My IQ has been increasing year by year.
Chapter 217 was rather awkward.
Chapter 217 was rather awkward.
3:30 p.m.
Chen Zhuo, with his backpack slung over one shoulder, pushed open the security door of dormitory 215.
The door hinges turned very quietly. He closed the door behind him, and the thick steel plate completely blocked out the sound of Chu Ge typing on the keyboard inside the room.
The light from the corridor slanted into the hallway. The dormitory building was a bit noisy in the afternoon. Most of the doors of the neighboring dormitories were open, and you could hear the beautiful sounds of traditional Chinese music from a game of "Miracle" or "Counter-Strike" playing inside, occasionally mixed with a few pop songs from the radio.
Chen Zhuo had only taken two steps when two people from dormitory 217 came out, carrying two books in their hands.
The two bumped into Chen Zhuo and paused noticeably.
The heated discussion about whether the school team's three-pointer last night had stepped out of bounds has stopped.
The two men, each carrying a book, glanced at Chen Zhuo. One of the slightly taller boys opened his mouth and greeted him.
"Brother Zhuo, going out?"
The voice was quite polite, even carrying a hint of cautious restraint that was unusual for them.
Chen Zhuo stopped and, just like when they met in the hallway, smiled and nodded at them.
"Are you going to the old library for class?"
"Oh, right, off to class."
The tall boy stepped aside, clearing the space in the middle of the corridor.
"See you later."
Chen Zhuo said something and took a step forward.
The two stood there, watching Chen Zhuo walk down the stairs.
"Brother Zhuo is really awesome now."
"Of course, it's in an uproar in Europe."
"He seems pretty ordinary, and he even greeted me."
"What do you know? The more capable a person is, the less pretentious they are. Alright, hurry up, or we'll be late for Abbess Miejue's class."
I walked out of the dormitory building.
There were many students coming and going on the road. Some were riding old-fashioned bicycles to class, with thick textbooks in their baskets, while others were walking in twos and threes towards the cafeteria.
Chen Zhuo walked under the shade of a tree on the right side of the road.
Students walking towards him would linger on him for a few seconds, and a few girls would huddle together and whisper among themselves after they passed by, then couldn't help but turn back for another look.
No one went forward to block them, and no one shouted.
The atmosphere at HKUST is quite good. Even when it comes to top academic titles, people simply take a second look or subconsciously slow down.
Chen Zhuo was quite pleased with this.
When they reached the fork in the road in the middle of the tree-lined path, a figure suddenly darted out from the side path and blocked Chen Zhuo's way.
Chen Zhuo stopped.
A boy wearing a wrinkled gray short-sleeved shirt, with messy hair, looked like an upperclassman. He had thick-rimmed glasses on his nose and dark circles under his eyes.
The senior student blushed and remained silent for a long time, only handing over the book along with a black ballpoint pen.
"Um... could I get your autograph?"
His voice was soft, and he even stuttered a little.
Chen Zhuo was stunned.
He pointed to his nose, then looked at the professional book filled with dense notes, his eyes revealing a sense of absurdity.
"You want an autograph? Me?"
"Junior Brother Chen."
The senior student spoke, his voice tinged with nervousness and a hint of embarrassment.
"Final exams in two weeks..."
The senior student scratched his hair somewhat embarrassedly.
"Real analysis is too difficult. I've studied it for several nights in a row, but I'm still not confident. I was thinking... since you're Pierre's student, could you sign your name here so I can absorb some of your magic and avoid failing?"
Chen Zhuo was taken aback.
He glanced at the worn-out book "Real Analysis," then at the pen his senior handed him.
"sign?"
"right."
The senior scratched his messy hair and chuckled dryly.
"I just wanted good luck. Everyone's saying you've settled down with Professor Pierre, and I wanted to share in the good fortune so I wouldn't fail any courses."
Chen Zhuo looked at the other person's huge dark circles under their eyes, then at his own blocked path, and said nothing.
He subconsciously glanced around and, finding no one staring at him, breathed a slight sigh of relief.
"Where should I sign?"
Chen Zhuo spoke, his tone revealing a sense of helplessness.
"The first page is fine!"
The senior student quickly opened the book "Real Analysis" and handed it, pen and all, to Chen Zhuo's chest.
Chen Zhuo didn't look for a flat tabletop. He simply took the pen with one free hand, propped the book on his knee, bent over slightly, and scribbled the pen tip across the paper a few times.
