SHI, Chuan
Assistant Professor (Teaching)
Ph.D., Mechanical Engineering, Massachusetts Institute of Technology, 2007-2012
M.Eng, Mechanical Engineering, Tsinghua University, 2005-2007
B.Eng, Mechanical Engineering, Tsinghua University, 2001-2005
Dr. Chuan Shi is an Assistant Professor (teaching) with a courtesy title as Professor of Practice in Financial Engineering of the School of Data Science at CUHK- Shenzhen. He is also the co-founder of Beijing Liangxin Investment Management Co. Ltd. He serves as a member of the editorial board for the journal Computers in Industry.
He holds a Ph.D. degree from MIT, specializing in operations research. Prior to this, he graduated from Tsinghua University with both B.Eng. and M.Eng. degrees. His academic journey has been marked by contributions to optimizing manufacturing systems, bridging both theoretical advances and practical applications. With extensive experience in data analysis, statistical modeling, and machine learning, he has applied these skills to large-scale financial data in the finance sector. His work stands at the intersection of high-level academic research and practical industry application, making him uniquely positioned to offer valuable insights and innovations in data science.
Throughout his career, Dr. Shi has been dedicated to pushing the boundaries of data science, particularly in the realm of manufacturing systems and quantitative financial research. As a passionate educator, he has also been involved in teaching and mentoring students, aiming to inspire the next generation of data scientists. His work has been recognized in various academic and industrial circles, leading to collaborative projects to apply cutting-edge research in real-world scenarios.
A. Books
- Navigating the Factor Zoo: The Science of Quantitative Investing
(with M. X. Zhang and T. Lu), Routledge, forthcoming - Machine Learning and Asset Pricing (in Chinese)
Chinese Title: 《机器学习与资产定价》
(with X. Wang), Publishing House of Electronics Industry, 2022
This book is the Chinese translation of Nagel, S. (2021). Machine Learning in Asset Pricing. Princeton University Press - Factor Investing: Methodology and Practice (in Chinese)
Chinese Title: 《因子投资:方法与实践》
(with Y. Liu and X. Lian), Publishing House of Electronics Industry, 2020
Book chapters
- Chapter 6: Critical Data Elements: Identification, Validation, and Assessment
In: R. Jugulum. Competing with Data Quality: Relevance and Importance in Industry, Wiley, 2014 - Chapter 7: Prioritization of Critical Data Elements (Funnel Approach)
In: R. Jugulum. Competing with Data Quality: Relevance and Importance in Industry, Wiley, 2014
B. Selected Journal articles
- Part sojourn time distribution in a two-machine line
(with S. B. Gershwin), European Journal of Operational Research 248(1), 2016, 146-158 - A segmentation approach for solving buffer allocation problems in large production systems (with S. B. Gershwin), International Journal of Production Research 54(20), 2016, 6121-6141
- Improving financial services data quality - A Citigroup practice
(with H. Heien, J. R. Talburt, R. A. Granese, D. W. Gray, R. Jugulum, R. Ramachandran, J. Singh, J. Hamilton, and H. I. Joyce), International Journal of Lean Six Sigma 6(2), 2015, 98-110 - Improvement of the evaluation of closed-loop production systems with unreliable machines and finite buffers (with S. B. Gershwin), Computers & Industrial Engineering 75, 2014, 239-256
- The look-ahead function based interpolation algorithm for continuous micro line trajectories (with P. Ye), International Journal of Advanced Manufacturing Technology 54(5-8), 2011, 649-668
- An efficient buffer design algorithm for production line profit maximization
(with S. B. Gershwin), International Journal of Production Economics 122(2), 2009, 725-740 - Interpolation of continuous micro line segment trajectories based on look-ahead algorithm in high-speed machining (with P. Ye, K. Yang, and Q. Lv), International Journal of Advanced Manufacturing Technology 37, 2008, 881-897
- Design of air-operated spring-based stand assist chair tracking knee joint torque for the elderly (with B. Lin), Virtual and Physical Prototyping 2(3), 2007, 173-179
For a comprehensive list, please refer to my academic CV: https://www.shichuan.info/cv/