Applied Mathematics · Quantitative Projects
Yeoh Yu Yong
Applied Mathematics student at Nanyang Technological University with strong skills in data analysis, financial modeling, and programming in Python and R. Experienced in developing trading strategies and working on quantitative projects. Seeking to apply my analytical and technical skills in finance or data-driven roles.
Selected Work
Projects
COVID-19 Impact Analysis on Singapore
- Developed a Dynamic Inoperability Input-Output Model (DIIM) using Singapore's IO tables in collaboration with DSO National Laboratories
- Simulated sector interdependencies to model economic disruptions and identify key recovery priorities
- Performed sensitivity analysis showing consistent sector loss rankings across varying lockdown durations
ML-Optimized Pairs Trading
- Built a machine learning-based pairs trading strategy integrating Bayesian optimization and XGBoost forecasting
- Selected cointegrated stock pairs and predicted next-day price spreads to inform trades
- Outperformed benchmarks with a 19.81% return and Sharpe ratio of 2.53
HDB Price Prediction
- Evaluated multiple models including Linear Regression, Ridge/LASSO, Bagging, and Random Forest
- Analyzed node count vs. deviance to tune tree-based approaches
- Bagging achieved the lowest RMSE of 41,230.59
USD Twin Win Certificate Pricing & Risk
- Priced structured product using multidimensional GBM with variance reduction
- Compared variance reduction techniques via simulated price paths
- Empirical Martingale Correction to Control Variates yielded lowest RMSE of 18.41
Ensemble DL for Flower Classification
- Built an ensemble of VGG16, VGG19, and DeiT models on Oxford Flowers 102
- Implemented to improve accuracy over baseline SVM
- Delivered 80.71% test accuracy vs 72.8% baseline
Professional
Experience
May 2025 - Aug 2025
Bioinformatics Intern
- Addressed confounding bias in observational studies to improve statistical inference
- Developed hybrid matching and weighting algorithm outperforming traditional propensity score matching and IPTW
- Implemented the algorithm in R and tested across simulations with varying noise levels
- Achieved lowest average mean squared error of 0.00890 versus baseline methods
Jan 2020 - Mar 2020
Research Assistant Intern
- Created airport-road video dataset to improve self-driving luggage transport vehicle accuracy
- Annotated videos and converted labels into ground truth for CNN training
- Trained a new model on airport-specific data, improving accuracy over street-trained baseline
Academic
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 Courses: Stochastic Finance, Simulation Techniques in Finance, Quantitative Trading Strategies, Neural Networks and Deep Learning, Stochastic Processes, Financial Data Analysis and Applications
Jan 2014 - Dec 2019
Dunman High School
- H2 Mathematics, H2 Further Mathematics, H2 Computing
- Info-comm Club Executive Committee 2019
Toolbox
Skills
Programming Languages & Tools
Python
Pandas
NumPy
Scikit-learn
R
ggplot2
caret
Quantitative Methods
Stochastic Calculus
Monte Carlo Simulation
Linear Algebra
Optimization
Financial Modeling & Analysis
Derivatives Pricing
Black-Scholes
Binomial Trees
Risk Management
Hedging Strategies