Welcome to my site. Currently, I am doing research and investment on dynamic trading strategies, building high-performance systems for trading research platform as well as execution and its simulation. The strategies are executed by large scale on commodity futures, digital assets and derivatives in various trading markets. I am also holding a fractional faculty position in the School of Data Science, CUHKSZ, China. I was previously working at Facebook Inc. on Instagram Search, Explore and Feed for 2 years. I managed teams of engineers as well as doing some of the dev work by myself. I am one of the two founding members of Instagram New York office. Before Instagram, I was a lead engineer on Mobile Infrastructure, performance and optimization for Facebook iOS main app. In May 2013, I graduated as a PhD in the Algorithms, Combinatorics, and Optimization Program at Georgia Tech. My advisor is Professor Eric Vigoda. My PhD thesis is about the phase transition phenomena in Statistical Physics.
I did my undergraduate study at the Department of Computer Science in Shanghai Jiao Tong University from 2002 to 2006 in the ACM program directed by Professor Yong Yu. In my early years before 2003, I was devoted to programming contests.
Randomized Algorithms
Applied Probability
Phase Transitions in Statistical Physics
Social Network
Quantitative Analysis on Financial Markets
(9) Average-Case Complexity of the Min-Sum Matrix Product Problem. (Ken Fong, Minming Li, Hongyu Liang, Hao Yuan)
ISAAC 2014.
(8) Ferromagnetic Potts Model: Refined #BIS-hardness and Related Results. (A. Galanis, D. Stefankovic, E. Vigoda).
RANDOM 2014. SIAM Journal of Computing, 2016.
(7) Improved Bounds on the Phase Transition for the Hard-Core Model in 2-Dimensions. (Juan Vera, Eric Vigoda)
RANDOM 2013, SIAM Journal of Discrete Math, 2015.
(6) "Improved Mixing Condition on the Grid for Counting and Sampling Independent Sets". (Ricardo Restrepo, Jinwoo Shin, Prasad Tetali, Eric Vigoda)
Probability Theory and Related Fields, 2013. Preliminary version appears in the 52nd Annual Symposium on Foundations of Computer Science (FOCS 2011).
(5) "Improved Inapproximability Results for Counting Independent Sets in the Hard-Core Model". (Andreas Galanis, Qi Ge, Daniel Stefankovic, Eric Vigoda)
The 15th. International Workshop on Randomization and Computation (RANDOM 2011), Random Structures and Algorithms, 2013.
(4) "Phase Transition for the Glauber Dynamics for the Independent Sets on Regular Trees". (Ricardo Restrepo, Daniel Stefankovic, Juan C. Vera, Eric Vigoda)
Siam-ACM Symposium on Discrete Algorithms (SODA 2011), SIAM Journal of Discrete Math, 2013.
(3) "Phase Transition for the Mixing Time of the Glauber Dynamics for Coloring Regular Trees". (Prasad Tetali, Juan C. Vera, Eric Vigoda)
Annals of Applied Probability, 2013. Several improvements have been made in the journal version regarding to the log-Sobolev Constant. Preliminary version appears in the Siam-ACM Symposium on Discrete Algorithms 2010.
(2) "Longest Increasing Subsequences in Windows based on Canonical Antichain Partition". (Erdong Chen, Hao Yuan)
Theor. Comput. Sci. 378(3): 223-236 (2007), in Proceeding of ISAAC 2005. Best Student Paper .
(1) "Improved Algorithms for Largest Cardinality 2-Interval Pattern Problem". (Erdong Chen, Hao Yuan)
J. Comb. Optim. 13(3): 263-275 (2007), in Proceeding of ISAAC 2005. Nominated for Best Student Paper.