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Personal Information

Zhang Ruixun
zhangruixun at pku dot edu dot cn
Chinese, English
Beijing

Academic Information

Peking University
Mathematical Sciences
  • 2011-2015 PhD in Applied Mathematics: Massachusetts Institute of Technology
  • 2007-2011 Bachelor in Mathematics and Applied Mathematics, Economics (Double Degree): Peking University
  • 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

Research

Financial Mathematics
Financial Engineering
Machine Learning in Finance and Technology
Behavioral Finance
Adaptive Market Theory
  • 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
Keywords
Quantitative Analysis Risk Management Algorithmic Trading Data Analysis Predictive Modeling Financial Theory Investment Strategies Statistical Methods Computational Finance Economic Behavior
Related Professors
Mingyao Ai - Peking University
Area of Focus
Experimental Design | Statistical Inference | Data Quality | Atmospheric Pollution | Data Analysis | Simulation Experiments | Weapon Systems | Biomedical Data | Statistical Methods | Research
Minghua Deng - Peking University
Area of Focus
Computational Biology | Biostatistics | Protein Interactions | Gene Prediction | Biomedical Informatics | Data Analysis | Molecular Biology | Genomics | Bioinformatics | Statistical Methods
Jian Ding - Peking University
Area of Focus
Probability | Statistics | Data Analysis | Mathematical Modeling | Computational Methods | Theoretical Research | Applied Mathematics | Algorithm Development | Statistical Inference | Quantitative Analysis
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