(Algorithms, Data, Learning)

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Group Members


Jian Li is currently an associate professor at Institute for Interdisciplinary Information Sciences (IIIS, previously ITCS), Tsinghua University, headed by Prof. Andrew Yao.

Research Interests:

  • Theoretical Computer Science (mainly algorithms, including approximation algorithms, algorithmic game theory, computational geometry, stochastic optimization)
  • Databases (algorithms for big data, crowdsourcing)
  • Machine Learning (efficient ML algorithms, deep learning, learning theory, online learning, applications in Finance)
    机器学习与量化投资 知乎专栏(由我们组同学维护)

Phd Students:

Bowei Zhang, Research interests: Combinatorial algorithms, Computational Geometry  

Shichuan Deng, Research interests: Theoretical Computer Science, approximation algorithms  

Chuheng Zhang, Research interests: Deep learning, Reinforcement learning, quantitative trading

Niu Hui, Research interests: Deep learning, Reinforcement learning, quantitative finance

Tianping Zhang, Research interests: Machine Learning, time series prediction, feature generation and selection, Quantitative finance    

Liang Zeng, Research interests: Machine Learning, GNN, Quantitative finance  

Jing Zhou, Research interests: Machine Learning, NLP, pretained models

Jin Xu, Research Interests: Machine Learning, Deep Learning, Speech recognition and generation, NAS, pretained models   

Yitong Duan, Research interests: Machine Learning, Quantitative finance  

Lei Wang, Research interests: Machine Learning, Quantitative finance  


Xuanyuan Luo, Research interests: Learning theory

Bruce Jin, Research interests: Quantitative finance


Haike Xu

Zhouzi Li

Zixuan Wang

Zhiyuan Fan



Jin Kai (Ph.D. Co-advised with Andrew Yao)

Research interests:

Computational Geometry

Phd 2016

(first job: postdoc at HKU)


Yu Liu

Research Interests:

Stochastic Optimization

Ms 2016

(first job: Face++) 

Ms Thesis: Stochastic Extreme Value Optimization

Lingxiao Huang

Research interests:

approximation algorithm, stochastic optimization, approximate counting

PHD 2017 (first job: postdoc at EPFL)

Phd Thesis: Coreset Construction and Estimation over Stochastic Data

Mengwen Xu

Research interests:

Algorithms for spatial data analysis, machine learning, traffic analysis

PHD 2017 (first job: Huawei)

Dong Wang

Research interests:

Algorithms for spatial data analysis, traffic analysis, deep learning

PHD 2017 (first job: postdoc at Duke

Phd thesis: Learning and Prediction over Massive Spatio-Temporal Traffic Data (基于海量时空交通数据的学习与预测)



Lijie Chen (Theoretical Computer Science,multi-armed bandits, computational geometry, computational complexity)

Bs 2017 (now: MIT Phd student)

 Wei Zhan (Theoretical Computer Science, Computational Geometry)

Bs 2017 (now: Princeton Phd student)

 Ruosong Wang (Theoretical Computer Science)

Bs 2017 (now: CMU phd student)

Wei Cao

Research interests:

machine learning,deep learning, algorithms for big data

Phd 2018 (next: postdoc at MRSA)

Phd thesis: On Learning Representations of Spatio-temporal Data (时空数据的表示学习)

Yifei Jin

Research interests:

Computational Geometry,

Approximation Algorithms


Phd 2018 (next: postdoc at CS dept Tsinghua & CEO@Xtech)

Phd thesis: Geometric Set Cover and t-Spanner (⼏何集合覆盖和 t-跨度图问题研究)

Hao Fu

Research interests:

Hardness of Approximation

Approximation Algorithms

Stochastic Optimization

Phd 2018 (next: a blockchain startup)

Thesis: Approximation Algorithms for a class of stochastic dynamic programs

Xuan Wu

Research Interests:

 Computational Learning Theory

Ms 2018 (next: John hopkins Phd student)

Thesis:  New Challenges for Clustering: Massivenss and Uncertainty

Mingda Qiao (Theoretical Computer Science, multi-armed bandits)

Bs 2018 (next: Stanford phd student)

 Haotian Jiang (stochasitc optimization, approximation algorithms)
Bs 2018 (next:  UW phd student)

Lunjia Hu (Theoretical Computer Science)

Learning theory

Bs 2018

Zhize Li

Research interests:

Efficient Algorithms for Strings


Now: Research scientist@KAUST

Phd. 2019


Tianqi Zhao

Research Interests:

Machine Learning, Deep Learning

Ms. 2019


Jianbo Guo

Research interests:

Machine Learning, Deep Learning

Ms. 2019

Yu Shi

Research Interests:

Machine Learning, Deep Learning 

Kaifeng Lyu

Research Interests:

Theory of Deep Learning Now, phd@princeton

Runzhe Wang

Research interests:

Theory of Deep Learning

Now, phd@princeton


Kaifeng Lyu (now phd student at Princeton)

Runze Wang (now phd student at Princeton)

Haoqiang Fan (Bs 2017, Face++)

Shuran Zheng (Bs 2017, Harvard Phd student)

Zhiyuan Li (Bs 2017, Princeton Phd student)

Fanghong Dong (Bs 2017, Princeton Phd student)

Sheng Yang (Bs, now at University of Maryland, College Park)

Zeyu Zhang (Bs, now at John Hopkins)

Zheng Wei (Bs, now startup in Canada)

Xian Wu (Ms, first job HFT startup in beijing)

Qincai Shi (Ms, first job at Hulu Beijing)

Ningye Zhang (Ms, first job financial company in Shanghai)

Wen Yuan (first job an import-export company in Sun Zhou)

Wei Hu (Ms 2018. Ms thesis 最优臂取样的启发式算法研究)

Fangyu Li (machine learning)


Other (Ex-)students I supervised and/or collaborated with:

Kefan Dong

Haoyu Zhao

Kangning Wang

Yuqing Ai

Qinshi Wang

Jiajun Wu (at MIT)

Tianlin Shi (at Stanford)

Yifan Pi