Hi! I’m Yilei Zhao (Elaine), currently a Ph.D. student at Nanyang Technological University, where I am fortunate to be advised by Wei Yang Bryan Lim. Prior to joining NTU, I completed my bachelor’s degree at Zhejiang University, where I had a wonderful academic journey that sparked my interest in research.

My research primarily focuses on Fintech (AI4Finance). I have worked on applying deep learning models to tackle financial tasks, including portfolio management and algorithmic trading. Currently, my interests extend to foundation models, particularly in making them trustworthy for real-world applications. I am especially interested in topics such as uncertainty quantification, explainability, and ensuring that these large-scale models can be deployed reliably in high-stakes decision-making environments.

📖 Educations and Experience

• 2025.08 - Present, Nanyang Technological University, Singapore. PhD Student, College of Computing and Data Science.
• 2024.09 - 2025.08, Nanyang Technological University, Singapore. Research Engineer, Alibaba-NTU Corp Lab.
• 2024.08 - 2024.09, Alipay (Hangzhou) Information Technology Co., Ltd., China. Algorithm Intern.
• 2020.09 - 2024.07, Zhejiang University, China. B.Eng. in Software Engineering.

🔥 News

• 2025.10:  🎉🎉 STORM is accepted by WSDM 2026! See u in Bosie, Idaho!

📝 Selected Publications

arXiv 2025

FinWorld: An All-in-One Open-Source Platform for End-to-End Financial AI Research and Deployment

Wentao Zhang, Yilei Zhao, Chuqiao Zong, Xinrun Wang, Bo An
arXiv, 2025

Paper | Code | Website

WSDM 2026

STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading

Yilei Zhao^*, Wentao Zhang^*, Tingran Yang, Yong Jiang, Fei Huang, Wei Yang Bryan Lim
Proceedings of ACM International Conference on Web Search and Data Mining (WSDM), 2026

Paper | Code

WWW 2024

Reinforcement learning with maskable stock representation for portfolio management in customizable stock pools

Wentao Zhang, Yilei Zhao, Shuo Sun, Jie Ying, Yonggang Xie, Zitao Song, Xinrun Wang, Bo An
Proceedings of the ACM Web Conference (WWW), 2024

Paper | Code

AAAI 2024

Fine-tuning large language model based explainable recommendation with explainable quality reward

Mengyuan Yang, Mengying Zhu, Yan Wang, Linxun Chen, Yilei Zhao, Xiuyuan Wang, Bing Han, Xiaolin Zheng, Jianwei Yin
Proceedings of the AAAI Conference on Artificial Intelligence (AAAI), 2024

Paper

💬 Academic Services

• Conference Reviewer
  • ICLR 2026
  • AAAI 2026
  • KDD 2025
  • WISE 2024, 2025

🎖 Honors and Awards

• 2024.06, Outstanding Graduates of Zhejiang University
• 2024.06, Outstanding Thesis of Zhejiang University
• 2023.10 Zhejiang University Second-Class Scholarship(Top 8%)
• 2021.10 Zhejiang Provincial Government Scholarship(Top 3%).
• 2021.10 Zhejiang University Second-Class Scholarship(Top 8%)