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 – Present)

• 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 – Present

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 – Present

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 – Present

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)

• Avigator in Career Development and Employment Guidance of Northeastern University (2020)

• 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