Hi, I am Yao Ming (明遥)
Quantitative Researcher
I work as a quantitative researcher at Citadel Securities. I develop alphas and high frequency strategies for equities, futures and ETFs.
I used to work at the AI Group of Bloomberg as a research scientist. I developed machine learning systems for news, tweets, and research documents.
I received my Ph.D. in Computer Science and Engineering at HKUST, where I worked with Prof. Huamin Qu and the VisLab. My thesis focus on visualization and explainable machine learning. I have been awarded the Hong Kong PhD Fellowship Scheme
Prior to HKUST, I received my B.S. in Civil Engineering with a minor in Economics from Tsinghua University in 2016.
Past Research
Explainable Machine Learning
1. Interpretable & Explainable Deep Learining
Interpretable and Steerable Sequence Learning via Prototypes
KDD '19Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, 2019 (Accepted for Oral Presentation).ProtoSteer: Steering Deep Sequence Model with Prototypes
TVCGIEEE Transactions on Visualization and Computer Graphics, 2019.2. ML Transparency & Explainable Machine Learning
DECE: decision explorer with counterfactual explanations for machine learning models
TVCGIEEE Transactions on Visualization and Computer Graphics, 2020.ATMSeer: Increasing Transparency and Controllability in Automated Machine Learning
CHIProceedings of the SIGCHI Conference on Human Factors in Computing Systems, 2019.Research / Work Experience
May 2022 - Now | Quantitative Researcher Citadel SecuritiesNY |
Apr 2020 - May 2022 | Senior Research Scientist, AI Group Bloomberg LPNY |
Aug 2016 - Apr 2020 | Postdoc Research Associate (2020.02 - 2020.04), PhD Student (2016.08-2019.12) HKUST-WeChat Joint Lab on AI TechnologyHong Kong |
Jun 2019 - Sep 2019 | |
Jul 2018 - Dec 2018 | |
Jan 2018 - Jun 2018 | |
Mar 2015 - Jul 2015 | Research Assistant (mentor: Prof. Yong-Jin Liu), Dept. of Computer Science Tsinghua UniversityBeijing, China |
Honors and Awards
2019 | Best Short Paper Honorable Mention of IEEE VIS 2019 |
2019 | SENG Academic Award for PhD Students |
2019 | KDD Student Travel Award |
2018 | Yelp Dataset Challenge Round 10 Grand Prize Award |
2016 | Hong Kong PhD Fellowship (HKPF) |
2016 | Outstanding Graduate of Beijing |
2015 | Nomination of Tsinghua Top Talent Scholarship |
2015 | National Endeavor Scholarship |
2015 | Second Prize in the 1st National Geotechnical Engineering Contest |
2014 | National Scholarship |