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Chenglong Wang

Chenglong Wang

Quantitative Algorithm Engineer, Ubiquant Investment Co., Ltd., Beijing, China

Research interests: quantitative finance, reinforcement learning, imperfect-information games, speech anti-spoofing, and computational imaging

M.S. in Computer Science, University of Chinese Academy of Sciences

E-mail: jackiewangchenglong@gmail.com

Biography

I am a quantitative algorithm engineer with a background spanning physics, computer science, reinforcement learning, imperfect-information games, and quantitative finance. My recent work focuses on alpha modeling, option pricing, and data-driven execution strategies for Chinese financial markets. Before joining Ubiquant Investment, I studied at the University of Chinese Academy of Sciences and Xi'an Jiaotong University, and worked on game AI, dialogue systems, speech anti-spoofing, and computer vision research at CAS, Alibaba, and SenseTime Research.

Education

University of Chinese Academy of Sciences (2019 – 2022)
M.S. in Computer Science, Exam-Free Postgraduate Recommendation

  • Thesis: Adaptive Doudizhu Algorithm Based on Deep Monte Carlo and Simulated Annealing.

Xi'an Jiaotong University, Qian Xuesen Honors College (2015 – 2019)
B.S. in Physics, minor in Mathematics

  • Young Gifted Program. GPA: 88.62/100, First-Class Honors.

University of Science and Technology of China (2017 – 2018)
Visiting Studentship

  • Research in the Key Laboratory for Quantum Optics and Fine Mechanics, Chinese Academy of Sciences.

Work Experience & Internships

Ubiquant Investment Co., Ltd. (2022 – Present)
Quantitative Algorithm Engineer

  • Built multi-factor alpha pipelines that combine 200+ engineered features with Graph Attention Network embeddings for 4,000+ A-share stocks.

  • Applied convex optimization and Lagrange multiplier techniques to portfolio construction under transaction cost penalties and position constraints.

  • Developed a Monte Carlo engine for Asian option pricing with variance-reduction techniques, reducing pricing error by 22% versus a Black-Scholes benchmark.

  • Designed PPO, SAC, and offline Decision Transformer workflows for intraday futures execution, improving risk-adjusted PnL and reducing slippage and transaction costs.

Alibaba Group, Taobao BU (May 2021 – Sep. 2021)
Intern, Automated Dialogue Systems

  • Designed a knowledge-base-augmented response framework combining TF-IDF, BM25, and BERT-based semantic matching.

  • Improved system accuracy by 23% over rule-based baselines and supported deployment at Taobao customer-service scale.

  • Contributed to the work later granted Chinese invention patent CN 110019715 B.

SenseTime Research (Jul. 2019 – Feb. 2020)
Intern, Computer Vision Research

  • Proposed incremental hint learning for compressed face-recognition models to reduce out-of-distribution degradation.

  • Supported a team that later reached the top position in ICCV 2021 MFR and the NIST FRVT leaderboard.

Research Experience

Institute of Automation, Chinese Academy of Sciences (2020 – 2022)
Advised by Prof. Junliang Xing

  • Studied imperfect-information games and approximate Nash equilibrium methods for Doudizhu.

  • Integrated simulated annealing with counterfactual regret minimization to improve regret-value convergence.

  • Combined Deep Monte Carlo, residual networks, prioritized sampling, and multi-agent learning to achieve championship-level gameplay.

  • Participated in an audio deepfake detection project at the National Laboratory of Pattern Recognition, extending my work into speech anti-spoofing and temporal-frequency attention modeling.

  • Extended the framework toward adversarial team decentralized partially observable stochastic games, with ongoing manuscript preparation.

Key Laboratory for Quantum Optics and Fine Mechanics, CAS (2017 – 2020)
Advised by Prof. Wenlin Gong

  • Worked on computational ghost imaging, sparsity-constrained reconstruction, and super-resolution imaging under unstable illumination.

  • Developed algorithms for color ghost imaging and real-time correction of energy fluctuation effects.

State Key Laboratory of Multiphase Flow in Power Engineering, XJTU (2015 – 2017)
Advised by Prof. Guanghui Su

  • Performed coupled FEM/FDM simulations for heat-pipe startup and thermal safety analysis in reactor systems.

  • Validated startup dynamics with Cotter's limit theory for space-reactor thermal radiator applications.

Selected Projects

Audio Deepfake Detection (2020 – 2021)
National Laboratory of Pattern Recognition, Institute of Automation, CAS

Selected Publications

  1. Wang Chenglong, Yi Jiangyan, Tao Jianhua, Ma Haoxin, Tian Zhengkun, Fu Ruibo. Global and Temporal-Frequency Attention Based Network in Audio Deepfake Detection / 基于全局-时频注意力网络的语音伪造检测. Journal of Computer Research and Development, 2021, 58(7): 1466-1475.

  2. F. Wang, C. Wang, M. Chen, W. Gong, Y. Zhang, S. Han, G. Situ. Far-field super-resolution ghost imaging with a deep neural network constraint. Light: Science & Applications, 2022, 11(1).

  3. F. Wang, C. Wang, C. Deng, S. Han, G. Situ. Single-pixel imaging using physics enhanced deep learning. Photonics Research, 2022, 10(1): 104-110.

  4. C. Wang, W. Gong, et al. "Influence of Receiving Numerical Aperture and Rough Target Size on Ghost Imaging via Sparsity Constraint." Chinese Laser, 2019.

  5. P. Wang, L. Wei, C. Wang, et al. "Super-resolution imaging via sparsity constraint and sparse speckle illumination." Chinese Physics B, 2018.

  6. P. Wang, C. Wang, et al. "Color ghost imaging via sparsity constraint and non-local self-similarity." Chinese Optics Letters, 2021.

  7. X. Mei, C. Wang, et al. "Influence of the source's energy fluctuation on computational ghost imaging and effective correction approaches." Chinese Optics Letters, 2020.

  8. Wang Chenglong, Hu Lingwen, Qiu Suizheng, Su Guanghui, et al. "Uncertainty Analysis of Transportable Fluoride-Salt-Cooled High Temperature Reactor (TFHR)." Nuclear Power Engineering, 2017.

  9. Zhang Wenwen, Wang Chenglong, et al. "Thermal Safety Analysis of New Type Heat Pipe Reactor Core." Atomic Energy Science and Technology, 2017.

Honors & Awards

  • Second Prize, Chinese Physics Olympiad (2015)

  • First Prize, China Undergraduate Physics Tournament (2016)

  • First Prize, Mathematics Competition of Chinese College Students (2016)

  • First Prize, China Undergraduate Mathematical Contest in Modeling (2017)

  • National Scholarship, Xi'an Jiaotong University (2019)

  • Champion, China Computer Game Championship in Doudizhu & Mahjong (2022)

  • Outstanding Master's Thesis (2022)

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