Academic Employment
- Postdoctoral Principal Researcher, University of Chicago, Booth School of Business, 2025 - Present
Education
- Ph.D. in Statistics (Financial Mathematics), Peking University, 2025
- Advisor: Prof. Lan Wu
- School of Mathematical Sciences
- B.S. in Mathematics and Applied Mathematics, Peking University, 2020
- Elite Undergraduate Program of Applied Mathematics
- School of Mathematical Sciences
- B.S. in Economics (Second Major), Peking University, 2020
- National School of Development
Honors
Awards
- Merit Student (Peking University), 2022, 2021, 2018
- Beijing Outstanding Graduate, Peking University Excellent Graduate, 2020
- Merit Student Pacesetter (Peking University), 2019
- Silver Medal in Chinese Mathematical Olympiad, 2015
Scholarships
- Jiukun Scholarship (Peking University), 2023
- Huatai Science and Technology Scholarship (Peking University), 2022
- President Scholarship (Peking University), 2020
- National Scholarship, 2019
- Yizheng Alumni Scholarship (Peking University), 2018
Experience
Internship
- Cardinal Operations, Beijing, China (Jan 2020 - Sep 2020)
- Algorithm Intern - Operations Optimization Track
- Participated as a key member in the production scheduling project at a plastic furniture factory
- Joined a project for scheduling aircraft and cabin crew members at a certain airline company
Talks
- Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
- The First INFORMS Conference on Financial Engineering and FinTech, Aug 2024
- Summer School Market Microstructure 2024, Jul 2024
- When Do Models Make Money? An Analytical Estimation of Profitability Based on Return Predictability
- China Finance Review International & China International Risk Forum Joint Conference, Jul 2023
- 11th World Congress of Bachelier Finance Society, Jun 2022
- Statistical Patterns of High-Frequency Data for A-share stocks in Shenzhen Stock Exchange
- The 3rd Young Scholars Workshop on Financial Engineering and Risk Management, Shandong University of Finance and Economics, Jun 2021
Services
- Co-organizer, Workshop on Mathematical Finance and Insurance, Apr 2024
- Co-organizer, Peking University FICC Alumni Club Annual Meeting, 2024, 2025
Skills
- Programming: Python, MATLAB, R, C/C++, STATA
- Optimization: MOSEK, Gurobi
- Language: Chinese (native), English (proficient), Hokkien (native)
