Activities
Academic Community:
Financial Management Association (FMA) Applied Finance Conference program committee, 2020
American Control Conference (ACC), chair of session "Stochastic Optimal Control", July 2020
SIAM/CAIMS Annual Meeting (AN20), organizing committee, 2020
SIAM Activity Group on Financial Mathematics & Engineering (SIAG-FME), Vice-Chair (2017-19), Program Director (2015-17)
INFORMS Section on Finance, Chair (2016-2019), Treasurer (2013-15) [website]
Book Series Founding Editor, Modern Trends in Financial Engineering [World Scientific Publishing Co.]
Editorial Board: Stochastic Models, SIAM Journal on Financial Math, Applied Math Finance, Int'l Journal of Financial Engineering (WSPC), High Frequency, Institute of Industrial and Systems Engineers (IISE) Transactions, Studies in Economics & Finance, Digital Signal Processing (2016-2017), IEEE Intelligent System (editor for special issue on AI and FinTech)
Math Alliance mentor [link]
Industry Events:
CULytics Summit, "Advanced Analytics" session chair & judge, 2020
CAIA and FIBREE State of Real Estate Blockchain Smart Securities Panel speaker Seattle, Aug 2019
CFA Investment Trustee Education Workshop, speaker, May 2019
Judge for Citadel Datathon, Oct 27, 2018
Faculty advisor for the Seattle CFA Challenge, 2018-2020
Risk Engineering for Commercial Real Estate Solutions, Savills Studley
Conference Organization
Financial Management Association (FMA) Applied Finance Conference, program committee, 2020
2020 SIAM Annual Meeting joint with the 2020 Annual Meeting of The Canadian Applied and Industrial Mathematics Society (CAIMS)/Société Canadienne de Mathématiques Appliquées et Industrielles (SCMAI), organizational committee, 2019-2020
INFORMS Annual Meetings, Student Papers Competition, organizer and judge, 2016, 2017, 2018 [link]
8th Western Conference in Mathematical Finance (WCMF), organizer, March 24-25 @UW, 2017 [link]
SIAM Conference on Financial Math & Engineering, co-chair & program director, Nov 17-19 2016 [link] [program]
Bachelier Finance Society World Congress, local organizing committee, July 15-19, 2016
SIAM 8th International Congress on Industrial and Applied Mathematics (ICIAM), minisymposia organizer, 2015 [program]
SIAM Conference on Financial Math & Engineering, minisymposium organizer, 2012, 2014
SIAM Conference on Control and Its Applications, minisymposium organizer, 2011
INFORMS Annual Meetings, session chair, 2008-2012, cluster chair, 2013
CORS/INFORMS 2015 Joint International Meeting in Montreal, cluster chair, 2015
AMS Annual & Sectional Meetings, Financial Math Session, organizer, 2009, 2010, 2012, 2013
International Workshop on Computational Stochastics, program committee, 2011
Former Affiliations: Certified Portfolio Manager (CPM®) Program, Center for Financial Engineering, Data Science Institute (Columbia University)
