Homepage for Yujia Yin

Yujia Yin's Homepage

Emails: Math, University of Toronto, Personal

I am a third-year PhD student at the University of Toronto. I study data privacy of deep learning models(e.g., unintended revelation of individual data by large high-performance models, ways to protect confidentiality of training data, and fundamental bounds on computational overheads introduced by these protections). I also have an interest in applying quantitative methods to study the financial markets, coming up with profitable trading strategies and building systems for my research and trades. Although quantitative, due to resource constraints, I don't do high-frequency trading or statistical arbitrage. Instead, I construct portfolios with asymmetric risk profiles, whose pay-offs are driven by catalysts.
My GitHub repositories
My LeetCode profile

In March 16 2023, after finishing a course on Mathematical Finance taught by Professor Luis Seco at the University of Toronto, I made my first investment. My portfolio was 65% stocks and 35% bonds.
After some ups and downs, I decided to trade systematically and frequently. My initial AUM was 47500 CAD. My time-weighted return by October 13 2023 is 62.34%. I am now taking a break from trading to focus on research.
My goal was not just to make money, but to do so while hedging against market risks. Among other things, I actively went after alphas and aggressively eliminated betas in my main portfolio. The biggest alphas I found are all related to my domain expertise, but I hope to eventually be able to automate the generation process using data-driven methods.

Currently, I am a teaching assistant for MAT223:Linear Algebra I and MAT224: Linear Algebra II.
In the Summer of 2023, I was a teaching assistant for MAT 235: Multivariable Calculus.
During 2022 Fall to 2023 Winter, I was a teaching assistant for the course MAT137: Calculus with Proofs.
In the Summer of 2022, I was a teaching assistant for the course MAT136:Calculus II.
During 2021 fall to 2022 winter, I was a teaching assistant for the course MAT137: Calculus with Proofs.
In the Summer of 2021, I was a teaching assistant for the summer course MAT223 Linear Algebra.
From 2017 to 2021, I was a teaching assistant for the year-course MAT 235 Multivariable Calculus.

I was a mentor for the 2022 University of Toronto Math Mentorship Program. I supervised a project on Elliptic Curve Cryptography.
During the 2020-2021 school year, I was a mentor for the Association for Women in Mathematics High School Mentorship Network.


During the 2021-2022 school year, I was a member of the Social Comittee of the Math Graduate Students Association(MGSA) at the University of Toronto.

Actually, I get most of the news from these sites.
Kai-Wen Lan's Math Links
Hacker News
OpenReview.net
Investopedia
Still learning? Still rambling?

Tools
A website to draw commutative diagram based on tikzcd. It does the job if you just want some quick diagrams. Be wanred that the previews do not always agree with the outputs produced by some Tex Editors(such as TexMaker).

Are you actually as productive as you think you are? Are you working effectively and efficiently? What is your APM? Here is an app to track the hours spent on various tasks(accurate to documents). There is also an extension for Chromium browsers that does the same thing. It has a little timer that helps you track the total time(in a day) spent on the current website in real time. On Android phones and tablets, there is YourHour. For the real world, I recommend this kitchen timer


Some illustrations I prepared back when I was an undergraduate TA. I was hoping to eventually manga-fy the mathematical trivia I accumulated over the years.
Mountain of Faith(My Blog.) It is currently unpublished because I do not anticipate I will have enough regular updates that are worthy of the cost of keeping a domain. Please see my GitHub repositories for updates.