Yen-Sheng Lee

3rd Prize, Leader, Financial Big Data Application Group Competition Taiwan Securities & Futures Institute 2017 • Created and organised equity algorithms by implementing machine learning approaches; triumphed by reaching high investment timing accuracy rate of over 80% during test periods• Led a cross-disciplinary team of 5, mentored teammates on data mining procedures using R, and coordinated implementation of machine learning methodologies to determine investment timing• Formulated innovative equity long-short strategies, utilised statistical methods to analyse model performance; honoured… Show more • Created and organised equity algorithms by implementing machine learning approaches; triumphed by reaching high investment timing accuracy rate of over 80% during test periods• Led a cross-disciplinary team of 5, mentored teammates on data mining procedures using R, and coordinated implementation of machine learning methodologies to determine investment timing• Formulated innovative equity long-short strategies, utilised statistical methods to analyse model performance; honoured with Top 1 Individual Contestant Show less

Taiwan Final Champion, CFA Institute Research Challenge CFA Institute 2016 • Directed in-depth bottom-up fundamental analysis, assessed company’s industry position, product competitiveness, and capital structures; composed solid sell-side equity research reports• Built financial models to predict sales and competitive landscape, employed DCF, PER, PB-ROE methods for equity valuation; stock price exactly arrived at initiated 1-year target price after 1 year• Reached Asia Pacific Regional Final; subject company: Novatek, a Taiwan-based technology firm… Show more • Directed in-depth bottom-up fundamental analysis, assessed company’s industry position, product competitiveness, and capital structures; composed solid sell-side equity research reports• Built financial models to predict sales and competitive landscape, employed DCF, PER, PB-ROE methods for equity valuation; stock price exactly arrived at initiated 1-year target price after 1 year• Reached Asia Pacific Regional Final; subject company: Novatek, a Taiwan-based technology firm designing display chips for TVs and smartphones, world’s largest supplier of display chips (2016) Show less