My main interests area is to applied computational science in specific industries. Currently, I’m doing research on 3D reconstruction from multiple images at Prof. PFalko Kuester’s DroneLab. My previous research and work experience mostly in quantitative finance and financial engineering, especially in derivatives, volatilities, market-making strategies and high-frequency trading (HFT) research. Now, I will do more efforts on applied computational science into tech areas.
There was an interesting fact that the market microstructure, which is basic knowledge for HFT that I learned in Morgan Stanley training camp, is very similar to the algorithm in Uber/Didi’s platform. I found this fact when I was Code Reviewer at Udacity, our team was working on the dataset for Didi-Udacity Algorithm Challenge. These experiences made me realized that statistics and computing acknowledge would connect and interact with different industries in some cases. Although the learning processes are tough and slow, I’m very enjoying the processes as I’d love to push at the boundaries of myself.
In the incoming academic year, I plan to study more Computational Science which applied in Computer Vision, NLP, and Bioinformatics, and I’m enjoying to collaborate with other talents for creating values or improving products.
University of California, San Diego
M.S. in Computational Science
Graduate Certificate in Quantitative Methods in Finance
University of International Business and Economics
M.S. in Finance
B.A. in Advertising
ViaX Online Education Technology (2019 - 2019)
Teaching Assistant for Math and Programming
Synced 機器之心 (2017 - 2018)
Global Technical Analyst
Udacity (2016 - 2018)
Code Reviewer, Machine Learning Nano-degree Projects
Huidi Investment (2015 - 2016)
Morgan Stanley (2015 - 2015)
Quantitative Finance Student Camp, High-Frequency Trading Group
Guodu Futures (2011 - 2015)
Quantitative Analyst & Marketing Manager
- High-Frequency Trading & Algorithmic Trading in Dynamic Limit Order
- Modeling Credit Risk for SMEs based on the US market dataset
- HFT, A high-frequency trading simulation package in R.
Github | Linkedin | Facebook | Twitter | Skype: evawyf