Welcome to Yifeng’s Pages

I am currently a third-year PhD student in Statistics at The University of Hongkong (HKU), supervised by Prof. Guodong Li and Dr. Aijun Zhang. Prior to HKU, I obtained my Bachelor degree from Sun Yat-sen University, supervised by Prof. Xueqin Wang.

Education

• Ph.D., Statistics, HKU, 2019.9-.

• B.Sc., Math, Sun Yat-sen University, 2015-2019.

• Visiting Undergrad, Math, UC Berkeley, 2017.

Research

• “High Dimensional Portfolio Selection with Cardinality Constraints” (Joint work with Jinhong Du and Xueqin Wang), Accepted at Journal of the American Statistical Association (JASA).
• “High-Dimensional HAR-Ito Model and Its Statistical Inference” (Joint work with Huiling Yuan and Guodong Li), In prepartion.
• “Conditional Value-at-Risk Portfolio Optimization in High Dimensions” (Joint work with Jinhong Du, Junxia You and Xueqin Wang)

Manuscript & Unpublished

• “Explainable Recommendation Systems by Generalized Additive Models with Manifest and Latent Interactions” (Joint work with Yu Su, Zebin Yang and Aijun Zhang)
• “Robust log-optimal strategy with reinforcement learning” (Joint work with Xingyu Fu, Yuyan Shi and Mingwen Liu)
• “A machine learning framework for stock selection” (Joint work with Jinhong Du, Xingyu Fu, Xiuwen Duan, Tao Dong and Mingwen Liu)

Teaching Experience

Teaching Assistant (HKU)

• Business Logistics, 2019 Fall (UG course)
• Data Visulization, 2020 Spring (UG course)
• Statistical Machine Learning, 2020 Fall (UG course)
• Data Mining Techniques, 2021 Spring & 2021 Fall (Master course)
• Time Series Analysis, 2022 Spring (UG course)
• Advanced Statistical Inference, 2022 Fall (PhD course)