Chung-Han Hsieh

Biography

Chung-Han Hsieh is an Assistant Professor of Quantitative Finance at National Tsing Hua University, Taiwan. He received his Ph.D. in Electrical Engineering, specializing in control systems with a minor in mathematics, from the University of Wisconsin-Madison in 2019, advised by B. Ross Barmish and co-advised by J. A. Gubner. His research interests span a range of interdisciplinary fields and include control theory, stochastic systems, financial engineering, robust & stochastic optimization, applied machine learning, and decision-making systems with uncertainties. As a member of the IEEE, IFAC, SIAM, and Informs, he has authored or co-authored papers in prestigious journals like Automatica, IEEE Transactions on Automatic Control, and the European Journal of Operational Research.

His detailed CV is also available as a pdf here.  His other academic profile can be found in mathematics genealogy.

To Prospective Students:

For students who wish to work with me, I recommend taking at least two courses with me (preferably QF314800/314900, QF444800, QF527200/527800) and completing two semesters of rigorous math courses such as Advanced Calculus/Real Analysis. Please write me a cover letter (along with your CV & transcript) explaining your interest in working with me and indicating the topic you wish to pursue. I will request that you share some papers you find interesting and then prepare a brief presentation for me.

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