Next-generation researcher and engineer in machine learning and its applications
Research Interests: Machine learning, financial technology, control system and engineering
Projects Highlights: AI/ML – AutoT2T, sentiment analysis for business insights using NLP techniques (the only NYU Courant Computer Science Master's Thesis Prize 2022 winner) / AlphaMLDigger, two-phrase ML method for excess return discovery; HCI – EyeCatching, open-source eye tracking tool; Healthcare – Postlytics, a wearable patch to help reduce hospital overcrowding
Industry Experience: Quantitative Researcher (AI track) Intern at Alpha2Fund (2020), MX Capital (2020), Huatai Securities (2021); Software Engineering and Data Analytics team lead at Postlytics (start-up seed-funded by Royal Academy of Engineering, 2020 – 2022)
Activities: Been selected as one of 300 next-gen representatives worldwide to the Global Grand Challenges Summit 2019; IEEE Conference and Journal Reviewer; Visiting Student at Cambridge University (2018); Research Assistant at Harvard University (2019), Cornell University (2021), New York University (2022)
M.S. in Information Systems, Sep. 2020 – May 2022
New York University (NYU), New York, NY, USA
Thesis: AutoT2T: Automatic Sentiment Analysis for Investment Insights from Text to Trading
Co-advisors: Prof. Jean-Claude Franchitti & Prof. Kyunghyun Cho
GPA: 3.923 / 4.0
B.Econ. in Finance and Banking (FinTech), Sep. 2016 – Jul. 2020
Northeastern University (NEU), Shenyang, China
Minor: Software Engineering
Thesis: Application of Target-Dependent Fine-Grained Text Sentiment Analysis in the Stock Investment
Advisor: Prof. Xintian Zhuang
Average Grade (major): 91.9 / 100, Rank: 1 / 408; Average Grade (minor): 96.3 / 100
Graduate Student Assistant M&T, Feb. 2022 – May. 2022
New York University, Ithaca, NY, USA
Assisted Management and Technology group in building software for eye-catching and automatic data visualization enhancement
Research Assistant, Jul. 2021 – Feb. 2022
Cornell University, Ithaca, NY, USA
Investigated managerial decisions in different objective period using Model-based Reinforcement Learningand Inverse Reinforcement Learning
Research Assistant, Jul. 2019 – Aug. 2019
Harvard University, Boston, MA, USA
Used a vector auto regression model to analyze the fundamental impact factors of marginal productivity, on Tobin Q with a panel data of listed companies in China
Visiting Student, Jan. 2018 – Feb. 2018
Cambridge University, Cambridge, UK
Analyzed the current status of mobile payments in China and the UK; used Python for data mining and then explained the reasons for differences between the two countries
Graduate Co-op Information Technology Project, Jun. 2021 – Sep. 2021
Citibank, Department of Rates Trading, New York, NY, USA
Automated 24 × 7 trading competition platform to collect the code of the contestants, enable them to run simultaneously on the platform, store the trading performance in kdb+, calculate the score, and transfer thefinal result to the front-end interface
Quantitative Research Assistant Intern, Dec. 2020 – Apr. 2021
Huatai Securities Co., Ltd, Credit Analysis and Management System R&D Center, Remote
Research and development related to bond quantitative strategies; improved the ability to collect financial data and built automated systems for trading and risk management
Quantitative Researcher (AI) Intern, Sep. 2020 – Nov. 2020
MX Capital, Department of Trading and Research, Shanghai, China
Built high-frequency trading strategy with Sharp 10 and win rate 0.72; applied big data to build a data-driven model, and improved the performance of the model through real trading
Quantitative Researcher (AI) Intern, Jun. 2020 – Aug. 2020
Alpha2Fund, Department of Trading and Research, Beijing, China
Conducted python-based data analysis; used PyTorch to build data-driven models, e.g. LSTM; improved the information correlation by 5% compared to the baseline
Undergraduate Co-op Project, Jul. 2019 – Sep. 2019
Zero2IPO Group Co., Ltd, Department of Deal Market, Remote
Conducted data analysis, stock price forecasting, and value discovery, based on the historical information of the stock market of the science and technology board, the overall stock market performance, etc.
