Yudong Feng is an experienced professional with a strong academic background in statistics and mathematics. Holding a PhD from Boston University, Yudong served as a Graduate Teaching Assistant and Graduate Research Assistant, focusing on non-parametric modeling of volatility in financial time series under the supervision of Professor Ashis Gangopadhyay. Prior experience includes working as a Quant Researcher at Fortune Spring Asset Management, where momentum trading strategies in forex were developed, and as an Applied Scientist at Amazon, where advanced graphical models for refund attribution and data-driven decision-making frameworks were created. Yudong also possesses a Master’s degree in Statistics from Washington University in St. Louis and a Bachelor’s degree in Mathematics and Computer Science from The State University of New York, graduated summa cum laude.
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