About Me
Hello, I'm currently pursuing a Ph.D. in Statistics at Shanghai University of Finance and Economics.
I am passionate about statistical and machine learning theories, particularly in high-dimensional factor models and distributed computing.
Outside of academics,
I have a strong passion for literature, art, philosophy, movies, and music.
It would be a great honor to be able to communicate with you academically and in terms of interests.
Experience
Fibonacci Capital
Data Analysis
During this experience, I mainly collected data, conducted data analysis, established statistical models, and conducted net worth investigations on related industries and statistical knowledge was applied to quantitative analysis.
Education
Shanghai University of Finance and Economics
In PursuingPhD, Mathematical Statistics
Nanchang University
Bachelor, Mathematics and Applied Mathematics (Financial Mathematics)
Research
- Distributed High-Dimensional Quantile Regression: Estimation Efficiency and Support Recovery (Accepted by ICML 2024) link
- Functional Factor-augmented regression (In progress) link
- Distributed weighted PCA (In progress) link
- Distributed High-Dimensional Quantile Regression: Confidence Intervals and Hypothesis Testing (In progress) link
Skills
- R
- Python
- MATLAB
- SAS
- MySQL
- C