Bio
I am a PhD student at the National University of Singapore. My advisors are Dr. Chao Zhou and Prof Min Dai.
My current research projects are portfolio optimization under information frictions and singular controls applied in finance. I am also interested in applications of deep neural networks.
Before coming to Singapore, I have completed a Master’s degree from Part III at Cambridge University. My essay advisor was Professor Frank P. Kelly.
I have done several industrial projects related to my other professional interests.
In quantitative trading:
- machine-learning-based stock selection and timing;
- algorithmic trading for cryptocurrencies.
In risk management:
- credit rating models based on KMV.
In fundamental analysis:
- industrial analysis during an intern for Societe Generale in the summer of my Sophomore year. Other equity analysis.
Hobbies: Running, music, tennis, piano..
Languages: Besides Chinese and English, I can read in Italian.
My Info
- Email: suxizhi@u.nus.edu