Yanwu Gu

Ph.D. Student in Department of Mathematics, HKUST

B.S. in Data Science, USTC, Hefei, China

yanwu.gu@connect.ust.hk

Biography

Yanwu Gu is a Ph.D. student in the Mathematics Department at the Hong Kong University of Science and Technology (HKUST). His research focuses on the application and methdology of statistical learning, semi-supervised learning. Currently, Yanwu is developing algorithms and models for difference practical problems with the power of the combination of data, SOTA machine learning algorihtm and statistical tools.

Resume Yanwu Gu (published).pdf

About me & Resume

Yanwu Gu is a PhD student in Mathematics at the Hong Kong University of Science and Technology (HKUST), supported by the prestigious Hong Kong PhD Fellowship Scheme (HKPFS). His research focuses on statistical inference, statistical learning, semi-supervised learning, variable selection, and causal inference.

He holds a Bachelor’s degree in Data Science and Big Data Technology from the University of Science and Technology of China (USTC), where he graduated with a high GPA and received numerous honors, including the Guo Moruo Scholarship—the highest honor for USTC undergraduates.

Yanwu has experience as a Machine Learning Researcher in quantitative trading and Quantitative Researcher in financial markets. He mainly focus on the construction of trustworthy trading algorithms and strategies.

Publications

Gu Y, Xia D. Local Prediction-Powered Inference[J]. arXiv preprint arXiv:2409.18321, 2024.

Research Experience

Anhui Province Key Laboratory of Contemporary Logistics and Supply Chain (AKL-CLaS) of USTC Sep. 2021 – June 2022

Undergraduate Researcher (Advisor: Prof. Yugang Yu & Dr. Libo Sun)

Cross-border E-commerce Dual-channel Fulfillment Using the Theory of Optimal Stopping

Conducted extensive literature reviews on optimal stopping applications.
Applied modified optimal stopping structures to model and determine optimal test termination times, driving improved fulfillment strategies.
Analyzed real-world data and conducted numerical experiments using Python to validate the model.
Explored model properties and generalized findings to broader applications.

Summer Research Program organized by Department of Mathematics of HKUST Jun. 2022 – Aug. 2022

Role: Researcher (Advisor: Prof. Dong XIA)

- Explored multiple approaches in online algorithms to enhance computational efficiency.
- Reproduced sparse online learning algorithms and validated regret bounds.

Remote Research Program in UC, Berkeley Apr. 2022 – Aug. 2022

Role: Researcher (Advisor: Prof Luyi Yang, Haas, University of Berkeley)

- Researched existing business challenges and provided actionable insights.
- Solved complex tasks by applying machine learning techniques to accurately predict outcomes, including data preprocessing, model training and result visualization.

Awards

Hong Kong Ph.D. Fellowship Scheme Sep. 2023 - present
Guo Moruo Scholarship (The highest honor for undergraduates of USTC) Dec. 2022
National Scholarship Dec. 2022
Scholarship granted by China National Petroleum Corporation Dec. 2021
Scholarship granted by NIO Dec. 2021
First prize in the 12nd Chinese Mathematics Competitions Oct. 2020

Teaching Assistant

At HKUST

24 Fall: MSDM 5054 Statistical, MATH 3427 Bayesian Statistics
24 Spring: MATH 3424 Regression Analysis

At USTC

22 Fall: Machine Learning
22 Spring: Computational Method
21 Fall: Probablity Theory and Mathematical Statistics, Discrete Mathematics

Leadership

President, Cycling Association of USTC Sep. 2021 – Aug. 2022

Responsible for the organization of daily and weekly activities and training athletes for varsity

Five-Star Volunteer of USTC Dec. 2021

This honor is awarded to the Top 10 out of more than 20,000 students per year