π Final-year Data Science undergraduate at Soochow University | Incoming CS Master's student at University of Minnesota Twin Cites
π Currently in Taiwan | Going to the U.S. in Fall 2025
π Aspiring Quant Trader | Passionate about Reinforcement Learning, Financial Markets, and AI Research
- π¬ Reinforcement Learning + Multi-Agent Systems to simulate financial markets
- π€ Building a fully autonomous quant trading system (day trading + options)
- π§ Exploring PhD-level research opportunities in Reinforcement Learning and Market Simulation, with the goal of applying it to real-world quantitative strategies
- Languages: Python, C#, Java, Go, SQL
- Tools: PyTorch, TensorFlow, Scikit-Learn, XGBoost, Docker, Git
- Specialties: Quantitative Finance, Market Simulation, Trading Algorithms, Time Series ML
Here are some of my representative works (see pinned repos for more):
- Machine-Learning-Driven-Three-Factor-Model: Building a predictive factor model using ML techniques
- RL Market Simulation: coming soon, a multi-agent reinforcement learning market model
- πΌ Internship at President Securities Corporation(η΅±δΈθεΈ)
- π Preparing Medium blog on RL + Quant topics
βοΈ Exchange Year at UC Berkeley, studied AI, Blockchain, and Security
- π LinkedIn
- π© Email: [email protected]
- π§ Medium: Medium blog