Current Pos:                    Founding/Managing Partner at a Systematic InvesTech Startup

                                         Research Affiliate at CityUHK (Global Research Unit - College of Business)

Visiting Pos:                    Humboldt Berlin (Finance / Host: Prof. Lukas Menkhoff)

                                         WUSTL (Olin / Host: Prof. Mark P. Taylor)

Past Pos:                          Roles - Quant R/A | Portfolio Manager | Head of R&D

                                          Specialists - Asset Allocation & Quant/Systematic Trading Strats (Mid-High Freq)

                                          Asset Class - Macro (FICC + Equity Indices + Credit with Derivatives) & Cash Equities

                                          Industry - Hedge Funds & Active Asset/Wealth Managers

Background:                    BSc in Economics with Math & Stat (SYSU Lingnan College)

                                          MSc in Economics / Finance (Oxford / Bayes CityUoL - Distinction)

                                          PhD Research Scholar in Financial Econometrics (Duke Economics / Advisor: Prof. Craig Burnside)

                                          PhD in Quantitative Finance (Adam Smith UoG - Pass Viva with No Correction & Highest Distinction)

                                     - Committee: Prof. Ronald MacDonald & Prof. Dimitris Korobilis

                                               - 1st Chapter (Revised Ver.) Awarded WINNER Best Paper Prize 1st Rank

                                               - 2nd Chapter Accepted at AEA Annual Meeting (Acceptance Rate 14%)

                                               - 3rd Chapter JMP Awarded Gerald P. Dwyer Best Paper Prize in Finance

                                               - Full PhD Work Awarded Adam Smith Prize for Best Doctoral Thesis in Finance

Research Interests:        Asset Pricing | Portfolio Choice | Market Microstructure | Bayesian Statistics

                                          International Macro Finance | Behavioral Finance | Climate Finance | Monetary Economics

                                          Artificial Intelligence | Machine Learning | Audio/Speech/Language Processing & Understanding

Honors & Awards:           WINNER Best Paper Award 1st Rank (EUR 10,000) by ZZ Vermögensverwaltung + POK Pühringer Privatstiftung + WU Vienna

                                          Gerald P. Dwyer Best Paper Prize in Finance by Society for Nonlinear Dynamics & Econometrics

                                          Adam Smith Prize for PhD Research Excellence

                                          EPSRC-ESRC Jointly Funded Project on Computational Finance (GBP 266,000) via Innovate UK

                                          SoFiE Travel Grant by New York University

                                          Jim Gatheral Travel Scholarship

                                          UK List of CSC Outstanding Overseas Doctoral Researchers

                                          Full PhD Scholarship / Conference Bursary / Training Grant by SIRE + SFRA + RES

Econ & Fin Pub:              Journal of International Money & Finance - Special Issue on 'Exchange Rate Models in a New Era'

                                          Ed. by Y.-W. Cheung (CityUHK, UCSC), M. Chinn (Wisc-Madison; NBER), N. Mark (Notre Dame; NBER) 

                                          Journal of Banking & Finance (R&R)

AI/ML/NLP Pub:              Neurocomputing

                                          Knowledge-Based Systems

                                          Expert Systems with Applications (R&R)

                                          Neural Networks (R&R)

                                          Pattern Recognition (R&R)

                                          IEEE/ACM Transactions on Audio, Speech, and Language Processing

Conferences:                   American Economic Association (AEA) - '15

                                          European  Economic Associaiton (EEA) - '18, '19, '20, '22

                                          Royal Economic Society (RES) - '15, '17, '21

                                          Econometric Society (ES) - '14, '15, '18, '20 (World Congress), '21, '22

                                          Society for Financial Econometrics (SoFiE) - '14, '16, '18, '21, '22

                                          International Association for Applied Econometrics (IAAE) - '15, '21

                                          Frontiers of Factor Investing (FoFI) - '18, '21, '22

                                          European Central Bank (ECB) - '15, '20

Workshops/Seminars:   Cambridge '14,  Duke '15,  Manchester '16,  DIW '16,  THU '19, ZJU '19,  Gothenburg '20,  ......

                                          BIS-CEPR-JIMF '17,  VSFX '18,  Point72/Cubist '19,  AFFI-JBF '21,  ......

                                          Neural Information Processing Systems (NeurIPS) '23, ......

Ad-Hoc Ref:                     Journal of Business & Economic Statistics,  Journal of Money, Credit & Banking, 

                                          Journal of Banking & Finance,  Journal of International Money & Finance,  Journal of Economic Dynamics & Control,

                                          International Journal of Central Banking,  Journal of Behavioral & Experimental Finance,  Financial Analyst Journal,

                                          IEEE Transactions on Knowledge & Data Engineering,  Expert Systems with Applications,  Knowledge-Based Systems, ......

Program Committee:      FMA Consortium on Factor Investing (Cambridge + Lancaster + Invesco) '19,

                                          FMA Consortium on Asset Management & FinTech (Cambridge + UCC + BoI) '22, 

                                          FMA Consortium on Asset Management (Cambridge) '20, '23, '24, ......