Ziang Yan
Quantitative Researcher
Pudong, Shanghai, China
Summary
👤
Senior🎓
Top SchoolZiang Yan is a quantitative researcher with 11 years of experience combining rigorous academic training (PhD from Tsinghua) and industry research to extract alpha in Chinese equity markets. He has bridged cutting-edge ML and security research—designing adversarial attack algorithms at ByteDance and Intel Labs and applying causal inference at Kuaishou to improve creator experience—before moving to quantitative finance at WizardQuant. His background spans computer vision for medical imaging, deep learning robustness, and production ML systems, reflecting a rare blend of theory and deployment. Based in Pudong, Shanghai, he publishes academically (Google Scholar profile) while actively translating research insights into trading strategies and product improvements. An unusual strength is his multi-disciplinary undergraduate foundation in both automation and nuclear physics, which underpins his analytical depth and unconventional problem framing.
11 years of coding experience
2 years of employment as a software developer
Doctor of Philosophy - PhD, Computer Science, Doctor of Philosophy - PhD, Computer Science at Tsinghua University
Github Skills (86)
python10
deep-learning10
gpu10
gpu-acceleration10
caffe10
acceleration10
numpy10
neural-network10
tensor10
tensorflow10
autograd10
machine-learning10
balloon9
matconvnet9
protobuf8
Programming languages (6)
Github contributions (5)
ZiangYan/learn-new-tools
Jun 2015 - Nov 2017
Contributions:15 commits, 6 pushes, 1 branch in 2 years 5 months
ZiangYan/deepdefense.pytorch
Sep 2018 - Jan 2019
Implementation of NeurIPS 2018 paper: Deep Defense: Training DNNs with Improved Adversarial Robustness
Contributions:8 commits, 1 PR, 3 pushes in 4 months
pytorchimprovedrobustnessefficientnetdeep-learning
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.