CV

Ph.D., Applied mathematics (2010-2013)

• Télécom ParisTech, Paris, France

• Thesis title : Rare event detection in high frequency data and its application in algorithmic trading

• Advisors: Prof. Eric Moulines (Télécom ParisTech) and Prof. Fr.ed.eric Abergel (Ecole Centrale Paris, Chair of Quantitative Finance)

• Defended on November 26, 2013, with highest honors (mention tr.es honorable)

M.Sc., Market .finance (2008-2010)

• ENSAE ParisTech, Paris, France

Engineering Degree, Applied mathematics (2005-2008)

• Ecole Polytechnique, Palaiseau, France

Second degree, Finance (2003-2005)

• Fudan University, Shanghai, China

B.Sc., Electronic engineering (2002-2005)

• Tongji University, Shanghai, China