CV

Ph.D. in Operations Research

Columbia University, New York, NY

• Advisors: Prof. Henry Lam and Prof. Adam Block

B.S. in Mathematics and Applied Mathematics

Fudan University, Shanghai, China

Quant Researcher

Century Frontier Asset Management

• Diffusion- and flow-based models for intraday return prediction

Research Assistant

Northwestern University, Evanston, IL

• Unbiased inference-time guidance for diffusion models: Sequential Monte Carlo with Girsanov path weights
• Supervisor: Prof. Yiping Lu

Research Assistant

Northwestern University, Evanston, IL

• Higher-order kernel smoothing and diffusion maps on manifolds; convergence of graph Laplacian eigenvalues and eigenvectors
• Supervisor: Prof. Yiping Lu

Research Assistant

Columbia University, New York, NY

• Time-singular decomposition of the score function in diffusion models
• Supervisor: Prof. Kaizheng Wang