Bio

Biography

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

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). He has published over 60 peer-reviewed​ articles​ and 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 is a senior research advisor for Rotella Capital Management. He also serves on the advisory board for the AI for Finance Institute and several fintech companies. He has also been a consultant since 2003, with expertise in algo trading, asset management, credit risk, commercial real estate, & fintech.

Professor Leung 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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He can be reached at timleung@uw.edu

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

Linkedin: https://www.linkedin.com/in/timstleung/

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