Wei Cao


Microsoft Research Asia

About Me

I am currently a researcher at Microsoft Research Asia (MSRA), Machine Learning Group, headed by Prof. Tie-Yan Liu. I received my Ph.D. degree from Institute for Interdisciplinary Information Sciences (IIIS) at Tsinghua University in 2018, under the supervision of Prof. Jian Li. Before that, I received the B. Sc degree from Department of Computer Science at Wuhan University in 2013.

I have a wide range of research interests on applied machine learning, including Quantitive Trading, Intelligent Logistics, Networking Optimization etc. In the past one year, we cooperated with China-AMC, China-Taiping, Shunfeng-Tech, FETnet and many other compannies, to together explore the new opportunities for AI in different domains. I really enjoy solving real industrial problems from various areas with AI technique.

HIRING: I am seeking for self-motived interns who have interests on time series, tabular data and autoML. Feel free to contact me if you are interested.


  • Time Series Prediction
  • Tabular Data Processing
  • Quantitive Trading


  • PhD in Computer Science, 2018

    Tsinghua University

  • BSc in Computer Science, 2013

    Wuhan University




Microsoft Research Asia (MSRA)

Jul 2018 – Present Beijing

Research Intern

Bytedance, AI Lab

Jul 2017 – Oct 2017 Beijing

Research Intern

Didi Chuxing

Nov 2015 – Jan 2016 Beijing

Research Intern

Baidu, Bigdata Lab (BDL)

Mar 2015 – Aug 2015 Beijing

Software Dev Intern

Microsoft, Search Tech Center (STC)

Oct 2012 – Jul 2012 Beijing


  • weicao@microsoft.com
  • Microsoft Building 2, Danling Street, Beijing, China