石川
助理教授(教学)
教育背景
麻省理工学院机械工程博士 ,2007-2012
清华大学机械工程工学硕士,2005-2007
清华大学机械工程工学学士 ,2001-2005
研究领域
金融工程、量化金融、实证资产定价、运营管理
个人网站
电子邮箱
cshi@cuhk.edu.cn
办公室
道远楼517
个人简介
石川博士现任香港中文大学(深圳)数据科学学院助理教授(教学),兼任金融工程实践教授。他也是北京量信投资管理有限公司的联合创始人;同时还是 Computers in Industry 的编委会委员。
石博士拥有麻省理工学院的博士学位,研究方向为运筹学。在此之前,他毕业于清华大学,获得工学学士和硕士学位。在他的学术旅程中,石博士在优化制造系统方面做出了重要贡献,结合了理论进步和实际应用。他在数据分析、统计建模和机器学习方面有着丰富的经验,并将这些技能应用于金融领域的大规模数据分析。他的工作强调理论和实践的结合,这使他在数据科学领域具备独特的见解。
在他的职业生涯中,石博士一直致力于推进数据科学的边界,特别是在制造系统和定量金融研究领域。作为一名充满热情的教育者,他也参与教学和指导学生,旨在激励下一代数据科学家。他的工作在各种学术和工业圈子中得到了认可,促成了将尖端研究应用于实际场景的合作项目。
学术著作
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
完成的列表请参考学术简历:https://www.shichuan.info/cv/