Because it was written in mid-air, those two characters weren't written very well; they were crooked and uneven.
When Chen Zhuo closed the pen cap and handed the book back, he didn't rush to let go.
"Senior, my handwriting isn't very good."
Chen Zhuo's tone was helpless.
The senior student took the book with both hands, glanced at the name on it as if it were a precious treasure, and nodded repeatedly.
"That's great, thank you, junior brother."
1
"You're welcome."
Chen Zhuo smiled.
"I wish you success in real analysis."
"Thank you for your kind words! I'll go and memorize the theorem two more times!"
The senior waved and hurriedly ran away along the same route, clutching his books.
Chen Zhuo watched his retreating figure disappear before turning around and preparing to continue walking towards the library.
Just as he turned around, he saw a person standing under the old locust tree a dozen meters away.
Su Wei.
She was wearing a simple light-colored shirt and holding several thick books in her arms.
The two exchanged a glance.
Chen Zhuo walked over.
"Do you need an autograph?"
Su Wei spoke, her tone devoid of any inflection.
"I didn't expect that either."
Chen Zhuo touched his nose with a hint of helplessness.
"This is the first time someone has asked me for an autograph, and I feel a little embarrassed."
"That means your current name is working quite well."
Su Wei turned away, not wanting to dwell on the topic.
"Professor Shen gave me a new quantitative model about tail risk. I spent the whole morning working on it in my dorm, but I still feel like something is missing."
"To the old library?"
Chen Zhuo walked side by side with her.
"Yes, it's quiet on the third floor."
"Let's go."
The two walked into the old library one after the other, keeping a distance of half a meter between them.
Behind the duty desk on the side of the hall, the old curator, Mr. Sun, was wearing reading glasses and reading a newspaper. Next to him was a tea mug, steaming.
Chen Zhuo walked over and stopped in front of the counter.
"Teacher Sun."
Hearing the sound, Teacher Sun pulled her reading glasses down a little and looked over from above the newspaper.
"Little Chen is here."
Teacher Sun put down the newspaper, turned around, opened the drawer behind her, and rummaged through it.
Then, he took out a key, placed it on the counter, and pushed it in front of Chen Zhuo.
A small brass tag with several numbers engraved on it is attached to the key.
Chen Zhuo didn't rush to take it. Instead, he picked it up by the rope with the key attached and brought it close to his eyes to take a look.
"301? Professor Sun, I remember that was reserved for visiting senior professors, right? Does this mean I'm... retiring early?"
"Principal Zhou personally made the arrangements this morning."
Teacher Sun didn't even look up; she simply turned a page of the newspaper.
"The lighting there is good. He said that more people will be looking for you in the future. If you still sit in that old spot on the third floor, forget about reading. The entrance to our library will probably be trampled down. For the sake of my peace and quiet in the library, please move to another spot."
Chen Zhuo smiled helplessly.
"Okay, I'll cooperate with the school and try not to cause any trouble for the library."
Chen Zhuo turned around, and Su Wei was standing not far from him, looking at the key without saying anything.
The two went up to the third floor.
Chen Zhuo walked down the corridor to the end.
Su Wei had already sat down in her usual spot. She spread out the complicated financial statements, holding a black ballpoint pen in her hand, and was doodling on a series of randomly fluctuating curves.
In the very center of the table was a stack of A4 draft paper.
Su Wei lowered her head and wrote quickly on the draft paper. Her brows were slightly furrowed, and the paper was already densely covered with rows of matrices and partial differential equations.
She was working on the option pricing model that Professor Shen Lan had left her.
The underlying mechanism of quantitative finance is often an extremely complex stochastic process. To deal with the irregular noise and tail risk in the market, the introduced volatility variables will grow exponentially.
Chen Zhuo stopped and stood in the aisle.
He didn't get very close; he just stood at that distance, his gaze lingering on the nearly full A4 sheet of paper for a few seconds.
Su Wei paused for a moment. She sensed the gaze beside her and looked up.
Chen Zhuo looked at her.
"Su Wei."
Chen Zhuo's voice was very soft.
Su Wei looked at him, her pen still in her hand, waiting for him to continue.
Chen Zhuo pointed to the draft paper in front of her, which was almost entirely blank.
"Professor Shen, your model has too many variables. You're trying to fit all random volatility into it..."
