西南財經(jīng)大學(xué)金融學(xué)院研究生導(dǎo)師：任品 正文

Pin Ren Ph.D.

E-mail:pinren@swufe.edu.cn

辦公室：通博樓A505

 

EDUCATION

　　Ph.D. Computer Science, (2002.9-2007.6), Department of Electrical Engineering and Computer Science, Northwestern University,  Evanston,IL USA

　　Dissertation: “Data Streams and High-Dimensional Data Sets Visualization and the Applications ”

　　B.S. Computer Science,  (1998.9-2002.7), Department of Computer Science and Technology,

　　Peking University, Beijing,  China,

 

WORK EXPERIENCE

　　Associate Professor (2009.2 —present) College of Finance, Southwestern University of Finance and Economics. Chengdu, China.

　　Quantitative Analyst/Developer  (2007.7—2008.12), HBK Capital Management (large multi-strategy  US hedge fund) Dallas/New York, USA

 

RESEARCH INTERESTS

　　Finance: Quantitative Trading Strategy, High-Performance Algorithmic Trading System, Market Microstructure

　　Computer Science: Time Series and High-Dimensional Data Analysis, Data Mining, Information Visualization, Human-Computer Interaction, Computer Network Security.

 

PROJECTS (Finance Related)

　　Proprietary Trading Strategy Design (HBK): Lead the research on optimal trading and execution strategy design for Quantitative Relative Value (QRV) and Statistical Arbitrage(SA) trading desks.

　　Market Microstructure Research and Transaction Cost Analysis (HBK): Lead the research on analyzing market microstructure and modeling transaction cost for firm wide equity trading.

　　High Frequency Algorithmic Trading System (HBK): Design and implement real-time high performance algorithmic trading system for firm’s proprietary high frequency equity trading.

　　Histographs: Interactive Visualization of Complex Dataset with Graphs(NU): Designed and developed a general-purpose interactive visualization system to perform visual analysis for large and complex temporal stream datasets and high-dimensional datasets, such as NYSE stock trading data streams.

 

PUBLICATIONS

　　Refereed Journal Publication:

　　IDGraphs: Intrusion Detection and Analysis Using Stream Compositions

　　IEEE Computer Graphics and Application, special issue on Visualization for Cyber Security, March, 2006.

　　Pin Ren, Yan Gao, Zhichun Li, Yan Chen, Benjamin Watson

 

　　Refereed Conference Publication:

　　Visualizing DNS Traffic

　　Proceeding of the 3rd International Workshop on Visualization for Computer Security (VizSec06), Oct. 2006, Fairfax, VA.

　　Pin Ren, John Kristoff, Bruce Gooch

 

　　Ensuring the Continuing Success of VizSec

　　Proceeding of the 3rd International Workshop on Visualization for Computer Security (VizSec06), Oct. 2006, Fairfax, VA.

　　Pin Ren

 

　　IDGraphs: Intrusion Detection and Analysis Using Histographs

　　Proceeding of the IEEE Workshop on Visualization for Computer Security (VizSec05), Oct. 2005,

　　Minneapolis, MN.

　　Pin Ren, Yan Gao, Zhichun Li, Yan Chen, Benjamin Watson

 

　　The Features and Implementation of the Web-based Graphics Standard: SVG

　　Proceeding of the Ninth National Conference on Multimedia Technology, 2000. Bejing, China.

　　Pin Ren, Guoping Wang, Shihai Dong

 

　　Technical Reports：

　　Histographs: Interactive Visualization of Complex Data with Graphs

　　Tech Report, Department of Computer Science, Northwestern University, 2005.

　　Pin Ren, Benjamin Watson

 

　　Procedural Modeling of Land Use in Cities

　　Tech Report, Department of Computer Science, Northwestern University, 2004.

　　Thomas Lechner, Benjamin Watson, Pin Ren, Uri Wilensky, Seth Tisue, Martin Felsen

 

　　Invited Talk:

　　IDGraphs: NetFlow Visualization for Intrusion Detection and Analysis

　　Invited Talk, Graphics and Visualization Student Symposium, 2005, IBM Research, Hawthorne, NY.

　　Pin Ren

 

AWARDS

　　Water Murphy Fellowship: McCormick School of Engineering, Northwestern University,  2002

　　Chun-Tsung Fellowship/Scholar, Awarded by Nobel Laureate Dr.Tsung-Dao Lee, Peking University, 2000

 

SERVICE AND ACTIVITIES

　　Poster Session Chair, ACM Symposium on interactive 3D Graphics and Games(I3D) , San Francisco, CA, 2006

　　Reviewer, ACM SIGGRAPH, Los Angels, CA, 2005

　　Chair, Social Dept, Chinese Student and Scholar Association(CSSA), Northwestern University, 2004-2005

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