Software Engineering and Data Analysis Team Lead, Oct. 2020 – Feb. 2022
Postlytics (Seed-Funded by Royal Academy of Engineering), Remote
Responsible for project management and development, including UI design, web development, data analysisand visualization, model establishment and evaluation, etc.
Shen, J., Yuan, Z., & Jin, Y. (2022). AlphaMLDigger: A Novel Machine Learning Solution to Explore Excess Return on Investment. arXiv preprint arXiv:2206.11072
Built the models and wrote the paper
Shen, J., Franchitti, J. (2022). AutoT2T: Automatic Sentiment Analysis for Investment Insights from Text to Trading (under review)
Built the models and wrote the paper
Shen, J., Mo, Y., Plimpton, C., & Basaran, M. K. (2022). AI in Asset Management and Rebellion Research. arXiv preprint arXiv:2206.14876
Conducted the interview with Rebellion's CEO and wrote the History, AI Technologies in Asset Management, Competition in AI Asset Management, Rebellion’s Next Move
Fortino, A., Shen, J. (2022) Eyecatching: An Eye-Tracking Tool to Improve Data Visuals. 53rd Annual Conference of the Decision Sciences Institute.
Built the model and wrote the methodology part
Liu, Z., Li, L., Fang, X., Qi, W., Shen, J., Zhou, H., & Zhang, Y. (2021). Hard-rock tunnel lithology prediction with TBM construction big data using a global-attention-mechanism-based LSTM network. Automation in Construction, 125, 103647.
Wrote the methodology part and edited the paper
Team Leader, Sep. 2019
Global Grand Challenges Summit, London, UK
Served as the team leader in the Student Collab with students from different cultural and linguistic backgrounds and brainstormed the project "Glasses for Classes: Hands-Free Augment Reality Glasses and Sensory Gloves for Individualized Learning in the Special Day Classes"
Team Leader, Jan. 2019
Tsinghua Quantitative Investment Research Center-Quantitative Investment Practice Camp, Shenzhen, China
Selected Alpha 191 as the feature, used PCA to reduce dimension, and trained the artificial neural network strategy with an accuracy rate and AUC of more than 90% on the test set; won first prize
Team Leader, Aug. 2018
Amplify Trading, Financial Analyst Workshop, London, UK
Applied behavioral economics and game theory to conduct emulated transactions and led the team in the trading competition, ranked first with a 24-minute net profit of $634,503
Editor, Jul. 2020 – Present
Rebellion Research
Member, Sep. 2021 – Present
NYU Women in Computing
Campus Ambassador (Outstanding Award), Feb. 2021 – May 2021
Tencent
Go Local Cohort Leader, Sep. 2020 – May 2021
New York University
President, Sep. 2018 – Jul 2020
Machine Learning Society, NEU
Chairman of Department of Studies, Sep. 2016 – Jul 2018
Student Union of School of Business Administration, NEU
Conference and Journal Reviewer
IEEE International Conference on Machine Learning and Applications (ICMLA) 2021
IEEE Transactions on Computational Social Systems
Neural Networks and Deep Learning, deeplearning.ai, Coursera (2018)
Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization,deeplearning.ai, Coursera (2018)
Inside the Market, London Stock Exchange Group (2018)
University Talent Training, Dalian Commodity Exchange & Bohai Futures (2018)
National Undergraduate Training for Innovation and Entrepreneurship (2017 – 2018)
Outstanding Graduate of Liaoning Province (2020)
First Class Scholarship of Northeastern University Education Construction Fund (2019, the only award outof 408 students)
Innovation Award of National Artificial Intelligence Competition (2019)
Honorable Award of Mathematical Contest In Modeling (2019), held by the Consortium for Mathematicsand Its Application
First Place Award of TBM Parameter Data Sharing and Machine Learning Competition (2019)
First Place Award of Tsinghua QTC Quantitative Trading Camp (2019)
First Prize of Amplify Trading Competition (2018)
National Scholarship (2017 & 2018, top 2%)
Excellent Student of Northeastern University (2017 & 2018, top 2%)
First Class Scholarship of Outstanding Students of Northeastern University (2017 & 2018, top 5%)
English: Professional Proficiency
Chinese: Native
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