## Wenjun Deng

Email: wdeng[AT]wdeng.info

LinkedIn: http://www.linkedin.com/in/wdeng

GitHub: https://github.com/wenjundeng

Google Scholar Citations: http://scholar.google.com/citations?user=PFPrvg0AAAAJ

### Summary

- A quantitative analyst and data scientist. Able to solve complex problems by mathematical modeling and numerical simulations, and present solutions orally and/or in writing. Able to work independently and as part of a team.

### Quantitative analysis skills

- Collecting and normalizing various types of financial datasets either from vendors, internet, or other sources; inspecting data quality and monitoring data delivery.
- Building and backtesting trading signals (alphas) from:
- intuition and/or academic papers;
- machine learning;
- data mining through massive data transformations.

- Portfolio construction and optimization.

### Technical skills

- Familiar with various scales of Linux-like systems; familiar with basic Linux tools such as Bash shell script, vim, cron, Makefile, etc.
- Writing clean and robust codes in C/C++, Python, MATLAB, etc.
- Parallelizing computationally expensive code; depending on needs, method can be as simple as Bash script, or Python subprocess, or as complex as MPI and/or OpenMP.
- Handling various data storage format from as simple as CSV files, JSON files, to as complex as SQL databases.
- Implementation of a diversity of numerical algorithms, including Monte Carlo method, regression,

mean-variance optimization, Kelly criterion, finite difference and finite element analysis, spectral method,

explicit and implicit time stepping methods, shooting method, etc. - Data analysis and visualization (Jupyter/IPython Notebook, MATLAB, Mathematica, gnuplot).
- Code management with version control softwares (Git, Subversion, Mercurial).
- Website development (XHTML, PHP, MySQL).
- Eager and able to learn new technologies quickly.

### Research experience

- June 2015–present: quantitative research at Trexquant Investment LP
- (Confidential)

- February 2012–May 2015: postdoctoral research at Princeton University Plasma Physics Laboratory
- Developed particle tracking for large-scale particle-in-cell (PIC) simulation code PSC and used it to discover various particle acceleration mechanisms in high-energy-density plasmas. (PIC simulation is a type of Monte Carlo simulation popularly used for plasma simulation.)
- Developed an optimization technique by particle reduction for PIC simulations [Deng2014] that saved 75% and 95% computing time in 2D and 5D simulations, respectively.
- Contributed to open source projects: 3 patches to PETSc and 1 patch to fabricate.

- July 2007–February 2012: graduate research at University of California, Irvine
- Discovered that equilibrium current is missing in conventional PIC fusion simulation model, formulated the missing terms and implemented them in large-scale PIC code GTC [Deng2012a], which enabled GTC to simulate current-driven instabilities in fusion plasmas.
- Developed a Python code ALCON for calculation of Alfvén continuous spectra [Deng2012b]. (Alfvén eigenmodes degrade fusion reactor performance and therefore are a major barrier for controlled fusion power.)
- Collaborated with General Atomics and Oak Ridge National Laboratory for verification and validation of multiple plasma simulation codes for Alfvén eigenmodes in the DIII-D fusion reactor; simulation results agree remarkably well with experimental measurements [Spong2012].

### Publications

*Properties of toroidal Alfvén eigenmode in DIII-D plasma*

Z. Wang, Z. Lin, W. Deng, I. Holod, W. W. Heidbrink, Y. Xiao, H. Zhang, W. Zhang and M. Van Zeeland

*Physics of Plasmas***22**, 022509 (2015)*Verification of gyrokinetic particle simulation of current-driven instability in fusion plasmas. I. Internal kink mode*

J. McClenaghan, Z. Lin, I. Holod, W. Deng and Z. Wang

*Physics of Plasmas***21**, 122519 (2014)*Optimization by marker removal for δf particle simulations*

W. Deng and G.-Y. Fu

*Computer Physics Communications*,**185**, 95–105 (2014)*Nonlinear dynamics of beta-induced Alfvén eigenmode in tokamak*

H. S. Zhang, Z. Lin, W. Deng, I. Holod, Z. X. Wang, Y. Xiao and W. L. Zhang

*Physics of Plasmas***20**, 012510 (2013)*Verification and validation of linear gyrokinetic simulation of Alfvén eigenmodes in the DIII-D tokamak*

D. A. Spong, E. M. Bass, W. Deng, W. W. Heidbrink, Z. Lin, B. Tobias, M. A. Van Zeeland, M. E. Austin, C. W. Domier and N. C. Luhmann, Jr.

