Research Fields and Experience

  • Optimization:Two-stage stochastic mixed integer linear programming(MILP) and Scenario construction;Distribution Robust stochastic Optimization;
  • Financial Decision Making and Risk Control:Index Tracking Portfolio Construction ;Financial knowledge graph construction and risk control

Birthdate

Dec. 24th, 1996

Gender

Male

Nationality

China

Age

25

Language

Chinese;English

Skills

  • Matlab(main),Python,R,Yalmip+(CPLEX,GUROBI,IPSOLVE,MOSEK);Origin;Photoshop;Office;Latex;Neo4j

Education

  • BeiHang University - Management Science and Engineering
  • China University of Mining and Technology Beijing - Mining Engineering

CV Summary

1
Projects
3
Courses
1
Achievements