I am a fourth-year PhD candidate in the ICME (Institute for Computational and Mathematical Engineering) at Stanford University. My PhD advisor is Professor Tze Leung Lai. I received my Bachelor’s degree in Mathematics and Physics (2014) from Tsinghua University.
My current research interests is AI applied in quantitative trading. To apply theory in practice, I have been prop-trading for 5 years in Chinese A-share markets. If you want to implement your strategies in Chinese markets, or need supports in developing trading ideas, please feel free to contact me.
portfolio optimization, quantitative trading, reinforcement learning, machine learning, data mining