Hi, I am a quantitative researcher at Radix Trading, based in Chicago. I was an assistant professor of statistics at the University of Michigan, Ann Arbor (UMich) from 2019 to 2022. Prior to UMich, I was a research associate at the Statistical Laboratory at the Univeristy of Cambridge, hosted by Professor Richard J. Samworth. I obtained my Ph.D. degree at the Department of Operations Research and Financial Engineering (ORFE) at Princeton University, advised by Professor Jianqing Fan. I did my undergraduate study at the Special Class of Gifted Young at the University of Science and Technology of China (USTC).
  • I joined Radix Trading as a full-time quantitative researcher. (May, 2023)
  • Congratulations to Saptarshi Roy, Yumeng Wang and Shihao Wu on winning the poster competition at UMICHSML 2022. (Oct, 2022)
  • Congratulations to Shihao Wu on receiving the outstanding first-year PhD student award at UMich! (Sep, 2022)
  • A new arXiv release (joint work with Yumeng Wang): ReBoot: Distributed statistical learning via refitting Bootstrap samples. This work studies a one-shot distributed learning algorithm based on refitting Bootstrap samples drawn from multiple local models, which we refer to ReBoot. ReBoot accommodates complicated models such as neural nets and has provably less systematic bias than model parameter averaging and its variants. (Jul, 2022)
  • Email: zzw9348ustc@gmail.com