Zhanghao (Steven) Li

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Zhanghao Li

Quant Research MD
Bulls & Bears Club

Education

B.S. Engineering Physics, University of Illinois Urbana-Champaign, Urbana 

Experience

51 Credit Card Inc - Intern, Quantitative Research

Accomplishments

  • Led team to design machine learning model for credit level prediction, eliminate applicants with poor credit level.
  • Utilized Python and SQL to construct a logistic regression model with chi-square feature selection to compute over 20 million users’ credit statuses, improving AUC score from 0.61 to 0.73 and stabilizing KS index at 0.32.
  • Improved credit scoring model with advanced machine learning methods: XGBoost, Light GBM, and decision trees. Launched a new model system with 22% advertising cost reduction and 9% cash flow growth.
  • Developed accelerated binomial American Option pricing model in C++, applied lattice search and dynamic memory to reduce runtime and space complexity from O(n2) to O(n); reduced runtime to 4% of the traditional binomial algorithm while maintaining original accuracy.
  • Developed C++ interpolation programs, integrated experimental data, and simulated physical environment under a high-energy hydro environment.

Goals for Bulls & Bears

Help members build connections and grow together in the club community. Utilize knowledge from classrooms into professional scenarios.