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For current MFE student who wants to do a Master thesis with me in the last two semesters, please select FE 900 and note that the Master Thesis takes two semesters to complete and is worth six credits. Feel free to contact me at zcui6[at]stevens[dot]edu

I am interested in studying the market microstructure and insider trading, optimal behavior investment/consumption problems and simulation optimization problems in Operations Research. Please refer to Research for more information and relevant literature. You may also read my Publications for other interesting topics. If you have some implementable research ideas related to systemic risk or ideas related to my previous research, feel free to contact me at zcui6[at]stevens[dot]edu

My research interests are in Financial Engineering, Monte Carlo simulation and Financial Systemic Risk. Please refer to my Research and Publications.

I graduated with a Ph.D. in Statistics from the University of Waterloo under the supervision of Carole Bernard and Don McLeish. Ph.D. Thesis

Previously, I received a Master of Quantitative Finance from the Department of Statistics and Actuarial Science at the University of Waterloo: Master Thesis. I received a BSc (First Class Honours) in Actuarial Science from Department of Statistics and Actuarial Science at the University of Hong Kong.