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)

• 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 Ph.D. Research Excellence

Research Interests

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

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

Self-Supervised Learning | Multi-Modal Learning | Natural 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 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

Publications

Economics & Finance Path:

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

• Ed. by Yin-Wong Cheung (CityUHK & UCSC), Menzie D. Chinn (Wisconsin-Madison; NBER), Nelson C. Mark (Notre Dame; NBER) 

Journal of Banking & Finance (R&R)

Artificial Intelligence / Machine Learning / Data Mining Path:

Engineering Applications of Artificial Intelligence (R&R)

Neurocomputing

Knowledge-Based Systems

Expert Systems with Applications (R&R)

Neural Networks (R&R)

Pattern Recognition

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

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

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, ......

Artificial Intelligence / Machine Learning / Data Mining Domain:

IEEE Transactions on Knowledge & Data Engineering,  Information Fusion,

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, ......