Ecclesiastes 1:9

What has been will be again. What has been done will be done again. There is nothing new under the sun.


Current Positions

Founding/Managing Partner of a Systematic InvesTech Startup

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


Visiting Academic Positions

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

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


Past Industry Positions

Quant R/A | Portfolio Manager | Head of R&D of Hedge Funds & Active Asset Managers

Specialize in Asset Allocation & Quant/Systematic Trading Strats (Mid-High Frequency)

in the Realms of Macro (FICC + Equity Indices + Credit with Derivatives) & Cash Equities


Education Background

B.Sc. in Economics with Math & Stat (SYSU Lingnan College)

M.Sc. in Economics / Finance (Oxford / Bayes CityUoL - Distinction)

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

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


Research Interests

Asset Pricing | Portfolio Choice | Market Microstructure | Bayesian Statistics | Causal Inference

International Macro-Finance  | Monetary Economics | Cognitive/Behavioral Science | Climate Science

Self-Supervised Learning | Multi-Modal Learning | Deep Reinforcement Learning | Computational Linguistics


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 Best Doctoral Thesis in Finance

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 P.hD. Scholarship / Conference Bursary / Training Grant by SIRE + SFRA + RES


Working Papers & Publications

Economics & Finance Path:

Journal of Banking & Finance (R&R)

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

Operations Research & Management Science / Information Management & Systems Path:

Under Review ......

Artificial Intelligence / Machine Learning / Data Mining Path:

Engineering Applications of Artificial Intelligence

Expert Systems with Applications

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

Knowledge-Based Systems

Neural Networks (R&R)

Neurocomputing

Pattern Recognition


Presentations

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, '24

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 Referee/Reviewer

Economics & Finance Domain:

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, ......

Operations Research & Management Science / Information Management & Systems Domain:

Information Fusion, ......

Artificial Intelligence / Machine Learning / Data Mining Domain:

IEEE Transactions on Knowledge & Data Engineering, 

Expert Systems with Applications,  Knowledge-Based Systems, ......


Programme 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, ......