Taipei City, Taiwan
九月 2020 - Present
Multiperiod Corporate Default Prediction
Importance Sampling in Reinforcement Learning
Team leader, Recommendation Algorithms for KKStream
七月 2019 - 二月 2020
八月 2018 - 四月 2019
七月 2013 - 一月 2016
Developed over 20 rule-based trading strategies on TX and Forex and evaluated each strategy in return over maximum drawdown.
2018 - 2020
Thesis: Risk-based Reward Shaping Reinforcement Learning for Optimal Trading Execution
Courses:
2012 - 2016