*Physics of Plasmas***19**, 082511(2012)*Nonlinear simulation of energetic particle modes in high-beta tokamak plasma*

A. Bierwage, N. Aiba, Y. Todo, W. Deng, M. Ishikawa, G. Matsunaga, K. Shinohara and M. Yagi

*Plasma Fusion Res.***7**, 2403081 (2012)*Linear properties of reversed shear Alfvén eigenmodes in the DIII-D tokamak*

W. Deng, Z. Lin, I. Holod, Z. Wang, Y. Xiao and H. Zhang

*Nuclear Fusion***52**, 043006 (2012)*Gyrokinetic simulation model for kinetic magnetohydrodynamic processes in magnetized plasmas*

W. Deng, Z. Lin and I. Holod

*Nuclear Fusion***52**, 023005 (2012)*Gyrokinetic particle simulations of reversed shear Alfvén eigenmode excited by antenna and fast ions*

W. Deng, Z. Lin, I. Holod, X. Wang, Y. Xiao and W. Zhang

*Physics of Plasmas***17**, 112504 (2010)*Properties of microturbulence in toroidal plasmas with reversed magnetic shear*

W. Deng and Z. Lin

*Physics of Plasmas***16**, 102503 (2009)*Advanced simulation of electron heat transport in fusion plasmas*

Z. Lin, Y. Xiao, I. Holod, W. Zhang, W. Deng, S. Klasky, J. Lofstead, C. Kamath and N. Wichmann

*Journal of Physics: Conference Series***180**, 012059 (2009)

Publications updated on March 3, 2015

### Conference presentations

#### Oral presentations

*Optimization by marker removal for δf particle simulations*

2013 23rd International Conference on Numerical Simulation of Plasmas*Gyrokinetic particle simulations of reversed shear Alfvén eigenmode in DIII-D tokamak*

2012 Joint EU-US Transport Task Force Workshop*Gyrokinetic particle simulations of reversed shear Alfvén eigenmode in DIII-D tokamak*

2011 53rd Annual Meeting of the APS Division of Plasma Physics*Effects of finite β and plasma current on the reversed shear Alfvén eigenmode*

2011 Joint EU-US Transport Task Force Workshop*Properties of electrostatic and electromagnetic turbulence in reversed magnetic shear plasmas*

2010 International Sherwood Fusion Theory Conference

#### Posters

*Particle energization in magnetic reconnection in high-energy-density plasmas*

2014 56th Annual Meeting of the APS Division of Plasma Physics*Nonlinear Alfvén eigenmode studies through optimized PIC simulations*

2013 55th Annual Meeting of the APS Division of Plasma Physics*Marker particle optimization for delta-f PIC simulation*

2013 Joint EU-US Transport Task Force Workshop*Optimization of marker particle distribution by particle merging/splitting for δf PIC simulation*

2012 54th Annual Meeting of the APS Division of Plasma Physics*Gyrokinetic particle simulations of reversed shear Alfvén eigenmode in DIII-D tokamak*

2011 12th IAEA Technical Meeting on Energetic Particles in Magnetic Confinement Systems

2011 International Conference on Numerical Simulations of Plasmas

2011 International Sherwood Fusion Theory Conference*Gyrokinetic particle simulations of reversed shear Alfvén eigenmode*

2010 52nd Annual Meeting of the APS Division of Plasma Physics*Gyrokinetic particle simulations of toroidal plasmas with reversed magnetic shear*

2009 51st Annual Meeting of the APS Division of Plasma Physics*Simulations of microturbulence in tokamak plasmas with reversed magnetic shear*

2009 Joint EU-US Transport Task Force Workshop

2009 International Sherwood Fusion Theory Conference

### Education

- Ph. D. in Physics, finished in December 2011 (dissertation), awarded in March 2012

M. S. in Physics, September 2008

University of California, Irvine - B. S. in Applied Physics, July 2006

University of Science and Technology of China

### Teaching experience

- 2013–2014: Co-mentored an undergraduate student and an intern student for computational study of magnetic field generation in HED plasmas.
- 2011: Teaching part of a graduate course, special topics of plasma, covering topics of gyrokinetic formulation with equilibrium current, reduction of gyrokinetic formulation to ideal MHD theory in long wavelength limit, and Alfvén continuum and Alfvén eigenmode gaps.
- 2009–2010: Teaching assistant (TA) for three quarters of undergraduate classes, including basic physics, basic physics lab, classical physics, and classical physics lab.

### Honors & awards

- 2011 Sherwood Student Poster Award
- 2007–2008 Marco Vekic Memorial Award
- 2006–2007 Regent’s Fellowship

### Volunteer experience

- 2008–2009: Chinese Students & Scholars Association

Serving as treasurer, website building, advertising, event planning, and photographing - 2007–2008: Physics Graduate Caucus

Website building, and event planning - 2007–2008: Language Exchange Program

Advertising, event planning, and photographing

### Languages

- English: fluent
- Cantonese and Mandarin Chinese: native

Updated on September 18, 2016