Zhenhan Chen
I build quantitative models and AI tools for finance: analyst forecasting, machine learning on stock returns, and multi-model AI pipelines that can be checked, not just trusted.
M.S. Financial Technology & Analytics, Stevens Institute of Technology. I came to finance from visual art and 3D animation, and still make work.
Art
-
Knights of BabbioAnimationA video of several medieval knights with catapults standing between the pillars of Babbio, a modern building in the artist's college. -
Karma & PhalaVideo installationKarma & Phala is a video installation in which caricatured renditions of religious and political figures engage in a conversation filled with existential one-upmanship. -
Aim HeroInteractive gameMon Jul 19 2022 The player needs to shoot targets appearing on the screen using a mouse to earn points. -
Shape of SoundPaintingA painting series that visualizes the shape of sound, including the sound of an iPhone alarm , wave and miter saw in the artist's way. -
Winnie on the BeachAnimationA video of Winnie the Pooh, who is supposed to be a cute character, walking slowly to a hamster and attacking it. -
Things Going AwayPhotographyA photo series of things that are gradually disappearing around us . -
ArcherAnimationA video of an archer attacking a human with a fancy camera perspective tracking the arrow. -
Winnie in the HallwayAnimationThe viewer walks down the hallway of an apartment in a first-person perspective, seeing bloodstains and eerie, terrifying symbols and murals along the way.
Finance
-
Reversal IndexCapstone researchScores Wall Street analysts on the quarters where earnings change direction, then audits a 20-year backtest out of sample. -
ML Stock ReturnsMachine learningFive models on 890,592 stock-months: LightGBM is the only one with positive out-of-sample R² and gives the best Sharpe. -
CongressChainBlockchain · SolidityAn on-chain registry of congressional stock disclosures with a suspicion score any reader can re-derive. -
Elections & the MarketEvent studySix presidential elections: returns barely move, but trading volume jumps the day after the result. -
StockAnalyzerPython packageA four-module package for prices, indicators, risk metrics and charts, with an in-browser demo of the same formulas. -
Stock CNNMachine learningPredicts five-day price direction from stock chart images with convolutional neural networks. -
Financial NLPLanguage & marketsMeasures FinBERT sentiment in 20,550 news articles and tests whether it predicts stock returns. -
Steam EcosystemData visualizationGenres, prices, VR and languages across the Steam catalogue, and why localisation follows budgets.