Xu is currently studying for his M.S. in Financial Engineering in New York University. He will graduate in May 2017. He discovered strong passion and interest to big data when he studied financial models in the school. He used both Black-Scholes assumptions and machine learning techniques to build financial models and back-test trading strategies. He had a strong academic background with 3.9/4 GPA and also learned programming languages including C++, Python and R in both algorithm and data areas. For his latest project, he did an event-driven stock prediction model which analyzed news and predicted stock trends. From sentiments to word embeddings, then to event embeddings, he analyzed and dug news deeper. This project can be used to help predict stock trends as a supplement to time series or market data.
