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 (not-BS-at-all) 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 a whole continent. Me too, actually. Human beings are notorious for changing their “lifelong persuit” throughout 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, sadly). 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 — really enjoyed playing it myself and realizing how impossible it was to beat my AI on scoreboard. Late 2018, I jumped onto the flight to America and received a M.S. in Financial Mathematics from the University of Chicago the year after. I’m currently a quant in a propriatary trading firm based in Chicago. I play poker, tennis and a number of other ball games (also an experienced snowboarder/skier here). I also spend hours on all sorts of, sometimes competitive, video games every week with my pals. I’m a certified saxophone player with almost 20 years of experience and an amateur gastronome doing experiments in his kitchen every single day (I’ve recently took some pottery classes and realized it’s basically bakery with clay).

You’re always welcome to 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,在上海和荷兰都呆过几年,现居芝加哥。考出了驾照但不喜欢开车(再次感谢所有让我蹭过车的朋友们),但很喜欢骑车。主业是陶艺人(工作室在Logan Square),副业是(暂时无证的)单板滑雪教练兼私人餐饮承包商,本来还有一个副业是帮一家本地小公司投机倒把农产品什么的赚赚零花钱,但最近厄尔尼诺搞得连这个副业也没了。如果你发现我的网站有typo或者bug,请通过邮件联系我,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。