I am a third year PhD student, under the supervision of Prof. Qing He in the Machine Learning and Data Mining group, Key Laboratory of Intelligent Information Processing, Institute of Computing Technology, Chinese Academy of Sciences (MLDM, IIP, ICT, CAS). [简历PDF].

Education Link to heading

• Institute of Computing Technology, Chinese Academy of Sciences (ICT, CAS), 2021-now
  • Direct doctoral student
• University of Chinese Academy of Sciences (UCAS), 2017-2021
  • Received B.E. of computer science

Research Interests Link to heading

I am working on some subfields related to Reinforcement Learning:

• Embodied navigation via RL;
• Application of RL in generating symbolic expressions:
  • Symbolic Regression;
  • Finding formulaic alpha factors for Quantitative Trading;
• Interpretability / explainability of RL;
• Interactive Imitation Learning.

Contact me Link to heading

xuehongyan21b [AT] ict.ac.cn (preferred)

xuehongyan17 [AT] mails.ucas.ac.cn

Publications Link to heading

1. Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning

   Shuo Yu*, Hongyan Xue*, Xiang Ao, Feiyang Pan, Jia He, Dandan Tu and Qing He

   Accepted by KDD 2023 Applied Data Science (ADS) track. [ArXiv] [GitHub] [知乎] [Blog]

Awards & Honors Link to heading

• Silver, The 2020 ICPC Asia Yinchuan Regional Contest, 2021.05
• Silver, The 2019 ICPC Asia Yinchuan Regional Contest, 2019.10

Internship Link to heading

• Research intern at Huawei EI Innovation Lab, 2022.07-now.
  • Advisor: Dr. Feiyang Pan and Dr. Ming Ouyang

Skills Link to heading

• Machine Learning: Pytorch, Scikit-Learn, LightGBM
• Programming Languages:
  • Natively fluent: Python, JavaScript / TypeScript
  • Familiar but not proficient: C / C++, Java / Kotlin, SQL
  • Tourist: MATLAB, Shell, Scala, Swift
• Hobbies and Interests
  • Football⚽ (Fan of Borussia Dortmund)
  • F1 Racing (A novice fan yet)
  • City Orienteering / Urban Rail Adventure
  • Cartography / GIS
  • Craft Beer
  • Hardcore punk music / Metalcore
  • Documentary films