Bio

Biography

Tim Leung is the Boeing Endowed Chair Professor of Applied Mathematics and Director of the Computational Finance & Risk Management (CFRM) program at the University of Washington in Seattle.  

Previously, he was a tenure-track Assistant Professor in the Department of Applied Mathematics & Statistics at Johns Hopkins University and in the Department of Industrial Engineering & Operations Research at Columbia University​.​ He obtained his BS from Cornell University and PhD from Princeton University where he was supported by the Charlotte Procter Honorific Fellowship. 

His research areas are Quantitative Finance and Stochastic Optimal Control. He has worked on a variety of problems, such as derivatives pricing, algorithmic trading, exchange-traded funds (ETFs), commodities, and cryptocurrencies. His research has been funded by the National Science Foundation (NSF) and industry, and he is regularly quoted in financial news outlets (e.g. Bloomberg, Al Jazeera). He has published over 70 peer-reviewed​ articles, along with several books on the topics of Mean Reversion Trading, ETFs, Futures Trading, and Employee Stock Options. In 2016, he won the Emerald Literati Network​ Award. 

Professor Leung serves on the advisory board for the AI for Finance Institute.  Previously, he has served as the Chair for the Institute for Operations Research and the Management Sciences (INFORMS) Finance Section and Vice Chair for the SIAM Activity Group on Financial Mathematics & Engineering (SIAG-FME). He is the founding editor of the book series, Modern Trends in Financial Engineering​. ​He's on the editorial board of a number of journals, including Stochastic Models, Applied Mathematical Finance, SIAM Journal on Financial Math, Journal of Financial Engineering, Studies in Economics & Finance, High Frequency, IISE Transactions, Digital Signal Processing. In 2020, he is the co-editor of the IEEE Intelligent Systems Special Issue on AI and Fintech. 

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UW AMATH: https://amath.washington.edu/people/tim-leung

Medium: https://timleungresearch.medium.com/