Dr. Yanjia ZHAO (赵燕佳)

Graduated from CFINS of Tsinghua University in Jan. 2011

Currently working at Prime Brokerage Dept., CITIC Securities Co., LTD.

Tel: +86 10 6083 6553

Fax: +86 10 6083 6540

Email: zhaoyj [at] citics [dot] com

Homepage:

http://cfins.au.tsinghua.edu.cn/personalhg/zhaoyanjia/

 

中文版>>

 

Working Area:

2011.4 -- date: Prime Services, CITIC Securities Co., LTD.

Seeding Fund Investment and Management

Quantitative Trading Strategies Research

Securities Borrowing and Lending (SBL)

 

Ph.D. Research:

Optimization Theories and Methods for Markov Decision Processes in Resource Scheduling of Networked Systems

Sensitivity-based analysis and optimization is one of the most important theories in the research area of Markov decision process (MDP). Fruitful results and new advances have been developed in the recent decades for stationary policies of the infinite-horizon MDPs. However, they cannot be applied to optimize the non-stationary decision problems. Based on the application background of the resource scheduling in networked systems, the finite-horizon MDP problems are studied, and a sensitivity-based analysis and optimization method is proposed.

 

Education:

2005.9 -- 2011.1: Ph.D. Candidate, Center for Intelligent and Networked Systems (CFINS), Department of Automation, Tsinghua University

2008.8 -- 2009.8: Visiting student, LIDS, EECS, MIT

2001.9 -- 2005.7: Bachelor of Engineering, Department of Automation, Tsinghua University

 

Intern Experience:

2010.12 -- 2011.4: CITIC Securities Co., LTD., Beijing, Pairs Trading Strategy

2010.4 -- 2010.9: IBM China Research Lab (CRL), Beijing, Internet of Things

2010.3 -- 2010.4: WorldQuant Investment Consulting Co. Ltd, Beijing, Quantitative Investment Strategies

2008.1 -- 2008.7: IBM China Research Lab (CRL), Beijing, Bank Branching Optimization and Management

2006.6 -- 2006.11: IBM China Research Lab (CRL), Beijing, Supply Chain Management and Logistic Optimization

 

Publications:

International Journal

[1]. Yanjia Zhao, Chaobo Yan, Qianchuan Zhao, Ningjian Huang, Jingshan Li, and Xiaohong Guan, “Efficient Simulation Method for General Assembly Systems with Material Handling based on Aggregated Event-Scheduling,” IEEE Transactions on Automation Science and Engineering, Vol. 7, No. 4, pp. 762-775, October 2010.

[2]. Yanjia Zhao, Xi Chen, Qing-Shan Jia, Xiaohong Guan, Shuanghu Zhang, and Yunzhong Jiang, “Long-term Scheduling for Cascaded Hydro Energy Systems with Annual Water Consumption and Release Constraints,” IEEE Transactions on Automation Science and Engineering, Vol. 7, No. 4, pp. 969-976, October 2010.

[3]. Li Xia, Wenjun Yin, Jin Dong, Teresa Wu, Ming Xie, and Yanjia Zhao, “A Hybrid Nested Partitions Algorithm for Banking Facility Location Problems,” IEEE Transactions on Automation Science and Engineering, Vol. 7, No. 3, pp. 654-658, 2010.

Book Chapter

[4]. Xi-Ren Cao, Yanjia Zhao, Qing-Shan Jia, and Qianchuan Zhao, “An Introduction to Event-Based Optimization: Theory and Applications,” Chapter 19, Frank L. Lewis and Derong Liu, Reinforcement Learning and Approximate Dynamic Programming for Feedback Control, December 2012, Wiley-IEEE Press (ISBN: 978-1-1181-0420-0).

[5]. Yanjia Zhao, Qianchuan Zhao, and Xiaohong Guan, “Stochastic Optimal Control for a Class of Manufacturing Systems based on Event-Based Optimization,” Book chapter in: “Theory and Applications of Complex Systems and Robust Control,” Edited by Jie Huang, Kang-Zhi Liu, and Yoshito Ohta, pp. 63-83, Tsinghua University Press, 2010 (ISBN: 978-7-302-23486-9).

International Conference

[6]. Yanjia Zhao, Xi Chen, Qing-Shan Jia, Xiaohong Guan, and Hao Wang, “Dynamic Water Resources Planning with Locational Release and Annual Consumption Constraints,” In: Proceeding of the 49th IEEE Conference on Decision and Control (CDC’10), pp. 3932-3937, Atlanta, Georgia, USA, Dec. 15-17, 2010.

[7]. Yanjia Zhao, Qianchuan Zhao, Qing-Shan Jia, Xiaohong Guan, and Xi-Ren Cao, “Event-Based Optimization for Dispatching Policies in Material Handling Systems of General Assembly Lines,” In: Proceeding of the IEEE Conference on Decision and Control (CDC’08), pp. 2173-2178, Cancun, Mexico, December 9-11, 2008.

[8]. Yanjia Zhao, Chaobo Yan, Qianchuan Zhao, Ningjian Huang, Jingshan Li, and Xiaohong Guan, “Efficient Simulation for Serial Production lines based on Aggregated Event-Scheduling,” In: Proceedings of the IEEE Conference on Automation Science and Engineering (CASE’08), pp. 406-411, Washington, D.C., USA, August 23-26, 2008.

[9]. Li Xia, Yanjia Zhao, Ming Xie, Jinyan Shao, and Jin Dong, “Mixed integer programming based nested partition algorithm for facility location optimization problems,” In: Proceedings of the 2008 IEEE International Conference on Service Operations and Logistics, and Informatics (SOLI’08), pp. 2375-2381, 2008.

 

Honors:

10/2010: Principal Scholarship for Comprehensive Excellence in Tsinghua University

10/2009: Guang-Hua Scholarship for Comprehensive Excellence in Tsinghua University

10/2008: CNPC Scholarship for Comprehensive Excellence in Tsinghua University

11/2007: Excellent Innovation Prize of the 168th Tsinghua Forum for Doctoral Candidates

09/2004: Xiang-Lu Scholarship for Academic Excellence in Tsinghua University

09/2002: Wei-Lun Scholarship for Academic Excellence in Tsinghua University

 

Weibo:

sina weibo: @zhaoyanjia