Ph.D. ‘21, M.Phil. ‘18, B.Sc. ‘16 (CUHK)

I am currently an Assistant Professor at the Department of Applied Mathematics of the Hong Kong Polytechnic University. Before that, I joined PolyU as a Research Assistant Professor in August 2021. I received my Ph.D. (Aug 2018 - Jul 2021) and MPhil (Aug 2016 - Jul 2018) from the Chinese University of Hong Kong (CUHK) Statistics Department under the supervision of Professor Hoi Ying Wong.

My main research interest lies in developing new mathematical theories and methodologies to solve stochastic control and optimization problems, with a focus on financial applications related to optimal stopping and partial information scenarios. 

Recently, I have been studying financial decision optimization problems with alternative data, I am also interested in the related optimization theories in reinforcement learning. 



Postdoc and PhD positions in Stochastic Control with Financial Applications are available. You are most welcome to send any inquiries directly to me kexinchen@polyu.edu.hk, please include your CV and the list of your exams.