TEACHING EXPERIENCE
At Claremont Graduate University, California, United States (Graduate Level):
2018 - 2019 :
- Math Clinic Math293-2 Edison Project.
- Math454 Statistical Learning : Classification and Prediction, with Application in R, for Ph.D. and Master Mathematics and Financial engineering.
Textbooks:
"An Introduction to Statistical Learning", by Gareth James, Robert Tibshirani, and Trevor Hastie.
"The Elements of Statistical Learning: Data Mining, Inference, and Prediction", by Trevor Hastie, Robert Tibshirani and Jerome Friedman.
- Math353 Asymptotic Methods in Statistics with Applications, for Ph.D. and Master Mathematics and Financial engineering.
Textbook: "Elements of Large-Sample Theory", by E.L. Lehmann.
2017 - 2018 :
- Math454 Statistical Learning : Classification and Prediction, with Application in R, for Ph.D. and Master Mathematics and Financial engineering.
- Math353 Asymptotic Methods in Statistics with Applications, for Ph.D. and Master Mathematics and Financial engineering.
- Math251 Probability, for Master 1 Financial engineering.
Textbook: "A First Course in Probability", by Sheldon Ross.
2016 - 2017 :
- Math454 Statistical Learning : Classification and Prediction, with Application in R, for Ph.D. and Master Mathematics and Financial engineering.
- Math453 Financial Time Series, for Ph.D. and Master Mathematics and Financial engineering.
Textbook: "Time Series Analysis", by James Douglas Hamilton and "Introductory Time Series with R", by Paul S.P. Cowpertwait and Andrew V. Metcalfe.
- Math251 Probability, for Master 1 Financial engineering.
Textbook: "A First Course in Probability", by Sheldon Ross.
2014 - 2015 and 2015 - 2016 :
- Math454 Statistical Learning : Classification and Prediction, with Application in R, for Ph.D. and Master Mathematics and Financial engineering.
- Math387 Discrete Mathematical Modeling (with Application in R), for Ph.D. and Master Mathematics, Engineering and Financial engineering.
Textbook: "Discrete Mathematics and Its Applications", by Kenneth Ross.
2013 - 2014 :
- Math256 Stochastic Processes, for Master 1 Financial engineering.
Textbook: "Stochastic Processes", by Sheldon Ross.
- Math335 Integral Transforms and Their Applications, for Ph.D. and Master 2 Mathematics and Engineering.
Textbook: "Integral Transformation and Their Applications", by Lokenath Debnath and "The Fourier Transform and Its Applications", by Ronald N. Bracewell.
2012 - 2013 :
- Math256 Stochastic Processes, for Master 1 Financial engineering.
Textbook: "Stochastic Processes", by Sheldon Ross.
- Math251 Probability, for Master 1 Financial engineering.
- Math361 Numerical Method for Finance (with Application in C++), for Master 2 Financial engineering.
At Lille 1 University - Science and Technology, Lille, France (Undergraduate Level):
2011 - 2012 :
- Exercises class of Probability and Statistics, for L2 Mathematics.
- Exercises class of Algebra and Geometry, for L1 Computer Sciences.
2010 - 2011 :
- Exercises and programming practicing (using R) class of Probability and Statistics, for L2 Computer Sciences.
2009 - 2010 :
- Courses of Probability, for L1 Genetic and Earth Science.
- Exercises and programming practicing (using R) class of Numerical Analysis, for L1 Computer Sciences.
2008 - 2009 :
- Exercises class of Linear Algebra, for L1 Computer Sciences.
- Exercises class of Linear Algebra, for L1 Physics and Chemistry.
2007 - 2008 :
- Exercises class of Linear Algebra, for L1 Physics and Chemistry.
INDEPENDENT STUDY SUPERVISED
- 1/2018 - 5/2018 : Ran Zhao "Clustering of multifractional processes", coding in MATLAB.
- 9/2017 - 12/2017 : Nan Rao "Unsupervised clustering of weakly stationary weakly ergodic stochastic processes", coding in MATLAB.
- 9/2017 - 12/2017 : Ran Zhao "Multifractional linear stable motion: forecasting strategies II", coding in MATLAB.
- 1/2017 - 5/2017 : Ran Zhao "Multifractional linear stable motion: forecasting strategies I", coding in MATLAB.
- 1/2016 - 5/2016 : Moein Parsinia "A frequency channel allocation algorithm for creating a network of wireless FDD nodes", coding in MATLAB.
- 3/2016 - 5/2016 : Guangyu Li "Model credit defaults by supervised learning", coding in R.
- 6/2015 - 8/2015 : Zhengming Song "Data analysis by using time series method", coding in R.
- 6/2015 - 8/2015 : Minjae Park "Estimating the DJI series by multifractional Brownian motion", coding in MATLAB.
- 3/2015 - 5/2015 : Zeyu Xie "Use statistical learning approach to forecast sales items", coding in R.
- 3/2013 - 5/2013 : Kimberly Leung "Introduction to fractional Brownian motion".