Jun

Jun Lu is a machine learning and Alpha researcher, where he works on research and engineering problems in machine learning for quantitative finance (graphs / networks, financial data, etc). Jun Lu's research interest also includes problems in Math: linear algebra, calculus, numerical complexity, matrix decomposition;  Applied Math: stochastic optimization, optimization, MCMC / Bayesian inference models, numerical optimization;  ML: probabilistic / nonparametric ML, neural networks, network morphism, linear models, interpretable machine learning & artificial intelligence;  Engineering: financial data, volatility forecasting, quantitative strategies.