Areas of Focus
- Financial Mathematics
- Financial Engineering
- Machine Learning in Finance and Technology
- Behavioral Finance
- Adaptive Market Theory
Work Experience
- 2021-present - Peking University, School of Mathematical Sciences - Assistant Professor, Researcher
- 2017-2021 - Google - Data Scientist
- 2015-2021 - MIT Laboratory for Financial Engineering - Research Affiliate
Academic Background & Achievements
- 2011-2015 PhD in Applied Mathematics: Massachusetts Institute of Technology
- 2007-2011 Bachelor in Mathematics and Applied Mathematics, Economics (Double Degree): Peking University
Publications
- The Origin of Risk Aversion, R Zhang, TJ Brennan, AW Lo, 2014
- The Growth of Relative Wealth and the Kelly Criterion, AW Lo, HA Orr, R Zhang, 2018
- Biological Economics, AW Lo, R Zhang, 2018
- Recurrent Collaborative Filtering for Unifying General and Sequential Recommender, D Dong, X Zheng, R Zhang, Y Wang, 2018
- The Evolutionary Origin of Bayesian Heuristics and Finite Memory, AW Lo, R Zhang, 2021
