Research Profile
University of Sydney
MPhil in Computer Science
Research-based degree · 92/100
Supervisors
Josiah Poon and Matloob Khushi
Location
Sydney, Australia
Research Focus
Current Work
Kalman Filtering x MPC Stock Trading System
Published · ICDMPhysics-Inspired Machine Learning
Under ReviewFinancial Time Series Foundation Model
Under ReviewCryptocurrency Price Forecasting
Under ReviewCryptocurrency Price Forecasting with Graph Neural Networks
Under ReviewI am a Master of Philosophy (Engineering) student in Computer Science at the University of Sydney, advised by Prof. Josiah Poon and Prof. Matloob Khushi. My long-term research focuses on financial forecasting, risk management, and quantitative decision-making. I am also interested in AI Physics, especially using physical principles to understand AI and developing physics-inspired machine learning methods that can be transferred to financial markets as complex dynamical systems.
Before that, I went to a private equity fund, where I co-founded the company's commodity futures investment research department with the investment director. At the fund, I managed RMB 278 million.
I am currently a MicroMasters student in Statistics and Data Science at MIT.
Conference · 2026
Yu Peng, Matloob Khushi, Josiah Poon
CAST introduces a cross-asset state-space trading system that combines collaborative Kalman filtering with model-predictive control for drawdown control in stock markets.
Preprint · 2026
Yu Peng, Matloob Khushi, Josiah Poon
CryptoGAT introduces a lightweight graph attention network family for cryptocurrency forecasting, including a GAT baseline and an FGAT variant for feature-enhanced market modelling.
Open-sourced Crypto Top Papers, a list of 150 crypto papers from 14 top CS conferences (2024–2026).
Joined the Program Committee of the AAAI-27 Student Abstract and Poster Program as a reviewer. 🎉
Submitted two papers to WWW 2027.
Submitted two papers to ICLR 2027.
CAST preprint is now available on arXiv.
CryptoGAT preprint is now available on arXiv.
Launched AI Paper Reviewer, an open-source LLM-based academic paper review project.
Launched Tidewater Intelligence, a financial AI agent service.
One paper is currently under review at SIGKDD 2026.
MPhil in Computer Science
Advisor: Prof. Josiah Poon and Prof. Matloob Khushi
GPA: 92/100
MicroMasters in Statistics and Data Science
Advisor: Prof. John Tsitsiklis, Prof. Patrick Jaillet, Prof. Dimitri Bertsekas, Prof. Philippe Rigollet
Master of Information Technology in AI and Data Science
Grade: 82/100 (D); Computer Networks: 86 (HD); Deep Learning and Neural Networks: 78 (D)
Bachelor's Degree in Communication Engineering
Researcher / Investment Manager
Conducted investment research and portfolio analysis for private fund operations, translating macro, sector, and market data into risk-aware investment decisions. This work now informs my research on AI-driven forecasting and financial decision-making.
Produced macroeconomic and commodity-market research for institutional and individual clients, combining data collection, industry analysis, and concise research reporting for real-world financial decision support.
Completed eight end-to-end applied data science projects, covering data cleaning, ETL pipeline design, training-set preparation, supervised and unsupervised machine learning, and visualizations for explaining data characteristics and model predictions to non-technical audiences.
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
The 6th Susquehanna Algorithmic Trading Competition (54/300)
Susquehanna & UNSW Fintech
The 2nd “Qianlong Cup” Private Equity Investment Competition: 6th overall and 2nd monthly among 4,000 products
CITIC Capital
The Third “ShenChengLunJian” Competition: Annual Outstanding Private Placement Product Award
XinHu Futures
Discovery Cup Internet Marketing Competition: Second Prize, Western Region
Ministry of Industry and Information Technology Education and Examination Center
District-Level All-Round Excellence Student in Tianjin (Top 1%, 3/270)
Tianjin Municipal Education Department