dst 20191210 pfzhao

Dr. Eric Pengfei ZHAO
Assistant Professor of Financial Mathematics
Division of Science and Technology
office: T3-502-R20

Ph.D. in Computer Science and Engineering, Hong Kong University of Science and Technology
M.Sc. in Information Technology, Hong Kong University of Science and Technology
B.Eng. in Software Engineering, Beijing Institute of Technology

Research Interests

Quantitative Trading
Recommendation System
Information Retrieval

Current Teaching

Calculus II
Data Structure (for FM Students)

Selected Publications
  • P. Zhao, P. and D. Lee, How much novelty is relevant? It depends on your curiosity, Proc. of SIGIR Conference, Pisa, Italy 2016, pp. 315-324.
  • P. Zhao, K. Leung, and D. Lee, Continuous Topically Related Queries Grouping and its Application on Interest Identification, Proc. of DASFAA Conference, Wuhan, China, 2013, pp. 224—238.
Grants and Projects
  • 2017 广东省高等教育教学研究和改革项目, Project Name: 利用Jupyter服务提升编程相关课程的教学效率, Role: Principle Investigator (2018.01-2019.01).
  • 2017 广东省应用型人才培养课程建设项目建设任务书, Project Name: 模拟量化交易工作坊, Role: Co-Investigator.
  • 2016-2017 UIC Internal Research Grant, Project Name: Unification of Intra-list and Temporal Diversity in Recommendation System, Role: Principle Investigator.