Luming Chen

Luming Chen Email and Phone Number

Assistant Professor in Finance @ Southern University of Science & Technology
Shenzhen, Guangdong Province, CN
Luming Chen's Location
Shenzhen, Guangdong, China, China
About Luming Chen

Quantitative researcher working on fixed income securities, bond fund & money market fund portfolio construction, index rebalancing, machine learning applications in large financial datasets. Previously a bond trader.

Luming Chen's Current Company Details
Southern University of Science & Technology

Southern University Of Science & Technology

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Assistant Professor in Finance
Shenzhen, Guangdong Province, CN
Luming Chen Work Experience Details
  • Southern University Of Science & Technology
    Assistant Professor In Finance
    Southern University Of Science & Technology
    Shenzhen, Guangdong Province, Cn
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  • Southern University Of Science & Technology
    Assistant Professor In Finance
    Southern University Of Science & Technology Jul 2021 - Present
    Shenzhen, Guangdong, China
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  • Research Affiliates
    Quantitative Research Intern
    Research Affiliates Jun 2019 - Sep 2019
    Newport Beach, Ca
    Alternatives Investment Group. • Built machine learning algorithms to research possible investment opportunities in 24 commodity indices, covering Grains, Livestock, Energy, Industrial Metal and Precious Metal.• Constructed tradable factors based on K-means/Affinity Propagation/Dynamic Time Warping cluster results.• Implemented modified carry/value/momentum/time-series momentum strategies to further refine the backtests.• Achieved superior total return and sharpe ratio with this new machine-learned investment strategy, compared with traditional cross-sectional/time-series strategies.• Presented the strategy and investment results to the Investment Committee in a research seminar.
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Luming Chen Education Details

Frequently Asked Questions about Luming Chen

What company does Luming Chen work for?

Luming Chen works for Southern University Of Science & Technology

What is Luming Chen's role at the current company?

Luming Chen's current role is Assistant Professor in Finance.

What schools did Luming Chen attend?

Luming Chen attended University Of California, Irvine - The Paul Merage School Of Business, Peking University, Nankai University.

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