Tsinghua-HKUST
Digital Economy Expert Perspectives (DEEP)
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Dr. Danny Sun, Pengcheng Lab
Optimal Market Making in the Chinese Stock Market: Dr. Sun will provide insights into the impact of various market conditions and risks on market making. He will also discuss how those insights can inform effective market-making strategies and policies.
Time & Location
28 Jul 2023, 10:00 am
Zoom (ID: 960 6275 0666, Password: 551380)
About the Speaker
Please join the talk here: https://hkust.zoom.us/j/96062750666?pwd=RThWc2F5Y0s0WDJUUmdHaGpOTTZNdz09.
Dr. Sun got his MS degree in Department of Mechanics at Peking University with his research focus on the cardiovascular interaction mechanics and simulator. He received his Ph.D. degree in Columbia University on articular cartilage biomechanics and biomedical engineering. Awarded the distinguished postdoctoral fellowship by Department of Biomedical Engineering at Johns Hopkins University, Dr. Sun carried out in Departments of Biomedical Engineering and Orthopaedic Surgery his intervertebral disk (IVD) biomedical engineering research.
Dr. Sun joined the financial field and has been carrying out the research and practice in quantitative finance near two decades, in SwissRe Capital Management and Advisory, Citigroup Securities and Markets, UBS Investment Bank and Deutsche Bank Investment Bank in New York tri-state area, and later as the Chief Investment Officer of Quantitative and Derivatives Investment and the Portfolio Manager in Ping-An Fund Company in Shenzhen. China.
Currently, Dr. Sun is a full-professorship researcher in Department of Math and Theory at Pengcheng Lab, with his major research interest in market microstructure, AI for Finance digital twins and financial exchange simulator (Financial Wind Tunnle).
Dr. Sun is a member of the FinTech and Algorithm sub-committee in China Society for Industry and Mathematics, and worked as an adjunct professor and/or industry advisor in universities such as Tsinghua University (Shenzhen), Chinese University of Hongkong/Shenzhen Finance Institute, and The Hong Kong University of Science and Technology.
Dr. Sun was awarded the national award for senior foreign researchers in 2021.