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I am currently a Quantitative Researcher at Citadel Securities, Miami. I have interned at Citadel Securities in 2023 (work with deep neural networks on long-horizon equity alpha), Amplitude in 2022 (build transformer models on massive user event sequences), IQVIA ICOE in 2021 (build a system of tensor decomposition and completion methods focusing on medical data), and Tencent Ads in 2018 and 2019 (design and deploy an actor-critic model on RTB platform, a life post written in Chinese). In May 2024, I completed my Ph.D. in Computer Science at University of Illinois Urbana Champaign (UIUC). My advisor is Prof. Jimeng Sun. During Ph.D., I study tensor methods and transformers to solve real-world medical time-series problems. In July 2019, I finished my bachelor's degree at Shanghai Jiao Tong University (SJTU). I was born in a beautiful city, Shaoxing, Zhejiang and stayed there before college. [Software] I lead the [PyHealth] project 
during the second half of my Ph.D. It is a comprehensive Python package that provides unified APIs to: (i) process multi-modality public medical datasets, such as MIMIC-III, MIMIC-IV, eICU, Sleep-EDF, SHHS, MIMIC-CXR; (ii) process customized medical databases that follows standard OMOP-CDM schema; (iii) call common baseline predictive models on each modality. It is exciting that this effort has been extended to the
R world recently. |
