西南财经大学金融学院研究生导师介绍：任品

Pin Ren Ph.D.

E-mail:pinren@swufe.edu.cn

办公室：通博楼A505

EDUCATION

Ph.D. Computer Science, (2002.9-2007.6), Department of Electrical Engineering and Computer Science, Northwestern University, Evanston,IL USA

Dissertation: “Data Streams and High-Dimensional Data Sets Visualization and the Applications ”

B.S. Computer Science, (1998.9-2002.7), Department of Computer Science and Technology,

Peking University, Beijing, China,

WORK EXPERIENCE

Associate Professor(2009.2 —present) College of Finance, Southwestern University of Finance and Economics. Chengdu, China.

Quantitative Analyst/Developer(2007.7—2008.12), HBK Capital Management (large multi-strategy US hedge fund) Dallas/New York, USA

RESEARCH INTERESTS

Finance: Quantitative Trading Strategy, High-Performance Algorithmic Trading System, Market Microstructure

Computer Science: Time Series and High-Dimensional Data Analysis, Data Mining, Information Visualization, Human-Computer Interaction, Computer Network Security.

PROJECTS (Finance Related)

Proprietary Trading Strategy Design (HBK): Lead the research on optimal trading and execution strategy design for Quantitative Relative Value (QRV) and Statistical Arbitrage(SA) trading desks.

Market Microstructure Research and Transaction Cost Analysis (HBK): Lead the research on analyzing market microstructure and modeling transaction cost for firm wide equity trading.

High Frequency Algorithmic Trading System (HBK): Design and implement real-time high performance algorithmic trading system for firm’s proprietary high frequency equity trading.

Histographs: Interactive Visualization of Complex Dataset with Graphs(NU): Designed and developed a general-purpose interactive visualization system to perform visual analysis for large and complex temporal stream datasets and high-dimensional datasets, such as NYSE stock trading data streams.

PUBLICATIONS

Refereed Journal Publication:

IDGraphs: Intrusion Detection and Analysis Using Stream Compositions

IEEE Computer Graphics and Application, special issue on Visualization for Cyber Security, March, 2006.

Pin Ren, Yan Gao, Zhichun Li, Yan Chen, Benjamin Watson

Refereed Conference Publication:

Visualizing DNS Traffic

Proceeding of the 3rd International Workshop on Visualization for Computer Security (VizSec06), Oct. 2006, Fairfax, VA.

Pin Ren, John Kristoff, Bruce Gooch

Ensuring the Continuing Success of VizSec

Proceeding of the 3rd International Workshop on Visualization for Computer Security (VizSec06), Oct. 2006, Fairfax, VA.

Pin Ren

IDGraphs: Intrusion Detection and Analysis Using Histographs

Proceeding of the IEEE Workshop on Visualization for Computer Security (VizSec05), Oct. 2005,

Minneapolis, MN.

Pin Ren, Yan Gao, Zhichun Li, Yan Chen, Benjamin Watson

The Features and Implementation of the Web-based Graphics Standard: SVG

Proceeding of the Ninth National Conference on Multimedia Technology, 2000. Bejing, China.

Pin Ren, Guoping Wang, Shihai Dong

Technical Reports：

Histographs: Interactive Visualization of Complex Data with Graphs

Tech Report, Department of Computer Science, Northwestern University, 2005.

Pin Ren, Benjamin Watson

Procedural Modeling of Land Use in Cities

Tech Report, Department of Computer Science, Northwestern University, 2004.

Thomas Lechner, Benjamin Watson, Pin Ren, Uri Wilensky, Seth Tisue, Martin Felsen

Invited Talk:

IDGraphs: NetFlow Visualization for Intrusion Detection and Analysis

Invited Talk, Graphics and Visualization Student Symposium, 2005, IBM Research, Hawthorne, NY.

Pin Ren

AWARDS

Water Murphy Fellowship: McCormick School of Engineering, Northwestern University, 2002

Chun-Tsung Fellowship/Scholar, Awarded by Nobel Laureate Dr.Tsung-Dao Lee, Peking University, 2000

SERVICE AND ACTIVITIES

Poster Session Chair, ACM Symposium on interactive 3D Graphics and Games(I3D) , San Francisco, CA, 2006

Reviewer, ACM SIGGRAPH, Los Angels, CA, 2005

Chair, Social Dept, Chinese Student and Scholar Association(CSSA), Northwestern University, 2004-2005

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