Chenzhuo Li

Math Retreat Workshop 1. Sampling in Optimal Transport 2. Time Series Analysis using randomized convolutional kernels • Developed neural inference amortization techniques for scalable meta- and transfer learning on likelihood-free Bayesian optimization. • Invented gradient noise scale estimators for optimal batch size; quantified batch training efficiency-model stochasticity tradeoff. • Design new reach and medial axis algorithms to estimate extrinsic volume of sample embedding to generalize the NSW bound in TDA. Developed a homotopy-aware persistence diagram; evaluated its stability under noise and stochastic perturbation on almost manifolds. • Invented bilevel optimization algorithm using Gromov-Wasserstein distance for model-free data reconstruction under unknown observation frames; applied in vision and robotics tasks with zero training latency. • Researched global warming effects on pricing in equities, corporate and municipal bonds using adaptive expectation models; evaluated proxy hedges using out-of-sample correlations with climate news series • Applied hierarchical signal selection (trained a hybrid HDP-HMM + DPMM model) on asset returns for Black-Littleman portfolio construction. • Simulated full order book flows using diffusion models with a novel “out-of-place-corruption” to enforce causal consistency; achieved 13% increase in predictive power and 50× speedup over published baselines in testing execution strategies and intraday pricing models.

AS.110.202 Calculus III Instructed 50 students in inquiry-based recitations. Held office hours, designed and graded homework, quiz, and exam for 314 students.

Graph Analysis in Connectomics

(Applied) Algebraic Topology Vector Bundles and Characteristic Classes

Developed an automated pipeline for real-time anomaly detection alert in denoised intra-/inter-benchmark correlations across 3,934 US ETFs using Robust PCA and Hilbert-Huang Transform; improved risk-monitoring workflow efficiency by 30%

Conducted daily analysis of interbank lending rates and liquidity trends to support portfolio managers in optimizing short-term capital allocation strategies across fixed-income products.

Analyzed investment opportunities in the lithium battery industry across US and China; supported the investment team by synthesizing expert interviews, building revenue projection models, and assessing supply chain risks to inform funding decisions

Managed organization website and coordinated 11 global online summits within one week during COVID-19

Worked on a municipal development planning project Web-crawled panel data of 32 megalopolises to infer urbanization inflection; estimated renewable energy industrial policy effects on local economic growth

Manage and edit submissions of articles and news about international relations

Conducted DeFi research on leveraging blockchain data to process and analyze transaction records for transparency, risk detection, and market insights

Conducted valuation of financial assets to support restructuring initiatives and evaluated M&A opportunities in the port infrastructure sector

Major GPA: 3.93 Major Courses: Probabilistic Machine Learning (A), Algebraic Geometry I (A+), Numerical Partial Differential Equations (A+), Information Theory (A), Stochastic Processes and Applications in Finance (A+), High Dimensional Approximation, Probability, and Statistical Learning (A), Applied Statistics and Data Analysis I (A) Others: Bayesian Nonparametrics; Advanced Equity Derivatives; Advanced Financial Theory; Riemannian Geometry I; Real Variables; Macroeconomic Theory I; Stochastic Processes and Applications in Finance II, phd-level probability theory I&II Another courses followed: phd-level math courses: algebra I&II, Number theory I&II （class field theory to modular forms, then advanced topics), algebraic topology I&II, algebraic geometry II, Harmonic Analysis, Functional Analysis, Partial Differential Equations I, Riemann Surfaces Graduate applied math courses: machine learning in finance, Graph methods in large scale data, combinatorial optimization, Control theory

General and Departmental Honors Major GPA: 3.95 Major courses: Introduction to Number Theory (A+), Introduction to Cryptography (A+), Introduction to Numerical Linear Algebra (A), Ordinary Differential Equations (A), Honors Analysis I (A), Honors Algebra I & II (A&A), representation theory (A), Economics of Poverty & Inequality (A), Introduction to Data Science (A+), Introduction to Statistics (A), Monte Carlo Methods (A), Financial Writing and Analysis (A), the Past and Future of Hedge Fund Industry (A), Monetary Analysis (A), Managerial Economics and Business Strategies (A), Introduction to Optimization (A) Others: Complex variables, Differential Geometry, Introduction to Topology, Managerial Economics and Business Strategies, Social Policy Implications of Behavioral Economics, Political Economy and Development, Time Series Analysis Other Courses Followed: Bayesian Statistics, Investment Seminar