About Me

Hello! My name is Teng Andrea Xu. I am a Researcher in the Integrated Research team at AQR Capital Management, working with Bryan Kelly. I received my Ph.D. from École Polytechnique Fédérale de Lausanne (EPFL), supervised by professor Semyon Malamud and sponsored by the Swiss National Science Foundation (SNSF) grant. My work focuses on the application of advances in artificial intelligence and machine learning to asset pricing.

Before that, I received my Master’s in Engineering in Computer Science from The University of Rome “La Sapienza” under the supervision of professor Andrea Baiocchi, where I worked on intra-vehicular communication using IEEE 802.1 Audio Video Bridging (AVB) & Time-Sensitive Networking (TSN).