Yitong Duan

Yitong Duan

Yitong Duan

researcher

Research Interests

Large model agentquantitative investment
3
Publications
0
Invited Talks

About

He holds a Ph.D. in Computer Science from the Institute of Cross-Disciplinary Information Sciences at Tsinghua University. His research focuses on the intersection of deep learning and quantitative finance, with a particular focus on cutting-edge applications of large language model agents. He has served as president of the Tsinghua University Quantitative Investment Association, has led scientific research cooperation projects for many securities firms and fund companies, and has published many papers on the intersection of AI and finance at top international conferences on artificial intelligence.

Education

PhD

Institute of Interdisciplinary Information Sciences, Tsinghua University

2019 - 2025

Bachelor of Physics

School of Physics, Beihang University

2015 - 2019

Publications

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction

Proceedings of the AAAI Conference on Artificial Intelligence20250 citations

FactorVAE: A probabilistic dynamic factor model based on variational autoencoder for predicting cross-sectional stock returns

Proceedings of the AAAI conference on artificial intelligence202278 citations

Towards generalizable reinforcement learning for trade execution

arXiv preprint202312 citations