About me

PhD student @HKUST 09/2019 -- current
Scientific software engineering intern @NASA 03/2017 -- 03/2018
Google summer of code student 05/2016 -- 08/2016
Undergraduate guest researcher @NIST 05/2015 -- 08/2015

I spend most of my time doing research and writing code on my favourite editor: neovim.

News and Highlights

• May 2020 - Our paper Learning Undirected Graphs in Financial Markets has hit the arXiv!
• April 2020 - riskparityportfolio 0.2.0 has been released on PYPI!
• January 2020 - I've given a talk on Risk Parity Portfolios at Credit Suisse as part of the Hong Kong Machine Learning meetup!
• October 2019 - spectralGraphTopology 0.2.0 has been released on CRAN!
• October 2019 - riskParityPortfolio 0.2.1 has been released on CRAN!
• September 2019 - I've started my PhD in Computer Engineering at The Hong Kong University of Science and Technology, under the supervision of Prof Daniel Palomar.
• September 2019 - Our paper on "Structured Graph Learning via Spectral Constraints" has been accepted to NeurIPS 2019!
• August 2019 - riskParityPortfolio 0.2.0 has been released on CRAN!
• August 2019 - riskparity.py 0.1.0 has been released on PYPI!
• May 2019 - spectralGraphTopology 0.1.x has been released on CRAN!
• March 2019 - I've accepted the role of Project Mentor for the Machine Learning Engineer Nanodegree at Udacity!