Curriculum Vitae  

Research Interests:  

• Mathematical Finance

• Applied Probability and Stochastic Analysis

• Stochastic Control and Optimization

• Reinforcement Learning

Events:   

• The First INFORMS Conference on Financial Engineering and FinTech, Aug 19-21, 2024.

• Recent Advances on Quantitative Finance, The Hong Kong Polytechnic University, Aug 27-30, 2023.

• Hong Kong-Singapore Joint Seminar Series in Financial Mathematics/Engineering (online),  2022

• The 7th Asian Quantitative Finance Conference (AQFC 2019), Hanoi, VIASM, Vietnam, July 2-5, 2019.

• 2019 Workshop on recent developments in mean-field game, machine learning and quantitative finance, Tuan Chau, VIASM, Vietnam, May 21-24, 2019.  

• 2018 PolyU-SDU JRC Workshop on Applied Mathematics with Financial Applications, The Hong Kong Polytechnic University,  February 3, 2018.

• 2017 Workshop on Stochastic Analysis in Finance, The Hong Kong Polytechnic University,  May 11-12, 2017. (Photos)

• The Third International Conference on Engineering and Computational Mathematics, Stream of Financial Mathematics, The Hong Kong Polytechnic University,  May 31 - June 2, 2017.

• 2016 Workshop on Stochastic Control and Financial Applications, The Hong Kong Polytechnic University, August 16-17, 2016.   (Photos)