Biography

Hi, welcome to my homepage. I am currently a Principal AI scientist at Keystone AI where I lead a small team building cutting-edge AI-driven prediction and decision science for real-world business operations. Before joining Keystone, I was a Senior AI/ML Scientist in Forecasting Science team of Supply Chain Optimization Technology at Amazon, where I lead the team’s AI research and deployment of large-scale deep learning models for direct revenue-impacting supply chain demand forecasting. I started my career at Bloomberg as a quantitative analyst developing Cross-Asset Derivative Pricing products and also worked for Equity Option Trading desk at Morgan Stanley. I got my Ph.D. from Applied Math and Statistics Department of Johns Hopkins University.

I am a passionate researcher, builder and practitioner of real-world AI/ML models for problems such as Supply Chain Optimization and Quantitative Trading. My current research interests include

  • Deep Learning architecture innovations for time series forecasting
  • Time series foundation models
  • Multimodal forecaster with LLM and time series

Publications

Talks

  • Multi-horizon Time Series Forecasting with Retrieval Augmentation
    Bloomberg Quant Seminar, Oct. 2022
    Bloomberg Quant Seminar is a premier seminar series that takes place in New York and covers a wide range of topics in quantitative finance and technology, chaired by Bruno Dupire, head of Quantitative Research at Bloomberg LP.