Sun Yat-sen University, Lingnan College

Hi, I'm Zitong Cheng

Undergraduate researcher in quantitative finance and machine learning.

Quantitative Finance Machine Learning Representation Learning Deep Generative Models NLP in Finance
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About Me

I am a senior undergraduate at Sun Yat-sen University (Lingnan College), pursuing a B.Econ in Finance with a minor in Statistics (GPA: 3.8/4.0, expected June 2026).

My research lies at the intersection of quantitative finance and machine learning. I am particularly interested in representation learning for financial assets, deep generative models for factor modeling, and NLP techniques applied to financial data.

I have interned at Huatai Securities and Shenwan Hongyuan Group, where I applied deep learning methods to asset pricing and cross-sectional return prediction. I also contributed to the MindDFT framework migration project under the national Science and Technology Innovation 2030 – New Generation AI program.

News

  • 2026.02 "Time-varying Asset Embeddings in China" at revise & resubmit stage at Management Science.
  • 2025.08 Joined Huatai Securities as Quantitative Research Intern.
  • 2025.07 Paper "Time-varying Asset Embeddings in China" submitted to Management Science.
  • 2023.11 Released arXiv preprint on Sampler Scheduler for Diffusion Models (arXiv:2311.06845).