Quantitative researcher and AI architect. I hold a PhD in statistical finance and a postdoc in finance from Tsinghua University (School of Economics and Management). My research sits at the intersection of complex systems and financial markets — market microstructure and optimal execution, empirical asset pricing, macro-finance, portfolio allocation, and structural / causal work across markets. In parallel I pursue applied machine-learning research: computer vision, graph neural networks, and anomaly / fraud detection.
On the engineering side I work end-to-end as a Lead R&D & AI Architect: AI research, algorithmic modelling, system and infrastructure design, automation, and production deployment across cloud and on-premise — including the full MLOps lifecycle. I have delivered systems for hedge funds, investment banks, insurance companies and fintech firms.
- 🔬 Research across complex systems, market microstructure, empirical asset pricing and macro-finance.
- 🧠 Applied ML: computer vision, graph neural networks, anomaly & fraud detection.
- 🛠️ End-to-end delivery: modelling → system design → automation → production (cloud & on-prem), with MLOps.
- 🌏 Based between Paris and Tianjin.
- 🤝 Open to research collaboration on microstructure and empirical asset pricing — and on complex-systems and macro-financial approaches to asset allocation and portfolio optimisation.
- ✉️ Reach me via LinkedIn or email.
Research & modelling
Services & data
Infrastructure & security
Current working papers (2026):
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Bonds or Gold: The Price of Monetary Trust
Safe-haven demand and the price of monetary trust.
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One Growth May Hide Another
Financing source, asset growth and stock returns across twenty-four markets.
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The Policy Supply of Low Volatility
Volatility suppression and release in foreign-exchange and sovereign-bond markets.
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No News before the News
Information flow and price behaviour ahead of announcements.
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From Microprice to Microdiffusion
Heavy-tailed price diffusion in limit-order books.
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The fragility ratio Λ
When order-book imbalance fails as a signal.
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Migrating Blind
How China's Gaokao reform stopped family arbitrage.
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Below the Line
Detecting accounting anomalies in Shariah-compliant equities.
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