Haochen Luo

Haochen Luo

MPhil student at Department of Computer Science, City University of Hong Kong, supervised by Prof. Liu Chen

About me

Hi! I am MPhil student at City University of Hong Kong, supervised by Prof. Liu Chen. My interests are:

1. Machine learning theory, with a particular focus on robustness, privacy, and the security of machine learning models.

2. Multi-Agents Systems (MAS), design efficient and reliable multi-agent systems for a wide range of applications.

3. Applications of large language models (LLMs) in FinTech, especially towards enabling more intelligent and reliable investment decision-making. This work is conducted under the supervision and collaboration of Prof. Zhang Yuan at SUFE. My current main research areas include: (1) Trading signals, especially formulaic alpha factor mining; (2) Derivatives trading, with a focus on options.

Previously, I gained experience mainly in computer vision and model acceleration in industry.

Outside of academia, I have a keen interest in aviation ✈️ and photography 📷. Additionally, I am an experienced investor in the U.S. and Hong Kong stock markets, including derivatives.

Boeing 747-438 (VH-OJA, City of Canberra) and Boeing 787 ZA001

Boeing 747-438 (VH-OJA, City of Canberra) from QANTAS at HARS Aviation Museum, NSW, and the first experimental Boeing 787, the ZA001 at Chubu Airport, Nagoya. From the iconic “Queen of the Skies” to the composite-built Dreamliner, we see the change of aviation history across generations.

Education Experiences

  • 12/2024 - 12/2026, City University of Hong Kong, MPhil, Computer Science
  • 09/2020 - 07/2024, Northeastern University, Bachelor, Information Management and Information System

Industry Experiences

  • 05/2024 - 01/2025: DJI, Machine Learning Algorithm Engineer Intern
  • 10/2023 - 05/2024: ASML, Algorithm Engineer Intern
  • 07/2023 - 10/2024: XGRIDS, Algorithm Research Intern

Preprints and Publications

  • Haochen Luo; Ho Tin Ko; Jiandong Chen; David Sun; Yuan Zhang; Chen Liu. “AlphaBench: Benchmarking Large Language Models in Formulaic Alpha Factor Mining”. International Conference on Learning Representations (ICLR) 2026.
  • Haochen Luo; Ho Tin Ko; David Sun; Yuan Zhang; Chen Liu. “EvoAlpha: Evolutionary Alpha Factor Discovery with Large Language Models”. NeurIPS 2025 Workshop on Generative AI in Finance.
  • Zhong, Xuyang, Haochen Luo, and Chen Liu. “Dualoptim: Enhancing efficacy and stability in machine unlearning with dual optimizers.” Neural Information Processing Systems (NeurIPS) 2025.

Service

  • Reviewer of AAAI 2026, ICML 2026

Contact Me

I am open to working with CityU Hong Kong undergraduate students who are looking for RMS or FYP projects and are interested in doing research in FinTech or AI for Finance (AI4Fin). Please contact Prof. Liu Chen. We can then propose a project that suits your background and interests, and I hope you can take the role of project leader to help drive the research forward.

I am also open to collaborating with CS6590 Master’s project students who would like to contribute to our ongoing research projects.