At Singapore University of Technology and Design, I contributed as an undergraduate research assistant under SUTD-MIT International Design Center, focusing on using algorithms to improve the performance in terms of area, power consumption, and delay of integrated circuit (IC) modules. From literature review, idea formalization, model design and optimization, algorithm realization, conducting experiments, and paper writing, I have experienced the entire line of research work. In one of the research topics, I constructed an optimization model for multiple constant multiplication (MCM) module with novel hypergraph based directed graphs and solution methodologies with outperform of 10 other competing methods by up to 14.0% in circuit performance. Meanwhile, I proposed iterative re-optimization algorithm on existing designs, contributing originality to the industry.

At Cornell University, I and my teammates proposed a graph-based factor model for asset return and volatility prediction and portfolio optimization. In the model, we seek to combine quantitative analysis methods with fundamental financial reasoning to improve the predictability and robustness of portfolio performance while trying to find a good balance between algorithm optimality and speed. Also, we seek to provide a versatile and flexible analytical framework that can be adapted to many more purposes. The findings are to be released soon.

Publications

  1. J. Chen, J. Tan, C. -H. Chang and F. Feng, “A New Cost-Aware Sensitivity-Driven Algorithm for the Design of FIR Filters,” in IEEE Transactions on Circuits and Systems I: Regular Papers, vol. 64, no. 6, pp. 1588-1598, June 2017, doi: 10.1109/TCSI.2016.2557840.
  2. J. Zhao, Y. Wang, J. Chen and F. Feng, “A new area-efficient FIR filter design algorithm by dynamic programming,” 2016 24th European Signal Processing Conference (EUSIPCO), 2016, pp. 1853-1856, doi: 10.1109/EUSIPCO.2016.7760569.
  3. F. Feng, J. Chen and C. Chang, “Hypergraph Based Minimum Arborescence Algorithm for the Optimization and Reoptimization of Multiple Constant Multiplications,” in IEEE Transactions on Circuits and Systems I: Regular Papers, vol. 63, no. 2, pp. 233-244, Feb. 2016, doi: 10.1109/TCSI.2015.2512742.
  4. J. Chen, C. Chang, F. Feng, W. Ding and J. Ding, “Novel Design Algorithm for Low Complexity Programmable FIR Filters Based on Extended Double Base Number System,” in IEEE Transactions on Circuits and Systems I: Regular Papers, vol. 62, no. 1, pp. 224-233, Jan. 2015, doi: 10.1109/TCSI.2014.2348072.