About
I am a Master of Philosophy student at the Department of Computer Science, University of Sydney, advised by Prof. Josiah Poon and Prof. Matloob Khushi. My research focuses on Time Series Forecasting, Quantitative Finance and AI for Finance.
Prior to that, I worked as a research analyst at Xiao Jing's financial consulting firm, which has a McKinsey background, for two years, and then worked at Junyi Fund for two years in investment, managing assets up to 278 million RMB.
I am currently a Micro-Master's student in Statistics and Data Science at MIT.
Research Interests
- Time Series Forecasting
- AI for Finance
- Machine Learning
- Large Language Models
News
One paper is currently under review at SIGKDD 2026! 🎉
Completed the WORLDQUANT University Applied Data Science Lab project.
Completed the JPMorgan quantitative research project.
Education
University of Sydney
MPhil. in Computer Science
Advisor: Prof. Josiah Poon and Prof. Matloob Khushi
GPA: 92/100
Massachusetts Institute of Technology (MIT)
MicroMasters in Statistics and Data Science
Advisor: Prof. John Tsitsikilis, Prof. Patrick Jaillet, Prof. Dimitri Bertsekas, Prof. Philippe Rigollet
University of New South Wales, Sydney
Master of Information Technology in AI and Data Science
Grade: 82/100 D. /Computer Networks: 86 HD; /Deep Learning and Neural Networks: 78 D
Chongqing University of Posts and Telecommunications
Bachelor's Degree of Communication Engineering
Experience
Beijing Junyi Private Equity Fund Management Co., Ltd.
Researcher / Investment Manager
Managed 17 products (maximum assets under management of 278 million CNY). Generated total investment returns of 16.204126 million CNY for the company.
The founder from McKinsey & Company, ranning a financial consultant and a WeChat Social Media with 300,000 followers. My research covers domestic and international macroeconomic and commodity industry information and data, providing investment research analysis to members (individuals & institutions). During the work period, I produced over 400 daily macro reports and over 50 weekly analysis reports, generating revenue of 2.4 million CNY.
Publications
An Effective Cryptocurrency Price Forecasting Model
SIGKDD 2026Yu Peng, Josiah Poon, Matloob Khushi
Projects
WORLDQUANT Applied Data Science Lab
I have completed eight end-to-end, applied data science projects. In each project, you've explored and cleaned data, created functions and ETL pipelines to prepare training sets, built machine learning models for supervised and unsupervised learning tasks, and created visualizations to explain data characteristics and model predictions for non-technical audiences.
JPMorgan Chase & Co. Quantitative Research Experience Program
1. Completed a simulation focused on quantitative research methods
2. Analyzed a book of loans to estimate a customer's probability of default
3. Used dynamic programming to convert FICO scores into categorical data to predict defaults
Skills
Programming
ML / AI
Applied Data Science
Awards & Honors
The 6th Susquehanna Algorithmic Trading Competition (54/300)
Susquehanna & UNSW Fintech
The 2nd “Qianlong Cup” Private Equity Investment Competition：6th place in the year/2nd place in the month in 4000 products
CITIC Capital
The Third “ShenChengLunJian” Competition: Annual Outstanding Private Placement Product Award
XinHu Futures
Discovery Cup Internet Marketing Competition Second Prize in Western Region
Ministry of Industry and Information Technology Education and Examination Center
All-Round Excellence Student at the district level in Tianjin (Top 1%, 3/270)
Tianjin Municipal Education Department