I am currently a PhD student at the Cantab Capital Institute for the Mathematics of Information (CCIMI), Faculty of Mathematics, University of Cambridge. I am a founding member of the Optimal Portfolio Research Group, and within the faculty I volunteer at the Stats Clinic.

I am working on my thesis entitled "Analyses and Algorithms on Big Time Series" .

In academic year 2023-24, I am serving as the President of the Cambridge University Poker Society . I recently came the 13th in the "Big10K" tournament held by British Poker Series. See here for more details.

Previously, I taught ST456 Deep Learning at the London School of Economics in 2022.

Recent Publications / Pre-prints

Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration, 2024 [jointly with Dr Alex Shestoplaoff ]
Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder, 2024 [jointly with Dr Alex Shestoplaoff ]
Bayesian Analysis of High Dimensional Vector Error Correction Model, 2023 [jointly with Dr Alex Shestoplaoff, revision in progress]
DMS, AE, DAA: methods and applications of adaptive time series model selection, ensemble, and financial evaluation, 2022
Forecasting high-frequency financial time series: an adaptive learning approach with the order book data, 2021
Using the yield curve to forecast economic growth, Journal of Forecasting, 2020

Recent Presentations

2024 June: Stats PhD+Postdoc Lunch Time Seminar Series hosted by Statistical Laboratory, Cambridge
2022 Sep: Data Science Seminar Series hosted by Goldman Sachs (London)

2022 Aug: Unconference Series hosted by Oxford Machine Learning Summer School
2022 March: Statistics and Machine Learning in Finance Seminar Series hosted by Department of Statistics, University of Oxford
2021: CCIMI - Industry Engagement hosted by the Isaac Newton Institute and CCIMI, University of Cambridge
2021: The Flip Side of the Pandemic: Recent Advances in the Mathematics of Information, hosted by the Isaac Newton Institute and CCIMI, University of Cambridge

Bank of England, Federal Reserve, and King's College London joint conference series: Modelling with Big Data and Machine Learning
- 2022 Conference: new methods and applications for macroeconomic policy
- 2020 Conference: Measuring Economic Instability
- 2019 Conference: Interpretability and Model Uncertainty

Helpful info

Term dates (Oxford, Cambridge, and LSE)
Train stations' live departure: Cambridge, King's Cross, Farringdon

Contact

Postal address:
Clare College, Cambridge CB2 1TL, UK

Email:
ry266 [at] maths [dot] cam [dot] ac [dot] uk