I am currently pursuing my MSc in Computer Science (Financial Computing) at the School of Computing and Data Science, The University of Hong Kong. Prior to this, I received my BSc in Mathematics and Applied Mathematics (Financial Mathematics) from Wuhan University. My research interests include LLM, Agent, Quantitative Finance, and Asset Pricing. I have practical experience in LLM foundation model deployment & fine-tuning, Agent development, quantitative investment strategy research, and financial data analysis from internships at Sinolink Securities, WorldQuant, Bank of China, and Royal Flush (Hithink).

Publications

pdf	FDRMFL: Multi-modal Federated Feature Extraction Model Based on Information Maximization and Contrastive Learning H. Wu Applied Soft Computing (JCR Q1, IF = 7.2) — Revise & Resubmit

Work Experience

Sinolink Securities — Quantitative Research Intern    Dec 2025 - Mar 2026 - Built an end-to-end LLM-powered AI workflow for automatic quantitative strategy code generation from natural language, with Planner, RAG, Coding, and Review modules - Developed automated factor mining pipeline via LLM APIs, generating factors with IC/Sharpe metrics and deduplication - Built AI plugin for quantitative lab (Qwen model integration) and shared Vibe Coding knowledge to boost team productivity

WorldQuant — Quantitative Investment Intern    Apr 2024 - Jun 2024 - Earned internship by ranking Top 200 in IQC China Region - Conducted alpha factor mining and strategy backtesting using financial math, statistics, and programming - Developed strategies achieving strong Sharpe ratios in backtesting

Bank of China (Zhengzhou Branch) — Data Analyst Intern    Jun 2024 - Aug 2024 - Participated in customer transaction data analysis, built Python models to optimize branch marketing strategies - Enhanced credit risk management capabilities, establishing practical foundation in data science & financial engineering

Royal Flush (Hithink) — Quantitative Content Operations Intern    Jan 2023 - Jan 2024 - Co-managed the Supermind quantitative trading forum, curating cutting-edge ML, quant, and time series research - Published multiple quantitative learning articles with highly positive community feedback

Research Experience

Macroeconomic Forecasting with Generative AI and Chinese Textual Data    Jan 2025 - Dec 2025 Research Assistant · Advisor: Dr. He Nie (Senior Econometrics Research Fellow, Wuhan University) - Applied ChatGPT embedding techniques to China's monetary policy reports, central bank communications, and listed companies' MD&A - Constructed text-based macroeconomic expectation indices to distinguish subjective vs. objective forecasts and assess predictive/lagging effects on GDP, employment, and other macro variables

Stock Price Prediction Based on LSTM Model    Jun 2024 - Sep 2024 First Author & Corresponding Author - Led the full research pipeline: data collection, model design, analysis, and paper writing - Built LSTM model for stock price prediction during e-commerce festivals; benchmarked against ARIMA, LR, LGBM - Published at EMFT 2024 Conference

A Study on the Impact of Complex Models on Macroeconomics    Feb 2024 - Jun 2024 Research Assistant · Advisor: Dr. Ejia Zhuang (Wuhan University) - Developed complex neural network and ML-based prediction models for macroeconomic indicators - Applied bio-inspired algorithms for parameter optimization to improve prediction accuracy

A Study on Foreign Exchange Asset Allocation in Multiple Countries    Aug 2023 - Dec 2023 Research Assistant · Advisor: Prof. Changrong Lu (Tongji University) - Built stochastic programming models using Python pyomo; applied DCC-GARCH, Nelson-Siegel, and Kalman filter for FX reserve allocation analysis - Conducted model validation using mean-variance framework

Futures Services for Real Industries — Applied Research    Jun 2023 - Aug 2023 Research Assistant · Advisor: Dr. Pei Zhang (Director of Financial Engineering, Wuhan University) - Conducted field research on an agribusiness in Hubei; designed a corporate risk management scheme using basis pricing + OTC options - Presented the scheme at Changjiang Futures Co., endorsed by department head

Honors & Awards

WorldQuant IQC — Top 30% in China Region    2024

Honorable Mention in MCM/ICM    2024

Second Prize, "Zhengda Cup" Market Research Competition    2023

Second Prize, 1st "Youth Innovation Camp" Entrepreneurship Competition Finals    2021 - Ranked 1st university-wide in both preliminary and semi-final rounds

Skills

Programming: Python, C++, R, MATLAB Database & Tools: MySQL, Git, Linux, LaTeX, Microsoft Office AI / Machine Learning: PyTorch, LangChain, RAG, Prompt Engineering, LLM Agent, NLP Quantitative Finance: ARIMA, GARCH, DCC-GARCH, Black-Scholes, Monte Carlo, Nelson-Siegel, Kalman Filter, Factor Mining, Strategy Backtesting Data Analysis: Pandas, NumPy, Scikit-learn, Matplotlib, Pyomo Research Interests: LLM, Agent, Quantitative Finance, Asset Pricing Languages: Mandarin (native), English (fluent), Cantonese (basic)

Last update: Mar 2026. Webpage template borrows from Prof. Xiangnan He.