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RESEARCH
Applied probability and statistics
Numerical analysis
Stochastic analysis
Control theory
Mathematical finance
RESEARCH INTEREST
PUBLICATIONS
”Second cohomology for finite groups of Lie type,”
Journal of Algebra, Vol. 360 (2012), pp. 21 -52, arXiv: 1110.0228. (Joint with the UGA VIGRE Algebra group)
K. Kuo, P. Luu, D. Nguyen, E. Perkerson, K. Thompson, and Q. Zhang, ”Pairs trading: An optimal selling rule,”
Mathematical Control and Related Fields, Vol. 5 (2015), No. 3, pp. 489-499
TALKS & PRESENTATIONS
Stochastic Approximation Algorithms
AMS Mock Conference - University of Georgia, Athens, Georgia
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Trading a Mean-Reverting Asset: Buy Low and Sell High
AMS Mock Conference - University of Georgia, Athens, Georgia
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Instance-Optimality in Probability with an l1-Minimization Decoder
Compress Sensing Seminar - University of Georgia, Athens, Georgia
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Early Warning Signals of Extinction in Deteriorating Environment
AMS Mock Conference - University of Georgia, Athens, Georgia
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On Performance Limits of Feedback Control-Based Stock Trading Strategies
VIGRE Mathematical Finance - University of Georgia, Athens, Georgia
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Trading Systems
VIGRE Mathematical Finance - University of Georgia, Athens, Georgia
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A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Cost
Stochastic Analysis Seminar - University of Georgia, Athens, Georgia
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Finding Explicit Formulae for Analytic Functions
AMS Mock Conference - University of Georgia, Athens, Georgia
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Fixed-Point Continuation for l1-Minimization: Methodology and Convergence
VIGRE Numerical Analysis - University of Georgia, Athens, Georgia
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Properties of Ito Diffusions
AMS Mock Conference - University of Georgia, Athens, Georgia
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Conformal Mappings with a Focus on Symmetry and Linear Fractional Transformations
AMS Mock Conference - University of Georgia, Athens, Georgia
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