Welcome to my homepage. I am an Assistant Professor at Thrust of Financial Technology, Hong Kong University of Science and Technology (Guangzhou). My current research focuses on
optimal transport and its applications, such as matching problems, portfolio selection, and robust optimization;
studying how learning-based algorithms will change the financial market.
You can find my preprints, published papers, and source code (if any) on the Research page.
Short Bio
2022 - 2023: Postdoc at Department of Mathematics, University of Michigan, mentored by Prof. Erhan Bayraktar.
2020 - 2022: During the pandemic, I worked at Beijing Normal-Hong Kong Baptist University.
2016 - 2020: Ph.D. in Statistics, The Chinese University of Hong Kong, supervised by Prof. Hoi Ying Wong.
2012 - 2016: B.S. in Applied Mathematics, University of Science and Technology of China.
Contact
Email: bingyanhan[at]hkust-gz.edu.cn
(Please replace [at] with @ and note there is a hyphen in hkust-gz)
