Department of Mathematics
Department of Statistics and Applied Probability
University of California, Santa Barbara
I am an Assistant Professor at the University of California, Santa Barbara, with a joint appointment in Mathematics and Statistics and Applied Probability. Before that, I worked at Columbia University as a Term Assistant Professor. My current research interests lie in the interdisciplinary area of machine learning, financial mathematics, and game theory.
Editorial board of Digital Finance
Co-guest-editor of the special issue Deep Learning in Finance at Digital Finance (with Weinan E and Shige Peng). Paper submissions are welcomed.
Co-guest-editor of the special issue Machine Learning in Finance at Mathematical Finance (with Christa Cuchiero, Sara Svaluto-Ferro and Renyuan Xu, invited submission only)
Events I organize/attend:
PDE/Applied Mathematics/Data Science Seminar, Fri. 3 PM Pacific Time.
World Online Seminars on Machine Learning in Finance, Tue. 10 AM Pacific Time, bi-weekly starting on Mar. 30th, 2021.
3rd ACM International Conference on AI in Finance (ICAIF-22), Nov. 2-4, 2022. (Workshop Cochairs, call for Workshops)
2022 Center of Financial Mathematics & Actuarial Research Workshop, Sept. 29-30, 2022.
Financial Mathematics Mentoring Initiative, First deadline Feb. 15, 2022.
Center for Financial Mathematica & Actuarial Research, Mon. 3:30 PM Pacific Time.
10th Western Conference on Mathematical Finance, Jan. 15-18, 2021.
Ph.D. in Statistics and Applied Probability, University of California, Santa Barbara, 2018.
M.A. in Mathematical Statistics, University of California, Santa Barbara, 2014.
B.S. in Pure and Applied Mathematics, Peking University, 2012.
Full CV (updated Jan. 2023)