LIN Jianwu

Department of Finance    Associate professor of teaching series


Office:Building E Room 404A

Office Hours:By appointment

Educational Background

1998-2004: Ph.D. in Systems Engineering, double master's degree in Systems Engineering and Network Engineering, University of Pennsylvania (USA)

1996-1998: Master's degree in Biomedical Engineering, Department of Electrical Engineering, Tsinghua University (China)

1992-1996: Dual Bachelor's degrees in Biomedical Engineering (Department of Electrical Engineering) and Economics (School of Economics and Management), Tsinghua University (China)


Work Experience

2013.3-present: Professor of Finance, Graduate School at Shenzhen, Tsinghua University (China)

2012.6-2014.5: Executive vice president, China Quantitative Investment Research Institute (Hong Kong)

2010.5-2012.5: Senior Quantitative Researcher, Director of Global Quantitative Investment Trading, Magnetar Capital, LLC (USA)

2007.2-2010.5: Vice President of Equity Strategy and Principal Strategist of Portfolio Algorithms, Goldman Sachs (USA)

2000.8-2007.2: Financial Engineer, Member of Equity Trading laboratory, Morgan Stanley (USA)



Introduction to Quantitative Investment Analysis (TBSI); Quantitative Investment Analysis; Financial Risk Management; Internet Finance


Research Areas


Financial market microstructure, Supply chain finance, Quantitative investment and hedge funds, Risk management, Meta learning

Current Projects:

Meta learning of Quantitative trading strategies

Market microstructure of Chinese financial market

Artificial intelligence in financial news and reports analysis



Selected Publications



Massive caching technology

A method for predicting the volatility of equity portfolios

Jianwu Lin (Executive editor), Quantitative Investment Analysis, Economic and Management Publishing Co., 2015, 570 pages

Chun-Hung Chen, Loo Hey Lee, Jianwu Lin (Chapter Author and major theory contributor), Stochastic Simulation Optimization: An Optimal Computing Budget Allocation, World Scientific Publishing Co., 2011, 248 pages

Lin Gongshi, Lin Jianwu, Credit Card, Tsinghua University Press, 2006, 428 pages

Lin Gongshi, Wang Yuan, Lin Jianwu, Personal Finance, Tsinghua University Press, 2003, 409 pages

Lin Jianwu, Jia Shuqin, Deng Jiahao, Smart risk management with financial big data, Ieee/sice International Symposium on System Integration IEEE, 2017.

Lin Jianwu, Xiang Haitao, Li Jian, Chen, Chun-hung, Best Investment Strategyselection Using Asymptotic Meta Learning, IEEE/SICE International Symposium on System Integration IEEE, 2017.

Zhou Yi, Lin Jianwu, The Alpha Life Cycle of Quantitative Strategy, Ieee/sice International Symposium on System Integration IEEE, 2017.

Lin Jianwu, Lin Ning, Jia Shuqin, Alpha Factor and Risk Factor Changes, China Securities Futures, 2014.3

Lin Jianwu, Wu Suihua, Wu Tutu, the treatment of the ups and downs in algorithmic trading, the 21st century quantitative economy, Volume 14, 2013.10

Lin Jianwu, Global Financial Quantitative Investment Development and Strategic Thinking, Quantitative Investment and Hedge Funds, Dec. 2012

Jia Shuqin, Lin Jianwu, Empirical Analysis of Static Optimal VWAP Strategy Model, Quantitative Investment and Hedge Fund, Dec. 2012

Lin Jianwu, China's Quantitative Investment Research Report for the First Half of 2012, China Quantitative Investment Research Institute, Sept. 2012

Ning Lin, Jianwu Lin, Optimal Scale Parameter Setting of Nelson-Siegel Model in Pricing Convertible Bonds in China, Proceedings of the 2nd China Quantitative Investment International Summit, September 2012

Cao Dahai, Lin Jianwu, Research on Market Emotion Factor Measurement and Related Trading Strategies Based on CSI 300, Proceedings of the 2nd China Quantitative Investment International Summit, September 2012

Wang Zhiwei, Lin Jianwu, Some explorations on the trading volume of China's stock market, Proceedings of the 2nd China International Conference on Quantitative Investment, September 2012

Oliver Hansch,Jianwu Lin,Killian Mie, Ingrid Tierens, Overnight risk and multi-day trading, GSET Street Color, Issue 5, Jan. 2010

Oliver Hansch,Jianwu Lin,Killian Mie, Ingrid Tierens, Optimal usage of portfolio algorithms, GSET Street Color, Issue 3, Nov. 2009

Chun-Hung Chen, Karen Donohue, Enver Yücesan, Jianwu Lin, Optimal Computing Budget Allocation for Monte Carlo Simulation with Application to Product Design, Journal of Simulation Modeling Practice and Theory, Vol. 11, No. 1, pp. 57-74, March 2003

Chun-Hung Chen, Karen Donohue, Jianwu Lin, Enver Yücesan, Efficient Approach for Monte Carlo Simulation Experiments and Its Applications to Circuit Systems Design, Annual Simulation Symposium 2001: 65-71

Chun-Hung Chen, Jianwu Lin, Enver Yücesan, Stephen E. Chick, Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization, Journal of Discrete Event Dynamic Systems: Theory and Applications, Vol. 10, pp. 251-270, July 2000

Hsiao-Chang Chen, Chun-Hung Chen, Jianwu Lin, Enver Yucesan,An asymptotic allocation for simultaneous simulation experiments, Winter Simulation Conference 1999: 359-366

Jing Bai, Jianwu Lin, A pacemaker working status telemonitoring algorithm, IEEE Transactions on Information Technology in Biomedicine 3(3): 197-204 (1999)

Jianwu Lin, Jian Chen, Jing Bai, Using human factors engineering as the basis for developing medical human-computer systems, IEEE International conference on systems, man and cybernetics, vol. 2, pp. 1202-1207, 1996


Industry Experience

2013 Chinese Association of Quantitative Economics Annual Meeting: Outstanding Paper Award

2003 Outstanding employee award, Morgan Stanley

1999 University fellowship, University of Pennsylvania

1998 Excellent Graduate Master of Tsinghua University

1997 IEEE Excellent Student Paper Award

1996 Tsinghua University's highest student award - special scholarship, merit student of Beijing, first-class scholarship of the School of Economics and Management