Ecclesiastes 1:9
What has been will be again | What has been done will be done again | There is nothing new under the sun
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, ......