Bain & Company Jul 1, 2016 - Dec 11, 2016
Consultant
Hagar Feb 1, 2014 - May 1, 2014
Pro Bono Technical Advisor
Venture Capital Jan 1, 2012 - Jan 1, 2014
Investment Associate
Brightwire Inc Jan 1, 2010 - Jan 1, 2012
Associate; Global Media Analyst
Urban Interns Jul 1, 2009 - Dec 1, 2009
Sales and Marketing Associate
Education:
Columbia Business School 2014 - 2016
Master of Business Administration, Masters
Columbia University In the City of New York 2007 - 2010
Bachelors, Bachelor of Arts In Business Administration
Skills:
Powerpoint Social Media Media Monitoring Public Speaking Market Entry Report Writing Group Presentations Start Ups Market Research Wire Room Reporting Fundraising Strategy Organizational Development Biosimilars Product Innovation Profit and Loss Management Marketing Presentation Design Nonprofits Strategic Leadership Business Reporting Market Analysis Business Strategy Reduction Writing Due Diligence Research Healthcare Industry Business Journalism
Peking University 2011 - 2014
Master of Economics
The University of Hong Kong 2011 - 2014
Master of Finance
Sichuan University 2007 - 2011
Bachelor of Math, Computational and Applied Mathematics
Arizona State University 2009 - 2010
New Jersey Anesthesia AssocsNew Jersey Anesthesia Associates PC 94 Old Short Hl Rd STE 103A, Livingston, NJ 07039 9733225512 (phone), 9736609779 (fax)
Education:
Medical School Sun Yat Sen Univ of Med Sci, Guangzhou, China (242 21 Pr 1/71) Graduated: 1986
Languages:
English
Description:
Dr. Chen graduated from the Sun Yat Sen Univ of Med Sci, Guangzhou, China (242 21 Pr 1/71) in 1986. She works in Livingston, NJ and specializes in Anesthesiology. Dr. Chen is affiliated with Newark Beth Israel Medical Center and Saint Barnabas Medical Center.
License Records
Guo Fen Chen
Address:
143-55 41 Ave APT 2B, Flushing, NY
Phone:
3475858768
License #:
84696 - Active
Category:
Health Care
Issued Date:
Jan 3, 2017
Effective Date:
Jan 3, 2017
Expiration Date:
Aug 31, 2019
Type:
Massage Therapist
Isbn (Books And Publications)
Cryogenics and Refrigeration: Proceedings of the International Conference on Cryogenics and Refrigeration
- Chicago IL, US Nikhil Joshi - New York NY, US Guo Chen - Chicago IL, US Siwen Yang - Chicago IL, US Zijiang Yang - Chicago IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 40/04
Abstract:
A system may be configured to generate an estimate of value at risk and may include a processor to process instructions that cause the system to generate a rolling time series of value data having a plurality of dimensions, perform rotation transform of the time series, perform variance scaling and correlation scaling on transformed time series, reverse transform the results of the scaling, and estimate of a value-at-risk for the value data.
Futures Margin Modeling System Having Seasonality Detection
- Chicago IL, US Nikhil Joshi - New York NY, US Guo Chen - Chicago IL, US Siwen Yang - Chicago IL, US Zijiang Yang - Chicago IL, US Xiaowen Xu - Chicago IL, US Shuo Liu - London, GB Sebastiano Rossi - Zurich, CH
A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
Futures Margin Modeling System Having Seasonality Detection
- Chicago IL, US Nikhil Joshi - New York NY, US Guo Chen - Chicago IL, US Siwen Yang - Chicago IL, US Zijiang Yang - Chicago IL, US Xiaowen Xu - Chicago IL, US Shuo Liu - London, GB Sebastiano Rossi - Zurich, CH
A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
- Chicago IL, US Nikhil Joshi - New York NY, US Guo Chen - Chicago IL, US Siwen Yang - Chicago IL, US Zijiang Yang - Chicago IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 40/04
Abstract:
A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.
- Chicago IL, US Nikhil Joshi - New York NY, US Guo Chen - Chicago IL, US Siwen Yang - Chicago IL, US Zijiang Yang - Chicago IL, US
International Classification:
G06Q 40/04 G06Q 20/02
Abstract:
A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.