FinTech ML Engineer & Quantitative Analyst | 25+ Years Financial Markets Experience

• ** Time-Series Forecasting**: ARIMA → LSTM → Temporal Fusion Transformers (TFT)
• ** Financial NLP**: FinBERT
• ** Bridging decades of market experience with cutting-edge AI**

• MSc ECE in Software Engineering (Thesis-based) @ Lakehead University
• BEng @ Tongji University | MBA @ Fudan University
• 25+ years in financial markets with deep domain expertise
• Passionate about quantitative finance and machine learning innovation

Academic Focus:

• MSc Research in Software Engineering with AI/ML applications for finance

Technical Projects:

• Financial Forecasting Systems: End-to-end time-series pipelines (ARIMA/SARIMA → LSTM → TFT)
• NLP for Market Intelligence: Earnings call analysis & sentiment signals using FinBERT/LLMs
• S&P 500 Predictive Modeling: Quarterly revenue & net-income prediction systems
• Volatility Strategies: VIX-based trading signals and risk management
• Scalable Feature Engineering: High-dimensional financial feature development
• Rigorous Backtesting Frameworks: Robust validation of quantitative strategies

• qwu17@lakeheadu.ca
• https://www.linkedin.com/in/rockefarmer-wu-2377b5301/

Machine Learning: Python TensorFlow PyTorch Scikit-learn XGBoost
Quantitative Finance: Pandas NumPy QuantLib Backtrader Zipline
NLP & LLMs: Transformers FinBERT

✨ Open to collaborations in quantitative finance research and FinTech innovation