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Kesong Cheng

Technical Skills:

● 6 years of software designing and developing experience using JAVA/J2EE;
-- Hands-on experience of developing JAVA/J2EE programs;
-- Adept at multi-tier J2EE environment;
-- Comprehensive understanding of J2EE software full life cycle;
-- Skilled in using waterfall and Agile Scrum software development strategies;
-- Expertise in Object Oriented programming techniques;
-- Proficient at Spring Model-View-Control(MVC) architecture;
-- Deep understanding of data structure and design pattern;
-- Competent in J2EE security, concurrency and transactional programming;
-- Advanced skills in Spring framework, aspect oriented programming and dependency injection;
-- Experience with data persistence using Hibernate framework, Java Persistent API (JPA) and JDBC;
-- Accomplished user of Enterprise Java Beans(EJB 3.0) and Java Message Services(JMS);
-- Familiar with UML class diagrams;
-- Programmed JAVA under NetBeans, Eclipse and Apache Ant developing tools;
-- Developed applications with Tomcat, GlassFish and JBoss J2EE servers;
-- Extensive knowledge of Struts framework, Java Server Pages (JSP) and Java Servlet techniques;
-- Designed HTML and XHTML web pages using JavaScript, CSS and jQuery;
-- Experience with SOAP and REST web service;
● Unix operating system experience;
● Solid mathematics background and exceptional analytical and problem solving ability;
● Strong skills in database operation using SQL;
● Excellent verbal and written communication skills;      
-- Collaborated with team members from various disciplines;   -- Taught different levels of Calculus.
Projects Experience:

Seeking Patterns in Curves
● Designed UML class diagrams for new curve-detection techniques;
● Implemented mathematical algorithm using JAVA programming;
● Performed dependency injection and aspect oriented techniques in the program;
● Developed GUI application of JAVA under Eclipse to uncover patterns of stock price fluctuations.
Hierarchical Clustering using 3-Branch Tree Diagram
● Designed efficient algorithm to segment data into groups based on particular characteristics;
● Utilized web application under JSF to visualize results in presentation;
● Imported from and exported to database using Hibernate framework;
● Conducted presentation sessions and authored reports to head professor and group members.
Meteorological Forecasts Verification with New Metric
● Created a new metric of weather forecast that demonstrates better resistance to noises;
● Conducted simulation in Matlab employing actual geometric data and satellite pictures; 
● Developed JAVA application of the model for users and tested and debugged JAVA programs;
● Designed web pages using Java Server Faces (JSF), Facelets and AJAX.   
Forecasting Hurricane Path with Mathematical Models
● Designed an algorithm to capture the intrinsic characteristics of cloud movement;
● Constructed mathematical models to forecast the path of a hurricane;
● Implemented the algorithm using JAVA, process real hurricanes images, and revised the model;
● Queried and updated MySQL database using Hibernate and JDBC;
● Designed and conducted experiments with the Unix operating system.
Modeling American Option Prices
● Implemented Binomial Tree method in the price determination of European and American options;
● Conducted experiments using Black-Scholes formula for European options;
● Calculated the implied volatilities of stock prices and compared with real market volatilities;
● Programmed Matlab codes and contrasted simulated results with real market data.

Financial Mathematics Courses:
   Business Finance             
   Applied Statistical Method
   Econometric Analysis
   Financial Markets
   Derivative Securities and Markets
Education:

Ph.D. in Applied Mathematics, December 2012
Research interest : Quantitative Modeling and Computation-Intensive Programming
University of Oklahoma, Norman, OK
B.S. in Mathematics, July 2006
University of Science and Technology of China (USTC), Hefei, China

Awards:
Sooner Heritage Scholarship, University of klahoma                          
Graduate Student Fellowship, University of Oklahoma                   
2011, 2012
Fall 2006, Fall 2007, Fall 2008
Academic Experience:
University of Oklahoma, Norman, OK
  Department of Mathematics,   Graduate Teaching Assistant                                    Fall 2006-Present
  National Weather Center,        Research Assistant for Professor Yang Hong             Summer 2010
  Department of Finance,          Research Assistant for Professor Yi Zhou                  Summer 2009