Welcome
Lunar New Year, a.k.a. "Spring Festival," celebrates the start of spring in the Asian subtropics of the Northern Hemisphere, and also of the farming season in historically agricultural societies such as China, Korea or Vietnam, etc. 2024 is the Year of Dragon starting from Feb 10.
It hatches new hopes, beats the drum for a renewed stream of hard work, and in return promises a rich harvest in autumn.
Dragon embodies passion, strength, creativity and freedom. Wish you and your family a very healthy, prosperous and lucky New Year!
Jackie Shen earned his Ph.D. degree in Applied Mathematics from MIT in 1998, and B.S. degree in Mathematics from the University of Science and Technology of China (USTC) in 1994. He was an Assistant Professor in Applied Mathematics at UCLA from 1998 to 2000 and at the UMN from 2000 to 2007. During 2013-2014, He was an Assistant Professor for the MSFE Program at UIUC, a joint venture by the Business School and Engineering College.
Research Areas: Quant Finance, Machine Learning, and the fascinating sciences of Imaging, Vision, and Intelligence ( Visit Our Book in 2005 by SIAM). Also Ref. Google Scholar
Quant Finance: (Since 2007) Delivering Quant/Tech/ML solutions to trading, risk, and investments, mainly for Equities/Crypto Algorithmic E-Trading, Portfolio/Index Construction, Derivatives Valuation/ Risks, Economic and Regulatory Capital Frameworks, as well as Enterprise Risk Management on Market Risk, Credit Risk, and Model (Including AI/ML) Risk.
Brief Academic CV (Click Anywhere to Expand)
(For an industrial resume, please consult the LinkedIn page)
(1994-1998) MIT, Ph.D. in Applied Mathematics, on Wavelets and Signal Analysis with dear Gil
(1998-2000) UCLA, CAM Assistant Professor in Computational and Applied Mathematics
(Spring, 2000) Brown University, Visiting Scientist, Division of Applied Math. (Host: David Mumford)
(2000-2007) Univ. of Minnesota, Assistant Professor in Applied, Computational, and Industrial Math.
(Fall, 2006) TTI, Univ. of Chicago, Visiting Professor, Computer Science Institute (Host: Steve Smale)
(2013-2014) Univ. of Illinois, Assistant Professor in ISE for Master Program in Financial Engineering