Quant orientated individual equipped with strong mathematical problem-solving skills and practical engineering background. Always in the pursuit of art and science.
Quantitative Finance
Professional in quant industry.
Computational Music
Enthusiast of music tech research.
Computer Engineering
Adventurer of automation, graphics, machine learning.
Quotes
Work hard for a cause, not just for a living.
What I cannot create, I do not understand.
- Richard Feynman
It (music theory) contained too much geometry for musicians, and too much music for geometers.
- Leonhard Euler
To measure is to know. If you cannot measure it, you cannot improve it.
- Lord Kelvin
What I cannot create, I do not understand.
- Richard Feynman
It (music theory) contained too much geometry for musicians, and too much music for geometers.
- Leonhard Euler
To measure is to know. If you cannot measure it, you cannot improve it.
- Lord Kelvin
What I cannot create, I do not understand.
- Richard Feynman
My Life
How many roads must a man walk down, before you call him a man?
For I must be traveling on now. 'Cause there's too many places I've got to see.
My Passion
And all this science I don't understand.
It's just my job SEVEN days a week.
Quantitative Research
Devoted to the frontier of quantitative finance: econometrics, option theory, stochastic calculus, simulation techniques, and numerical analysis.
Current:
•Commodity price simulation with instantaneous volatility
•Advanced sampling methods in Monte Carlo simulation
•Copula theory with applications in risk management and derivatives pricing
