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
Education Background
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 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
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
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
Economics & Finance Research
Economics / Finance Path:
Journal of Banking & Finance (R&R)
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)
Machine Learning for Operations Research / Management Science Path:
International Joint Conference on Artificial Intelligence (Proceedings / Main Track / Accepted)
Pattern Recognition (R&R)
Machine Learning for Information Management & Systems Path:
ACM International Conference on Information & Knowledge Management (Proceedings / Main Track)
Machine Learning for Data Mining Path:
Pattern Recognition
SIAM International Conference on Data Mining (Proceedings / Main Track)
Computational Linguistics Research
Upcoming......
Artificial Intelligence Research
Engineering Applications of Artificial Intelligence
Expert Systems with Applications
IEEE/ACM Transactions on Audio, Speech, and Language Processing
Knowledge-Based Systems
Neural Networks (R&R)
Neurocomputing
Note: Ratings of Journals & Conferences (Proceedings) (Credit to Prof. Michael Wooldridge @ Oxford)
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, '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, THU '19, ZJU '19, Gothenburg '20, ......
BIS-CEPR-JIMF '17, VSFX '18, Point72/Cubist '19, AFFI-JBF '21, RCEA Bayesian Econometrics '25, ......
Neural Information Processing Systems (NeurIPS) '23, ......
Journal/Conference 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; ......
Computer Science Domain:
International Joint Conference on Artificial Intelligence (IJCAI); ACM SIGKDD Conference on Knowledge Discovery & Data Mining;
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, '25, ......