Welcome to my homepage. From January 2024, 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

•  August 2022 - 2023: Postdoc at Department of Mathematics, University of Michigan, mentored by Prof. Erhan Bayraktar. 

• 2020 - June 2022: During the pandemic, I worked at an institution jointly established by Beijing Normal University and 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)