关于 yiu ki tse:
Dr. Tse holds a Ph.D. in Mathematics, he is also a certified Financial Risk Manager(FRM).
He has been in artificial intelligence and blockchain development since 2014 and 2015 respectively. He also co-designed a first-generation L2-type hybrid exchange protocol. He also built award-winning solutions in wealth management, A.I., blockchain security and insurtech.
经验
• Research and implement market making, HFT and
statistical arbitrage algorithms with Sharpe >7.
• Monitor risk and PnL.
• Built machine learning models for customer insight
with 88% accuracy, resulting in a Sharpe >11 system.
• Lead system development including database, frontend,
backend, cloud architect, backtesting engine and trading API.
教育
Doctor of Philosophy - PhD
Thesis: Wavelets method for computing finite time Gerber-Shiu function
Other topics: Monte Carlo Method for Basket Options pricing, Investment-linked Death Benefit Valuation
