Hello!
I am currently developing and researching AML/ATF solutions using AI and Machine Learning at Scotiabank.
Recent updates
[May 2023] Our paper discussing an optimization-based tail risk hedging method using put options for S&P500 is accepted and published (details). The proposed framework can also be extended to financial portfolios with multiple assets (details).
[May 2023] Our paper, proposing a self-training scheme for imbalanced slot filling tasks, has been accepted by ICASSP 2023. Details
- Applied Machine Learning, Natural Language Processing
- Operation Research
- Financial Optimization
- Data Science
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MASc in Operation Resarch, 2021
University of Toronto
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BSc in Mathematics, 2019
Beijing Normal University
Publications
Experience
- Conducting research, developing, and implementing solutions utilizing natural language processing and big data analytics to reduce false positive rates in the sanctions screening system (HotScan), ensuring audit and regulatory compliance.
- Implementing statistical, machine learning, and other quantitative methods to address specific business challenges in Anti-Money Laundering and Anti-Terrorist Financing (AML/ATF) and meeting the needs as well as initiatives of the bank.
Conducted research in financial optimization and risk management under Prof. Roy Kwon’s supervision (Financial Optimization and Risk Management FORM Laboratory).
Courses TAed include:
- MIE1624 Introduction to Data Science and Analytics
- MIE1622 Computational Finance and Risk Management
- MIE424 Optimization in Machine Learning
- MIE1621 Nonlinear Optimization
- STA457/STA2202 Time Series Analysis
- STA414/STA2104 Statistical Methods for Machine Learning II
- STA260 Probability and Statistics II
- STA302/STA1001 – Methods of Data Analysis I
- ACTB40 Fundamentals of Investment & Credit
- ESC180 Introduction to Computer Programming
Other
- Currently not holding office hours. Please contact for appointments.
- Book an appointment