Edward Yi-Hao Kao

Edward Yi-Hao Kao (高奕豪) is a Taiwanese quantitative researcher and portfolio manager. A Kaohsiung High School product, he won a silver medal for Taiwan at the 43rd International Mathematical Olympiad in Glasgow in 2002 (28 points) and a silver at the 2001 International Olympiad in Informatics, one of a very small set of Taiwanese students to medal at both. He earned a BSEE at National Taiwan University (2006) and a PhD in electrical engineering at Stanford (2012) under Benjamin Van Roy, publishing on directed regression, factor models and distance metric learning. He then built a systematic-finance career through Goldman Sachs, Two Sigma Investments (VP) and Cubist Systematic Strategies, and now works as a Portfolio Manager at Tongdeng Asset Management, a model-driven hedge fund.

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• Completed a Stanford EE PhD (2012) advised by Benjamin Van Roy, researching machine learning, factor models and directed regression - the theory foundation he later applied to systematic finance.
• Career arc runs Google SWE intern and Yahoo! research intern -> Goldman Sachs -> VP at Two Sigma -> Senior Research Analyst at Cubist Systematic Strategies -> independent/self-employed -> Portfolio Manager at Tongdeng Asset Management, a steady climb from big-firm quant to portfolio responsibility.
• Returned from US quant leadership (Two Sigma VP) to a Taiwan-based asset manager (Tongdeng), suggesting a shift from working inside a large systematic fund to a smaller, higher-ownership investment seat.
• Read together, the arc from 2001-2002 double-olympiad medals to a Van Roy ML PhD to a Two Sigma VP seat to a portfolio-management role at Tongdeng shows a near-20-year climb from competition mathematics into ownership of systematic trading strategy - the math-olympiad-to-quant path Taiwan's STEM pipeline is known for.
• Competed in the International Olympiad in Informatics (IOI) for Taiwan in 2001 as a Kaohsiung High School student (silver), earned a guaranteed spot at NTU EE - a rare double-olympiad (math + informatics) record.
• Won a silver medal (28 points; rank 40, top 8%) for Taiwan at the 43rd IMO in Glasgow 2002, solving full marks on problems 2, 4 and 5.
• Competed for Kaohsiung High School (高雄中學) as a graduating senior at IMO 2002, alongside teammates from 建國中學; the same math-olympiad pipeline later routed him into NTU Electrical Engineering.
• Published 'Directed Regression' (NIPS 2009) and 'Learning a Factor Model via Regularized PCA' (Machine Learning, 2013) with Van Roy, plus directed PCA/time-series work applied to portfolio construction.
• Graduated NTU Electrical Engineering in 2006 before Stanford - the classic Taiwan math/physics-olympiad-to-quant pipeline.
• Named an Irving Tho Foundation fellow while at Two Sigma Investments, New York - an affiliation that links him to a Taiwan-diaspora STEM/quant network.
• Profiles the Chinese-language version of his own name (高奕豪) as 'Edward Yi-Hao Kao', consistent across LinkedIn, Google Scholar, NTUEE alumni records and press.
• Google Scholar record shows ~227 citations and an h-index of 7, with most citations accruing since 2021, indicating his ML papers continue to be cited in the machine-learning and decision-focused-learning literature.