Applied Mathematics · Quantitative Finance
Yeoh Yu Yong
Applied Mathematics student at NTU. Specializing in stochastic calculus, financial modeling, and algorithmic trading. Leveraging data to decode market complexities.
Selected Work
Projects
COVID-19 Impact Analysis
R · IO Models
- Developed a Dynamic Inoperability Input-Output Model (DIIM) using Singapore's IO tables.
- Simulated sector interdependencies to identify key recovery priorities.
- Performed sensitivity analysis on lockdown durations.
ML-Optimized Pairs Trading
Python · XGBoost · Bayesian Opt
- Built a pairs trading strategy with Bayesian optimization and XGBoost.
- Predicted price spreads for cointegrated pairs.
- Achieved 19.81% return and Sharpe ratio of 2.53.
HDB Price Prediction
R · Random Forest · Bagging
- Evaluated Regression, Ridge/LASSO, and Tree-based models.
- Bagging achieved lowest RMSE of 41,230.59.
- Analyzed node count vs. deviance for tuning.
Structured Product Pricing
R · Monte Carlo · GBM
- Priced Twin Win Certificates using multidimensional GBM.
- Implemented Variance Reduction (Control Variates).
- Lowest RMSE of 18.41 with Empirical Martingale Correction.
Ensemble DL for Classification
Python · PyTorch · VGG/DeiT
- Ensemble of VGG16, VGG19, and DeiT on Oxford Flowers 102.
- Achieved 80.71% accuracy vs 72.8% SVM baseline.
Professional Track
Experience
May 2025 - Aug 2025
Bioinformatics Intern
- Developed hybrid matching/weighting algorithm to address confounding bias.
- Outperformed traditional Propensity Score Matching and IPTW.
- Achieved lowest MSE of 0.00890 in simulations.
Jan 2020 - Mar 2020
Research Assistant Intern
- Created airport-road video dataset for self-driving vehicles.
- Annotated ground truth for CNN training.
- Improved model accuracy on airport-specific data.
Academic Foundation
Education
Aug 2022 - May 2026
Nanyang Technological University
- Current GPA: 4.81/5.00 (First Class Honours equivalent).
- Dean's List AY23/24 (Top 5% of cohort).
- Relevant Coursework: Stochastic Finance, Simulation Techniques, Quantitative Trading, Neural Networks.
Jan 2014 - Dec 2019
Dunman High School
- H2 Mathematics, H2 Further Mathematics, H2 Computing.
Technical Toolbox