姓名:孙晓波 | 性别:男 | |
籍贯:湖北武汉 | 民族:汉 | |
所在系:数理与金融统计系 | 教研室:金融统计 | |
是否博导:否 | 是否硕导:是 | |
职称:年薪制副教授 | 现任职务: | |
电子邮箱:xsun@zuel.edu.cn |
讲授课程:
计量经济学,大数据案例分析,金融量化投资,机器学习
研究方向:
1. 股票期货期权日内高频算法交易,以及alpha-driven/smart-beta 相关的统计套利的研究。包括通过统计或者机器学习模型对金融产品短期市场价格和波动率预测,订单量对市场冲击力研究(market impact),日内市场价格及交易量预测。还包括对多种交易算法的实证研究比如VWAP, TWAP, Implementation Shortfall.
2. 机器学习,包括统计学习,计算机视觉算法,自然语言处理等在生物医学信息学数据方面的应用。
社会职务:九州算法(Sinoalgo Fintech)金融科技公司共同创始人兼量化交易研究部主管(Partner & Head of Quantitative Trading Research)
个人简历(教育背景、工作经历等):
1) 武汉大学生命科学学院理学学士
2) 埃默里大学生物医学硕士
3) 乔治亚理工量化与计算金融硕士
4) 埃默里大学计算机科学博士
5) 2015.6-2016.6, Associate, Risk and Quantitative Solution Group, SAS Institute, Cary, North Carolina, U.S.
6) 2017.6-2020.9, Assistant Vice President, Electronic Equity Trading, eFICC, Barclays Capital, New York City, New York, U.S.
科学研究:
· Deng, T., Chen, S., Zhang, Y., Xu, Y., Feng, D., Wu, H., Sun, X#. A cofunctional grouping-based approach for non-redundant feature gene selection in unannotated single-cell RNA-seq analysis. Briefings in Bioinformatics (2023): bbad042. (影响因子13.99,通讯作者和并列第一作者)
· Zheng, Z., Feng, Z., Zhang, D., Sun, X., Dong, D., Luo, Y., Feng, D. Does self-medication reduce medical expenditure among the middle-aged and elderly population? A four-wave longitudinal study in China. Frontiers in Public Health, 10, p.5275 (2023). (影响因子6.46)
· Sun, X., Lin, X., Li, Z., Wu, H#. A comprehensive comparison of supervised and unsupervised methods for cell type identification in single cell RNA-seq. Briefings in Bioinformatics 23(2), bbab567 (2022). (影响因子13.99,第一作者)
· Huang, Y*., Sun, X*#., Jiang, H., Yu, S., Robins, C., Armstrong, M., Li, R., Mei, Z., Shi, X., Gerasimov, E.S., De Jager, L.P., Bennett, D.A., Wingo, A.P., Jin, P., Wingo, T.S.#, Qin, Z.S#. A machine learning approach to brain epigenetic analysis reveals kinases associated with Alzheimer’s disease. Nat Commun 12, 4472 (2021). (影响因子12.12,第一通讯作者和并列第一作者)
· Sun, X., Pittard, W.S., Xu, T., Chen, L., Zwick, M.E., Jiang, X., Wang, F#., Qin, Z.S#. Omicseq: a web-based search engine for exploring omics datasets. Nucleic Acids Research 2017: 45(W1), W445-W452. (影响因子10.16,第一作者)
· Sun, X., Gao, J., Jin, P., Eng, C., Burchard, E.G., Beaty, T.H., Ruczinski, I., Mathias, R.A., Barnes, K., Wang, F#., Qin, Z.S#., CAAPA consortium. Optimized distributed systems achieve significant performance improvement on sorted merging of massive VCF files. GigaScience 2018:giy052-giy052. (影响因子7.31,第一作者)
· Sun, X., Wang, F#., Qin, Z#. High Performance Merging of Massive Data from Genome-Wide Association Studies. VLDB(CCF-A), DMAH Proceedings 2017.(CCF-A,第一作者)
· Yang, S., Chang, R., Yang, H., Zhao, T., Hong, Y., Kong, H.E., Sun, X., Qin, Z., Jin, P., Li, S. and Li, X.J#. CRISPR/Cas9-mediated gene editing ameliorates neurotoxicity in mouse model of Huntington’s disease. The Journal of clinical investigation, 127(7), pp.2719-2724 (2017). (影响因子13.52)
· Yang, H., Grossniklaus#, H.E., Zhang, Q., Hu, D.N., Li, Y. and Sun, X. Alteration In Gene Expression Profile Related To Tumorgenicity In Human Uveal Melanoma. Investigative Ophthalmology & Visual Science, 53(14), pp.3391-3391 (2012). (影响因子3.81)
科研团队
科研团队目前包括4名研究生和8名本科生,并与美国埃默里大学,MD Anderson癌症中心,中科院深圳理工大学,华中科技大学同济医学院等科研团队有着密切合作。团队学生毕业去向包括香港中文大学深圳分校数据科学院博士,新加坡南洋理工金融工程硕士等。欢迎对机器学习和量化金融有兴趣,且有一定编程能力,有着较好科研和学习态度的同学联系我xsun@zuel.edu.cn