Statistics PhD student at CUHK; Supervised by Prof. Tony Sit and Prof. Hoi-Ying Wong.

Education

• PhD, Statistics @CUHK (2024.8-present)
• MSc, Financial Engineering @Columbia (2022.8-2023.12)
• BSc, Applied Math & Statistics @Johns Hopkins (2017.8-2021.5)
• High School & Varsity Baseball @Hotchkiss (2017 Class)

Interests

Before pursuing my PhD, I worked full-time as a junior trader in high-frequency cryptocurrency market making at Pulsar Trading (HK office), focusing on applying deep learning to reduce adverse selection. Prior to that, I interned as a summer analyst in equity derivatives and volatilty risk at Millennium Management (NYC office) in 2023. Through Prof. Ali Hirsa at Columbia IEOR, I conducted deep learning research for Wellington Management, as well as the ECB and EIB, during my Columbia MFE.

Research

Currently, I am working on continuous-time reinforcement learning theory and applications in finance.

Teaching (TA)

• Fall 2024 - Intro to Risk Management (RMSC2001)

Contact

• yulin.zhu[at]link.cuhk.edu.hk
• CUHK, Lady Shaw Building, Room G24