Los Angeles, California, United States
I am pursing Operations Research & Artificial Intelligence PhD at USC, and I am also pursuing a CS master. I got my Master of Engineering in Operations Research from Cornell University, and Bachelor of science majoring in Physics in Shandong University. My current research direction is analyzing and designing online algorithms in a computationally efficient way. I have several internships and research experience in finding financial signals (Alphas) and simulation optimization algorithms.
Analyzed and compared the performances of the online algorithms like Dynamic Programming, CE heuristics, and static threshold algorithms via extreme value theory.
Finding different kinds of Alphas(financial signals in messy markets), from fundamental alphas to option alphas. Predicting the performance of the Alphas in the recent two years using the training data. Evaluate the OS/IS ratio to avoid overfitting. Trying to combine alphas into combo, using equal weights as well as non-equal weights to generate super-alphas.
Worked on simulation optimization; specifically, improved the efficiency of the solvers both from experiment and math foundation.
Developed an algorithm to solve a graph theory problem, which named ‘Burning Number of the Graph’, using both heuristic path and rigorous proof.
Classical Mechanics I