1 Wei Pan@MIT Media Lab -
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Wei Pan (潘巍)

panwei --@AT@-- media.mit.edu
E15-388
20 Ames St
Cambridge, MA 02139

Connectedness Meets Finance

My works are about humans, interactions, networks, big data and mobile-phone-based instrumentation. I am in the Human Dynamics Group led by my advisor Sandy Pentland.

I try to understand complex social systems. In past I have worked on many other social systems from small groups to a neighborhood and even the whole United States(in DARPA Red Balloon Challenge). Now I focus on financial markets and financial systems, as I believe many research efforts in computational social science can be applied to financial systems: Like social systems, financial systems are composed of the connected networks of entities. Like social systems, financial systems are often dominated under social influence dynamics. Like social systems, big-data driven approaches can open new opportunities in financial markets.

Bio

I am a graduate student in the Human Dynamics Group of MIT Media Lab. Before that, I spent two years in the Computer Science Department at Dartmouth College, also as a graduate student. I received my B.Eng. from Tsinghua University in 2007, in computer science. I've worked in Fidelity Investments, Google Research China and a couple of start-ups.

News

June 2013: My new article on high frequency trading is published in MIT Sloan Management Review. See here. It will be shown up in the Summer 2013 issue as well.
*June 2013: Our city paper received some good media coverage. See The Economist report here and The Atlantic Cities report here. This work is also part of the new MIT Media Lab City Science Initiative focusing on building the great future cities.
*June 2013: New paper on what makes cities greater is published in Nature Communication. Please read the paper here and check out the MIT news report here. An earlier version of this work won the Best Student Talk at NetSci 2012.
*September 2012: Presenting new work on how social network dynamics affect traders' decisions in financial markets in SocialCom 2012. Please read the paper here.

China Initiative

I am the co-founder and president of the MIT Media Lab China Initiative. We are passionate in bringing new innovations in China and reaching respected Chinese companies for MIT Media Lab partnership. I wrote this blog post when we started this in 2010. For the past two years, we received overwhelming support from our Chinese partners and business leaders in China. We thank you all for the support.

Research Software


* 2011: Funf Open Sensing Platform. Click here. See MIT News for detail.
* 2009: SmartDialer: Automatic Dialing Software that knows who you call next. Click here.
* 2009: Hierachical Model for Human Locomotion, click here.
* 2008: Optimal Tuning Systems (see my ICMC'08 paper), click here.