Backround:                      BSc in Econ with Math & Stat (SYSU Lingnan College)

                                          MSc in Econ / Fin (Oxford / Bayes CityUoL - Distinction)

                                          PhD Research Scholar in Financial Econometrics (Duke Econ)

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

                                               - 1st Chapter (Part) 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 Awaded Adam Smith Prize for Best Thesis in Finance

Research Interests:        Asset Pricing | Portfolio Choice | Market Microstructure

                                          International Macro Finance | Monetary Economics | Bayesian Statistics

                                          Artificial Intelligence | Machine Learning | Natural Language Processing/Understanding

Visiting Pos:                     Humboldt Berlin (Fin) | WUSTL (Olin)

Current Pos:                    Research Affiliate at CityUHK (Global Research Unit)

                                          Founding/Managing Partner at an InvesTech Startup

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

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

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

                                          Industry - Elite Hedge Funds & Active Asset/Wealth Managers

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 PhD 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 Oversea Doctoral Researchers

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

Econ & Fin Pub:              Journal of International Money & Finance (SJR Q1 / IF: 2.76) - Special Issue on 'Exchange Rate Models in a New Era'

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

                                          Journal of Banking & Finance (R&R / SJR Q1 / IF: 3.54)

AI/ML/NLP Pub:              Neurocomputing (SJR Q1 / IF: 5.78)

                                          Knowledge-Based Systems (SJR Q1 / IF: 8.14)

                                          Engineering Applications of Artificial Intelligence (R&R / SJR Q1 / IF: 7.80)

                                          Expert Systems with Applications (R&R / SJR Q1 / IF: 8.67)

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,  ZJU '19,  Gothenburg '20,  ......

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

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,  ......

Progrm Committee:        Consortium on Factor Investing (Cambridge + Invesco) '19,

                                          Consortium on Asset Mamagment (Cambridge + Invesco) '20, 

                                          Consortium on Asset Mamagment & FinTech (Cambridge + UCC + Invesco) '22, ......