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Pengfei Gao

Pengfei Gao

Ph.D. Student in Computational and Mathematical Engineering, admitted Autumn 2014
Masters Student in Computational and Mathematical Engineering, admitted Autumn 2018

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I am a fourth-year PhD candidate in the ICME (Institute for Computational and Mathematical Engineering) at Stanford University. My PhD advisor is Professor Tze Leung Lai. I received my Bachelor’s degree in Mathematics and Physics (2014) from Tsinghua University.

My current research interests is AI applied in quantitative trading. To apply theory in practice, I have been prop-trading for 5 years in Chinese A-share markets. If you want to implement your strategies in Chinese markets, or need supports in developing trading ideas, please feel free to contact me.