"7
Su Wei lowered her eyes and glanced at the paper she was writing on, which was indeed almost full.
Chen Zhuo did not dwell on the matter further.
He raised his hand and flashed the key in his hand.
"Professor Sun just gave me that study room at the end."
Chen Zhuo pointed with his thumb towards the end of the corridor.
"There's a big whiteboard inside; you can go over and write on it."
Su Wei looked at the key in Chen Zhuo's hand.
That was one of only two independent study rooms on the third floor, which was usually locked. Now, the key was in Chen Zhuo's hands.
Su Wei looked away.
She tapped the end of her ballpoint pen lightly on the table.
"Need not."
Her voice was clear and cold.
Su Wei looked down at the data report in front of her, her tone revealing a unique stubbornness.
"I reduce the dimensionality of the basic variables and filter out unnecessary noise. The remaining formula only takes up half an A4 sheet of paper."
Chen Zhuo nodded after listening.
He put away his keys and walked straight to the end of the corridor.
Chen Zhuo pushed open the door.
The room wasn't large, but as Teacher Sun said, it had excellent natural light.
A large solid wood desk, a chair, and a huge whiteboard nailed to the entire right wall.
The air was a bit stuffy.
Chen Zhuo walked over and pushed the south-facing window open halfway. The afternoon breeze rushed in, causing a piece of paper on the table to flutter.
He put his schoolbag on the table, pulled out a chair and sat down, then took out the Russian book from his bag.
He didn't touch the whiteboard.
He turned around and looked at the door.
He didn't close the door properly when he came in.
Chen Zhuo stood up, walked back to the door, grasped the doorknob, and pulled it towards the door frame.
The door slid smoothly and made no sound.
Just as they were about to close, Chen Zhuo stopped what he was doing.
He didn't lock the door completely, nor did he leave it open a crack.
A narrow, elongated slit.
This gap allows air to circulate in the passageway.
Chen Zhuo turned around and walked back to his desk, opened the book, and his gaze fell on it.
Outside the training room.
Su Wei sat in her original seat.
She heard the crisp sound of a lock being opened at the end of the door, and the sound of the door being pushed open and then half-closed.
She didn't look up.
But her breathing was a little deeper than before.
The black ballpoint pen in his hand fell back onto the draft paper.
The pen tip moved much faster across the paper than it had a few minutes ago, and with much more force.
Chen Zhuo's words were like a needle, neither too light nor too heavy, piercing through her slight irritation caused by the numerous variables.
Half a sheet of A4 paper.
She just made those remarks herself.
To compress Shen Lan's complex option pricing model onto half a sheet of paper, she had to build an extremely precise Markov chain in her mind, eliminating all the faint noise that had a negligible impact on tail risk.
This is an extremely large-scale calculation and logical deduction process.
The surroundings remained quiet.
A few students preparing for the postgraduate entrance exam were taking a nap on their desks in the front row, while a boy across the aisle to the left was silently memorizing English words.
Su Wei's world is now only filled with the data and formulas in front of her.
Her gaze darted quickly between several reports, her left hand pressing down on the pages while her right hand continuously wrote down lines of simplified formulas.
Time passed by, second by second.
The angle of the sunlight gradually shifted, and the sunlight that was originally falling in the center of the aisle moved little by little to the corner of Su Wei's table.
The front of her A4 paper was already filled with writing.
Su Wei turned the paper over.
The back is blank.
She stopped writing and shook her slightly sore wrist.
She glanced at the half-blank area, which was the final battlefield she had designated for herself.
If the final closed-form solution cannot be written on this half-sheet of paper, then her dimensionality reduction is a failure.
Su Wei took a deep breath.
She closed her eyes and mentally reviewed all the variables she had just removed, confirming that no critical parameters had been mistakenly deleted.
The pen tip fell again.
The derivation in this section slowed down, but with each line written down, the logic became more cohesive.
Those complex and seemingly random financial fluctuations, after stripping away the surface noise, gradually reveal their underlying, clear mathematical framework.
Thirty lines.
Twenty lines.
Ten lines.
When the last equation was true on the paper, Su Wei let out a long sigh of relief.
She put down her pen.
She looked down at the half-sheet of paper.
It occupies exactly half the area of the back of an A4 sheet of paper, a clean and concise option pricing formula that has been simplified.
Su Wei leaned back in her chair, feeling a thin layer of sweat on her back.
