Summary
Tian Guo is a Senior Data Scientist and Quantitative Researcher based in Geneva with 11 years of experience building ML-driven systematic equity strategies at RAM Active Investments. He specializes in extracting and representing signals from unstructured financial text, designing neural architectures for alpha generation, and stabilizing training through techniques like gradient correction and phased optimization. Tian blends deep academic roots—PhD from EPFL and postdoctoral work at ETH Zurich on interpretable deep learning and Bayesian methods—with hands-on production deployment and backtesting of long-only and long/short strategies. He also advises ML startups, reviews for top ML venues (ICLR, NeurIPS, IEEE T-Big Data) and contributed research winning awards such as SIGMOD MobiDE Best Paper. Beyond finance, he has a track record in distributed learning and social media mining, and describes himself as a part-time fan of “slow science,” reflecting a measured, research-driven approach to applied ML.
11 years of coding experience
7 years of employment as a software developer
Doctor of Philosophy (Ph.D.), Computer Science, Doctor of Philosophy (Ph.D.), Computer Science at Ecole polytechnique fédérale de Lausanne
Bachelor's degree, Automation, Bachelor's degree, Automation at East China University of Science and Technology
Master's degree, Robotics Technology/Technician, Master's degree, Robotics Technology/Technician at Shanghai Jiao Tong University
English, Chinese