Jiamu
Chen陈佳木
Quantitative Researcher量化研究员
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。
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。
High-frequency alpha factors高频 Alpha 因子
Quantitative finance量化金融
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。
Research Assistant
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。
Quantitative Researcher
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。
Teaching Assistant · Machine Learning for Finance
Teaching Assistant · Numerical Methods for Quantitative Finance
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。
Quantitative Analyst Intern
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。
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。