Yulin Zhu

CUHK Dept of Statistics

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I am a PhD student in statistics at CUHK in Sha Tin, NT. I am supervised by Dr. Tony Sit (main advisor) and Dr. Hoi-Ying Wong (co-advisor).

Education

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.

Currently, I am working on a DeFi project, which is funded by Hong Kong Cyberport CCMF and CUHK PI Centre, with several elegant PhD lads at CUHK Dept of Statistics.

Research

I am working on reinforcement learning theory and applications in trading.

Teaching (TA)

Contact