allenfrostline

Hey there! I’m Allen Wang and this is my personal website. I call this online hub of mine Allen’s Whiteboard ‘cause I really enjoy drafting here anything I’m interested in. I finished my undergrad with a B.A. in Mathematical Economics from Fudan University in China, and a B.S. in Econometrics and Operations Research from de Rijksuniversiteit Groningen in Netherlands. Guess you’re wondering why on earth would a man go for two degrees across the whole Eurasia Plate. I don’t quite know, either. Human beings are notorious for changing their “lifelong persuit” all their entire life. I’ve known how economists would use game theory to explain a trade-war. I’ve seen how econometricians and statisticians argue over p-value (and agree on time-series analysis). I’ve even tried to solve real-life ward allocation as an ill-posed optimization problem. But eventually, it turns out that I’m most excited after designing a successful poker AI following game theory, that I’m more keen on predicting price dynamics regardless of method, and that I modeled the ward problem as a high-dimensional flappy bird game and solved it with reinforcement learning. Late 2018, I jumped onto the flight to America and received a M.S. in Financial Mathematics from the University of Chicago the second year. I’m currently a quant in a propriatary trading firm based in Chicago. I play poker, ping pong and backetball. I also spend hours on competitive gaming every week with my pals. I’m a certified saxophone player with over 15 years of experience and an amateur gastronome doing experiments in his kitchen every single day.

You can use Left and Right arrow keys on your keyboard when browsing my blog.


这里是汪洋的个人主页。本人来自银河系料酒之乡浙江绍兴,现居芝加哥,苦于考不出驾照所以待业在家,每日靠做饭和刷 B 站维生。偶尔吹萨克斯,也会画一点画(譬如这个网站的头像)、打一点球,但都不是很精通;业余帮本地一家小公司炒炒股,所幸还没被开除。我在人生的前四分之一认识了了很多有意思的人,比如著名算法科学家毛毛和(全球)知名浪逼嘉哥;也遇到过不少糟心的事,譬如强迫自己在复旦学经济。我是一个很普通的人,梦想有朝一日能上火星,持有但非常怀疑比特币,同理 for 大部分机器学习,打狼人不擅长悍跳,打 WOW 只会武僧,平生最害怕的事情是打游戏碰上猪队友、下班瞬间发现代码有 bug、买了好多食材最后过期和别人问我“为什么你头像是一个红色的电话亭”(历时三年我终于换掉了这个头像)。你或许已经发现(或许没有)我有一点点强迫症,所以如果你发现我的博客有什么地方出现了问题,请一定一定告诉我:你可以通过邮件联系我,也可以点击 Edit 按钮直接提交 PR 到我的 GitHub,谢谢。最后,允许我假装文青地送一句诗给你(别问我为什么是这句,刷新一下页面你就知道了):

哦对了,你可以使用键盘上的左/右方向键来浏览我的博客。