She raised her wrist and glanced at her watch; it was 6:30 PM.
Two and a half hours had passed since she set the time for herself.
She stood up from the chair.
The movement wasn't large, but the sound of pulling out the chair was still somewhat clear in the quiet study room.
Two people around her glanced up at her, then continued reading.
Su Wei ignored it. She tidied up the data reports on the table and put them into her canvas bag.
Then, she picked up the A4 paper with writing on both sides, the edges of which were already a little soft from being crumpled.
She didn't bring a pen.
Su Wei left her seat and walked step by step down the aisle towards the end of the corridor.
She walked to the door of Room 301.
The solid wood door remained exactly as it had been two hours earlier, ajar with a crack in it.
Su Wei stood outside the door, neither making a sound nor knocking.
The door was pushed open.
In the room.
Chen Zhuo was sitting behind that large table, his left hand supporting his chin, his right hand turning a page of a Russian book.
Hearing the door open, Chen Zhuo looked up.
Sunlight streamed in obliquely from the window, falling on one of his shoulders. He looked at Su Wei standing in the doorway, his expression showing no surprise, only a raised eyebrow.
Su Wei went inside.
She walked to the desk.
Without any opening remarks, she gently placed the A4 sheet of paper filled with formulas on the table in front of Chen Zhuo.
The back of the paper should be facing up.
Above that half-blank area was a complete, extremely concise mathematical derivation.
"I'm done calculating."
Su Wei spoke, her voice not loud, slightly hoarse from not having drunk water for a long time, but with an undeniable confidence.
Chen Zhuo shifted his gaze from the book to the A4 sheet of paper.
He didn't reach out to take it; he just kept his head down and glanced at it.
With his computing power and intuition, it would only take him a few seconds to understand this level of dimensionality reduction derivation.
The logic on paper is beautiful.
An extremely clean Markov chain, without any redundant variables, has its noise removed just right, neither affecting the accuracy of the final result nor compromising the computational load.
Chen Zhuo raised his head and met Su Wei's cold eyes.
"Very clean logic."
Chen Zhuo gave his evaluation.
To be honest, there was no perfunctory talk, nor any condescending instruction.
"Half a sheet of paper."
Su Wei looked at him, her chin slightly raised in a tiny arc.
She proved herself.
This proves that she doesn't need to use that three-meter-long whiteboard, nor does she need to rely on the vastness of physical space to compensate for the limitations of her thinking.
Chen Zhuo smiled.
He leaned back in his chair.
"That's impressive."
Su Wei did not respond.
She stood there for a while, making sure Chen Zhuo had finished reading the paper, then reached out, picked up the A4 paper again, folded it in half, and held it in her hand.
"I'm leaving now; Professor Shen is still waiting for the data."
After Su Wei finished speaking, she turned and walked towards the door.
"Su Wei."
Chen Zhuo called her name from behind.
Su Wei stopped and turned her head.
Chen Zhuo pointed to the door she had pushed open.
"When you leave, could you please close the door behind you? It's a bit cold."
Su Wei looked at him.
Chen Zhuo's face showed a sense of matter-of-fact composure.
She pursed her lips, said nothing, and walked out the door.
Grasp the doorknob with both hands and pull it in.
"Click".
This time, the door closed.
Outside.
Su Wei stood in the corridor, stuffing the folded A4 paper into her pocket. She listened to the sound of the door behind her closing completely, and let out a long sigh.
The sense of urgency that had been weighing on my heart all afternoon finally dissipated completely as the formula was solved and the door closed.
She knew that the person inside the door walked faster and stood taller than her.
But at least in this realm of A4 paper, she managed to keep up with his pace in her own way.
Su Wei tidied the stray hairs behind her ear, turned around, and walked steadily down the stairs.
Inside the door.
Chen Zhuo listened to the footsteps outside gradually fading away.
He turned his gaze back to the Russian book in front of him.
The formula on that A4 sheet of paper was still swirling in his mind.
Professor Shen from the School of Finance was indeed very perceptive; Su Wei's intuition in quantitative finance was even sharper than she had imagined.
The dimensionality reduction of those parameters was so impressive that even he found it pleasing to the eye.
It was practically born for finance.
Chen Zhuo reached out and picked up the water glass on the table, taking a sip of water.
The sunlight retreated through the window, leaving only a golden afterglow on the edge of the whiteboard.
The room fell completely silent.
He turned a page of the book.
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