Current Positions

Founding/Managing Partner of a Systematic InvesTech-Driven Hedge Fund

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

Research Interests

Asset Pricing | Portfolio Choice | Market Microstructure

International Macro-Finance  | Monetary Economics

Bayesian Statistics | Causal Inference | Cognitive/Behavioral Science 

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

Economics/Finance X Statistical Machine Learning Research

Statistical ML for Financial Economics Path:

1. Carry Redux

(with J. W. Bae and R. Liu)

Journal of Banking and Finance (R&R)

2. The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement

(with S. Cao, R. Liu, and R. MacDonald)

Journal of International Money and Finance - Special Issue on 'Exchange Rate Models in a New Era', 2019, 95, pp.379–401.

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

3. Dissecting Currency Premia: Term Structure, Macro Risks, and Hidden Factors

(with R. Liu, and M. P. Taylor)

Presentations: ECB-BoI, EEA, SoFiE, IAAE, CMES, FoFI, Gothenburg, CityUoL, etc.

4. The Joint Term Structure of Exchange Rate Puzzles in an Uncertain World

(with S. Cao, R. Liu, and M. P. Taylor)

Presentations: EEA, SoFiE, AMES, etc.

5. The Hidden Source of Uncertainty in Asset Pricing Models

(with R. Liu and J. Ruf)

Presentations: NASM, RCEA Bayesian Econometrics, IAAE, ES World Congress, etc.

Statistical ML for Operations Research & Management Science Path:

6. Asset Pricing with Contrastive Adversarial Variational Bayes

(with R. Liu and J. Ruf)

International Joint Conference on Artificial Intelligence (34th IJCAI Proceedings - Main Track), 2025, pp.7572-7579.

7. Deep Portfolio Selection with Contrastively Aligned Cross-Modal Attention

(with Y. Fang, R. Liu, C. Chen, H. Liu, and Q. Wu)

Pattern Recognition, 2026, 171, 112305.

Statistical ML for Information Management & Systems Path:

8. A Spatio-Temporal Diffusion Model for Missing and Real-Time Financial Data Inference

(with Y. Fang, R. Liu, P. Zhao, and Q. Wu)

ACM International Conference on Information and Knowledge Management (33rd CIKM Proceedings - Full Paper), 2024, pp.602-611.

9. Multimodal Multiscale Graph Convolution Networks for Stock Price Prediction

(with H. Liu, R. Liu, B. Song, and Q. Wu)

Pattern Recognition, 2024, 149, 110211.

Statistical ML for Knowledge Discovery & Data Mining Path:

10. Hexagon-Net: Heterogeneous Cross-View Aligned Graph Attention Networks for Implied Volatility Surface Prediction

(with K. Liang, R. Liu, J. Ruf, P. Zhao, and Q. Wu)

ACM SIGKDD Conference on Knowledge Discovery and Data Mining (31st KDD Proceedings - Main Track), 2025, V.2, pp.1671-1682.

11. Context-Aware Frequency-Embedding Networks for Spatio-Temporal Portfolio Selection

(with R. Liu, J. Ruf, H. Liu, and Q. Wu)

SIAM International Conference on Data Mining (25th SDM Proceedings - Full Paper), 2025, pp.317-326.

Computational Linguistics Research

Upcoming......

Applied Artificial Intelligence Research

Engineering Applications of Artificial Intelligence (EAAI): LtoP

Expert Systems with Applications (ESWA): Link to the Paper: LtoP

IEEE/ACM Transactions on Audio, Speech, and Language Processing (TASLP): LtoP

Knowledge-Based Systems (KBS): LtoP

Neural Networks: LtoP

Neurocomputing: LtoP

Neural Information Processing Systems Workshop (NeurIPS-W): 風 雲

Note: Ratings of Journals & Conferences (Proceedings) (Credit to Prof. Michael Wooldridge @ Oxford)

Education Background

B.Sc. in Economics & Mathematics (SYSU Lingnan - Top 5%)

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

Ph.D. in Quantitative Finance (Duke / Adam Smith UoG - Highest Distinction)

• Advisor Committee: Prof. Ronald MacDonald & Prof. Dimitris Korobilis & Prof. Craig Burnside

• Fully Funded Business School Scholarship & Pass Viva with No Correction

• Duke Ph.D. Research Fellowship in Financial/Bayesian Econometrics

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

• 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

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

Presentations

Conferences:

American Economic Association (AEA) - '15

European  Economic Association (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, '25

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

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

Workshops & Seminars:

Cambridge '14, Duke '15, Manchester '16, DIW '16, Tsinghua '19, Zhejiang '19, Gothenburg '20, ......

BIS-CEPR-JIMF '17, VSFX '18, Point72/Cubist '19, AFFI-JBF '21,  RCEA Bayesian Econometrics '25, ......

Journal/Conference Reviewer

Economics & Finance Domain:

Journal of Business and Economic Statistics; Journal of Money, Credit, and Banking; 

Journal of Banking and Finance; Journal of International Money and Finance; Journal of Economic Dynamics and Control;

International Journal of Central Banking; Journal of Behavioral and Experimental Finance; Financial Analyst Journal; ......

Computer Science Domain:

International Joint Conference on Artificial Intelligence; ACM SIGKDD Conference on Knowledge Discovery and Data Mining;

IEEE Transactions on Knowledge and 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, '25, '26, ......