Yunhua Pei

PhD Candidate in Computer Science

University of Bristol, UK · Senior Research Associate, AI4CI Hub

Yunhua Pei

About

I am a final-year PhD candidate in Computer Science at the University of Bristol, supervised by Prof. John Cartlidge and Dr. Jin Zheng, and a Senior Research Associate at the AI4CI Hub. My thesis, Market, Value, and Momentum, builds a graph-based, multidimensional framework for stock market forecasting.

I build and validate forecasting models for noisy, non-stationary market data. Recent work covers stock forecasting with dynamic graph contrastive learning, multi-agent LLM systems for crypto portfolio allocation, unsupervised anomaly detection in multivariate time series, and evaluating LLMs against market participants' revealed positions and trades.

Before the PhD, I spent nearly two years as a Senior Quantitative Trading Development Engineer in the Financial Markets Division of China CITIC Bank's head office, forecasting Chinese government bond yields for the bond trading desk. During the PhD I also worked with Stratiphy.AI on multimodal market forecasting through an Innovate UK-funded project.

Research interests: trading systems, LLM agents, graph learning, time-series anomaly detection.

I am currently seeking industry and academic opportunities in fintech and LLM agents. Feel free to reach out by email.

News

Publications Google Scholar

2026
2025
EARLIER

Preprints & Journal Extensions

Patent

Experience

Senior Research Associate, AI4CI Hub 10/2026 – present University of Bristol, UK · Project AuditOps (Innovate UK-funded R&D) Continuing development of AuditOps, an LLM-agent system that verifies claims against SEC and Companies House filings using retrieval, deterministic calculation and citation-checked extraction.
Senior Research Associate (Quantitative Trading) 06/2024 – 06/2025 Stratiphy.AI, London, UK · seconded via the University of Bristol AI4CI Hub Built CMTF, a transformer model that fuses FTSE 100 prices, macro indices, news sentiment and financial reports for interpretable price-direction forecasting.
Senior Quantitative Trading Development Engineer 03/2021 – 11/2022 China CITIC Bank (Head Office), Financial Markets Division, Beijing Built and deployed a multi-factor LSTM strategy for China government bond yields with the bond trading desk, and raised long-term forecast precision by 15.3% by combining model output with technical analysis and market views.

Education

PhD in Computer Science 02/2023 – 02/2027 (expected) University of Bristol, UK
MSc in Data Science 09/2019 – 11/2020 University of Sheffield, UK
BSc in Information Management and Information Systems 08/2015 – 06/2019 Northwest A&F University, China

Honors & Awards

Professional Activities

Teaching

Graduate Teacher, University of Bristol