Ziwen Ye

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Ziwen Ye

About Ziwen Ye

Ziwen Ye is a Ph.D. candidate in Financial Engineering, Stevens Institute of Technology. His research topic focuses on analyzing high-frequency data in financial markets.

As the project manager of "sHiFT", the High Frequency Trading platform in Stevens Institute of Technology, he is mainly responsible for system structure design, high-frequency trading strategies design and database construction. This project is supported by CME group starting from 2015. For more information, please refer to this link.

Other research project:

Ensemble Based Storm Surge Forecasting Models

Extracting information from the limit order book: New measures to evaluate equity data flow (Under review)

High Frequency 'deterministic' regime switching option pricing (Working paper)

Equity data flow dynamic analyzing during rare events (Working paper)