2013级博士生

Email: fengyl.13@sem.tsinghua.edu.cn

教育背景：

2013 - 至今 清华大学经济管理学院 博士研究生

2015 - 2016 斯坦福大学统计系     访问学者

2009 - 2013 清华大学工程物理系   工学学士

研究成果：

（1）期刊发表：

Feng, Frank Y., Michael R. Powers, Ruian Xiao, and Lin Zhao. "Berry- Esseen Bounds for Compound-Poisson Loss Percentiles." Scandinavian Actuarial Journal (2016): 1-16.

（2）会议论文：

·  世界金融大会，2016年7月，美国纽约

·  第六届金融、保险、概率、统计研讨会（美国数理统计学会主办），2016年7月，加拿大埃德蒙顿

·  第二届清华-北大，斯坦福数量金融会议，2015年5月，中国北京

（3）译著

· 《量化交易：算法、分析、数据、方法、优化》，高等教育出版社，2017年即将出版。原著：Xin Guo, Tze Leung Lai, Howard Shek and Po- Shing Wong, "Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization," Chapman & Hall, 2017

 Education

2013 - Present     Ph.D. Candidate in Finance  School of Economics and Management, Tsinghua University

2015 - 2016          Visiting Student Researcher in Statistics  Department of Statistics, Stanford University

2009 - 2013          Bachelor of Engineering  Department of Engineering Physics, Tsinghua University

Publication

· Feng, Frank Y., Michael R. Powers, Ruian Xiao, and Lin Zhao. "Berry- Esseen Bounds for Compound-Poisson Loss Percentiles." Scandinavian Actuarial Journal (2016): 1-16.

Conferences

· World Finance Conference, July 2016, New York, USA

· 6th IMS-FIPS (Institute of Mathematics Statistics; Finance, Insurance, Probability and Statistics) Workshop, July 2016, Edmonton, Canada

· Tsinghua-Peking-Stanford Conference in Quantitative Finance, May 2015, Beijing, China

Book Translation

· Feng, Frank Y., "Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization" (in Chinese), Higher Education Press, 2017 (Expected) Original English Version: Xin Guo, Tze Leung Lai, Howard Shek and Po- Shing Wong, "Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization," Chapman & Hall, 2017