JC.
Research · Modeling · Finance研究 · 建模 · 金融

Jiamu
Chen
陈佳木

Quantitative Researcher量化研究员

Raleigh, North Carolina美国北卡罗来纳州 · 罗利

I work across financial nowcasting, high-frequency alpha-factor research, and quantitative finance, bringing together a background in financial mathematics and computer science.我的研究与实践聚焦于金融指标预测、高频 Alpha 因子研究与量化金融,结合金融数学与计算机科学背景开展工作。

Financial nowcasting金融指标预测High-frequency alpha factors高频 Alpha 因子Quantitative finance量化金融
01 / Focus01 / 研究方向

Research
directions
研究
方向

Quantitative methods for extracting structure from financial data—from mixed-frequency forecasting to high-frequency factor discovery.运用量化方法从金融数据中提取结构信息,涵盖混频预测与高频因子发现。

01

Financial nowcasting金融指标预测

02

High-frequency alpha factors高频 Alpha 因子

03

Quantitative finance量化金融

02 / Selected work02 / 研究与工作

Experience经历

Research, quantitative modeling, and teaching across academic and industry settings.在学术与行业环境中从事研究、量化建模与教学工作。

Jan 2025 — May 2026

Research Assistant

The Johns Hopkins University · Baltimore, MD

Enhanced a Lasso-based model for nowcasting financial metrics by introducing new features, Sparse-Group Lasso regularization, and mixed-frequency regression techniques.改进基于 Lasso 的金融指标预测模型,引入新特征、Sparse-Group Lasso 正则化与混频回归方法。

Aug 2023 — Apr 2024

Quantitative Researcher

KSquant · Beijing, China

Researched high-frequency alpha factors using daily, minute, and tick data; applied PyTorch models and GPU-accelerated computation.基于日频、分钟与逐笔数据开展高频 Alpha 因子研究,并应用 PyTorch 模型与 GPU 加速计算。

60+factors mined & cataloged挖掘并整理因子
20+factors identified with ML通过机器学习发现因子
50%faster factor computation因子计算提速
Mar — May 2026

Teaching Assistant · Machine Learning for Finance

The Johns Hopkins University · Baltimore, MD
Jan — May 2026

Teaching Assistant · Numerical Methods for Quantitative Finance

Johns Hopkins Whiting School of Engineering · Baltimore, MD

Supported graduate students in stochastic modeling, numerical algorithms, and Python-based implementation.协助研究生学习随机建模、数值算法与 Python 实现。

Jan — Feb 2022

Quantitative Analyst Intern

Huaxia Shunyuan Investment Management Co · Beijing, China

Analyzed company, product, and market information for auto-parts manufacturers; developed a linear factor model for equity-investment decisions in the clean-energy vehicle industry.分析汽车零部件制造商的企业、产品与市场信息;为清洁能源汽车行业的股票投资决策开发线性因子模型。

03 / Background03 / 学术背景

Education教育背景

Training in financial mathematics and computer science.金融数学与计算机科学专业训练。

M.S. · Financial Mathematics
The Johns Hopkins University
Aug 2024 — May 2026
B.Eng. · Computer Science
Beijing Jiaotong University
Sep 2020 — Jun 2024
04 / Toolkit04 / 技能

Selected
skills
专业
技能

Stochastic ModelingDerivativesAgentic AI Development