PARTICIPATION TO PH.D. COMMITTEES
- 04/24/2019: Member of the committee of Zhengji Guo's Ph.D. defense "A Full Asymptotic Series of European Call Option Prices in the SABR Model with beta=1", Ph.D. in Applied Mathematics, Claremont Graduate University.
- 02/20/2019: Chair of the committee of Nan Rao's Ph.D. defense "Cluster Analysis on Stochastic Processes", Ph.D. in Applied Mathematics, Claremont Graduate University.
- 09/28/2018: Member of the committee of Yujia Ding's Ph.D. oral exam "On Heavy Tailed Distributions and Big Data", Ph.D. in Applied Mathematics, Claremont Graduate University.
- 07/12/2018: Member of the committee of Huu V Nguyen's Ph.D. defense "Digital Image Reconstruction/Restoration: A Global Enhancement Approach", Ph.D. in Applied Mathematics, Claremont Graduate University.
- 02/23/2018: Member of the committee of Daniel Cuevas's Ph.D. defense "Constraint-based Linear Optimization for Bacterial Genome-scale Metabolic Models", Computational Science Research Center, San Diego State University.
- 05/19/2017: Member of the committee of Peter Calhoun's Ph.D. defense "Comparison of Random Forests Algorithms", Department of Mathematics and Statistics, San Diego State University.
- 04/20/2017: Member of the committee of Monairah Al-ansari's Ph.D. dissertation "Distances of Banach spaces and R-trees", Institute of Mathematical Sciences, Claremont Graduate University.
- 04/1/2016: Member of the committee of Sixian Jin's Ph.D. dissertation "Malliavin Calculus and Brownian Motion Family", Institute of Mathematical Sciences, Claremont Graduate University.
- 3/31/2016: Member of the committee of Chen Liu's Ph.D. dissertation "Monte Carlo Algorithms for American Option Pricing: An Analysis of Convergence Rates and the Application of Backward Taylor Expansion on Variance Reduction Techniques", Institute of Mathematical Sciences, Claremont Graduate University.
- 03/24/2016: Member of the committee of Roman Garagulagian's Ph.D. dissertation "Reconstructing US Recession Probabilities Using Support Vector Machines", Institute of Social Science, Policy & Evaluation, Claremont Graduate University.
- 05/19/2014: Member of the committee of ByoungUk Yoon's Ph.D. dissertation "Backward Stochastic Differential Equations in Financial Economics: an Application to the Pricing of Path-Dependent American Options", Ph.D. in Financial Engineering, Claremont Graduate University.
- 03/13/2014: Member of the committee of Zheng Liu's Ph.D. dissertation "A Bond Option Pricing Formula in the Extended CIR Model, with an Application to Stochastic Volatility", Ph.D. in Applied Mathematics, Claremont Graduate University.
- 02/26/2014: Member of the committee of Lu Zhu's Ph.D. dissertation "First Passage Times and their Application to Credit Default Swap Pricing with Counterparty Risk", Ph.D. in Financial Engineering, Claremont Graduate University.
- 03/26/2013: Member of the committee of Thanh Hoang's Ph.D. dissertation "An Empirical Study of a No-arbitrage Liquidity Model in Financial Markets Where Limit Order Books are Modeled by a Brownian Sheet", Ph.D. in the Graduate Faculty of Management, Claremont Graduate University.
MEMBERSHIP TO SCIENTIFIC COMMITTEES
- Since 2011, I am a member of the scientific committee GDR 3475 Analyse Multifractale.
JOURNAL REVIEWING
- Reviewer of "Mathematical Reviews - American Mathematical Society", since 2018.
- Editorial board member of "MAYFEB - Journal of Mathematics", since 2016.
- Editorial board member of "Operation Research and Applications: An International Journal (ORAJ)", since 2014.
- Referee for "Applications and Applied Mathematics: An International Journal (AAM)", (2013).
- Referee for "MAYFEB - Journal of Mathematics", (2016).
- Referee for "Chaos, Solitons & Fractals", (2017).
- Referee for "Rocky Mountain Journal of Mathematics", (2017).
- Referee for "Appl Math J Chinese Univ", (2017).
- Referee for "Mathematical Reviews - American Mathematical Society", (2018).
- Referee for "Mathematical Reviews - American Mathematical Society", (2019).
- Referee for "The Second International Conference on Physics, Mathematics and Statisitics", (2019).