Academic Employment

• Principal Researcher, University of Chicago, Booth School of Business, Sep 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

• RIDE: Reflected Interarrival Diffusion for Events
  • 2026 INFORMS Annual Meeting, San Francisco, Nov 2026 (Scheduled)
• A Brownian Inventory Model for Last-Mile Health Distribution in Liberia
  • 2026 INFORMS Annual Meeting, San Francisco, Nov 2026 (Scheduled)
  • 2026 INFORMS Healthcare Conference, Raleigh, Jul 2026
• Enhance Jump Tests with Time Deformation
  • The Tenth PKU-NUS Annual International Conference on Quantitative Finance and Economics, Shenzhen, May 2026
• News Trading and Fund Management
  • The Tenth PKU-NUS Annual International Conference on Quantitative Finance and Economics, Shenzhen, May 2026
• Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major–Minor Players
  • The First INFORMS Conference on Financial Engineering and FinTech, Hong Kong, Aug 2024
  • Summer School Market Microstructure 2024, Stockholm, 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, Shanghai, Jul 2023
  • 11th World Congress of Bachelier Finance Society, Online, 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, 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)