Jen-Wen Lin

Sessional & Course Instructor

Areas of Interest

  • Time series analysis
  • Value-based quantitative investment strategies
  • Reinforcemental learning
  • Dynamic programming
  • Econometrics


Jen-Wen is an entrepreneur and researcher in applied statistics and machine learning. He has been teaching Time Series Analysis at the University of Toronto since 2008 and was an adjunct professor at Western University from 2010 to 2012.

Prior to founding AI Squared, the next generation of digital wealth manager, Jen-Wen spent six years at Canada Pension Plan Investment Board where he conducted quantitative research on asset allocation, private assets, smart beta strategies, and global macro strategies. In 2017, Jen-Wen’s research on private assets was invited to present at Northfield’s 29th annual conference. Prior to joining CPPIB, Jen-Wen has experiences in model development and validation for several Canadian banks. Jen-Wen holds a Ph.D. in Statistics from Western University, a M.Sc. in Computational Finance from Carnegie Mellon University, an ORIE M.Eng. form Cornell University, and a M.A. in Economics from National Chengchi University in Taiwan. He is also a CFA charterholder.