Shuren Tan

Before study in the UK, I received B.S. in Pure and Applied Mathematics from Shandong University, Math Department. 

After that, I pursued the MSC in Math and Finance at Imperial College London. My interest was then to attack the problem on quantitative trading strategies such as statistic learning applying to finance and multi-assets derivatives, for example, ill-posed problems related to basket options. 

In November 2014, I obtained my MSC in Math and Finance at Imperial College London and the final grade for my dissertation, titled "Reconstructing probability density from basket prices - a mild ill-posed problem" was A+, achieving the best Quantitative Research MSC thesis prize awarded by Natixis in the end of September 2015.

Now I am a second year Math Ph.D. candidate in the Probability and Stochastic Group of the University of Edinburgh. My young supportive and passionate principal supervisor is Dr. Lukasz Szpruch who is a cutting-edge researcher in Multilevel Monte Carlo method.

Presently, research interests lie in stochastic analysis, especially the existence and uniqueness problem for McKean-Vlasov SDEs, Multilevel Monte Carlo Methods, parallel programming in C++ (CUDA). I am also getting involved with machine learning, data science and all other emerging technology as well as theoretic reasoning.

Besides, an active reader of Financial Times and a life-long learner for almost everything within vicinity am I.

Last but not the Least, I tried to obtain the Nanodegree "Data analyst" at Udacity but stopped due to the limit of time. Anyway, on the way towards my Ph.D. degree! 

More details on linkedin or Resume page.
Elsewhere