and tested parameters’ stability\u003Cbr>􀀢 Fitted ARIMA model to predict parameters in models and generated a trading strategy based on forecasted yield curve Multifactor Portfolio Model Simulation with Monte Carlo Oct. 2016-Dec. 2016\u003Cbr>􀀢 Using a Monte Carlo simulation of financial markets relevant to a client portfolio to forecast distribution of P&L in Python\u003Cbr>􀀢 Built a set of classes for statistically analyzing the simulated P&L, including VaR and Expected Shortfall\u003Cbr>Machine Learning Algorithm to Forecast Stock Market Volatility Mar. 2016-Apr. 2016\u003Cbr>􀀢 Adopted recurrent algorithm to build Support Vector Regression (SVR) based GARCH model\u003Cbr>􀀢 Applied the new model to pred","cbCaikblJzooQtXF","https://ap.wps.com/l/cbCaikblJzooQtXF","pdf",84589,"English","# Education\n## University of Michigan Ann Arbor\n## Shandong University\n## University of California Berkeley\n# Professional Experience\n## Invesco Great Wall Fund Management\n## Ross School of Business\n## Southwest Securities\n## Huaxia Bank\n# Project Experience\n## Gender Recognition by Voice\n## Yield Curve Dynamics\n## Multifactor Portfolio Simulation\n## Stock Volatility Forecasting\n# Skills","[{\"question\":\"What degrees and areas did Dapeng Shang study?\",\"answer\":\"He earned an M.S. in Applied Statistics and another M.S. in Quantitative Finance and Risk Management at the University of Michigan. He also completed a B.S. in Financial Mathematics and Financial Engineering at Shandong University.\"},{\"question\":\"What quantitative finance tasks did he perform in professional roles?\",\"answer\":\"He designed new factors for a multifactor model using option and open interest data, optimized factors with machine learning, and implemented backtesting for CTA strategies to evaluate performance.\"},{\"question\":\"What kinds of projects are included in his CV?\",\"answer\":\"Projects include gender recognition using statistical learning methods, calibration of yield curve models (Vasicek, CIR, Hull White) and ARIMA-based prediction, Monte Carlo simulation for portfolio P\\u0026L with VaR/Expected Shortfall, and volatility forecasting using a GARCH-SVR approach.\"}]","Dapeng Shang - CV - 3.0 - Education and Professional Experience | PDF"]