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)
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, ......