About Me

Quantitative Analyst with 5-year+ work experience. My research interests focus on machine learning (especially, deep learning) and its application on asset allocation, risk management, and trading.

クオンツアナリストの実務経験5年以上。 計量的分析やディープラーニングのような最新手法を使って、最先端の投資技術で実用化に向けた研究開発が進んでいる。

Language Skills
Chinese (native)
English (GRE V:156 Q:168 Total:324)
Japanese (JLPT N1)

Contact Details

YU-CEN LIN (林 昱岑 リン ユチェン)
d1210182010@gmail.com

Download Resume

Experience

Gamma Paradigm

Quantitative Analyst• March 2016 - Present

  • Over three years of quantitative analysis and research experience in investment and risk management
  • Engaged in works on hedge fund
  • Participated in the development of mobile platform for backtesting and real-time stock quotes using AWS

JIH SUN Securities Investment Consulting

Junior Trader Intern• October 2015 - February 2016

  • Won first prize (out of 18 teams) in the 3-month trading competition by designing a quantitative trading strategy based on SVM algorithm with custom kernel

Trading Valley

Summer Back-End Engineer• July 2014 - Augest 2014

  • Analyzed and manipulated financial and economic data
  • Database maintenance

Education

The University of Tokyo

Special Auditor in Technology Management for Innovation (TMI)• September 2018 - September 2019

Currently working in the Matsuo Lab



National Chiao Tung University

M.Sc in Information Management• September 2016 - March 2018

Working closely with Prof. Chen, An-Pin at NCTU Fintech Innovation Research Center, I conducted research focus on the application of deep learning in portfolio selection and analysis of investor behavior.

National Chiao Tung University

B.Sc in Information and Finance Management• September 2013 - June 2016

I majored in financial engineering and computer science and graduated with overall GPA 4.07/4.30 and multiple academic scholarships.

Publications

  • [1]

    Lin, Y. 2018. Multi-agent Based Deep Reinforcement Learning for Risk-shifting Portfolio Management. Master's Thesis of Institute of Information Management. Hsinchu: National Chiao Tung University, 68 pp..

    [2]

    Lin, et al. (2017, Nov 24). Stock Selection Framework Using Fundamental Analysis & Deep Learning. Paper presented at the 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management: Singapore.