Chung-Han Hsieh

Biography

Chung-Han Hsieh is an Associate Professor of Quantitative Finance at National Tsing Hua University, Taiwan. He received his Ph.D. in Electrical Engineering from the University of Wisconsin-Madison in 2019, specializing in control systems with a minor in mathematics. His doctoral research was advised by B. Ross Barmish and co-advised by J. A. Gubner. His research interests span a range of interdisciplinary fields, including control theory, stochastic systems, financial engineering, robust & stochastic optimization, and decision-making systems with uncertainties. He is a member of the IEEE, IFAC, SIAM, and INFORMS, and has authored or co-authored papers in leading journals, including Automatica, IEEE Transactions on Automatic Control, European Journal of Operational Research, and the Journal of Economic Dynamics and Control. My Erdős  number is 4.

His detailed CV is also available as a PDF here, and his academic profile is also listed on the Mathematics Genealogy Project.

To Prospective Students:

For students who wish to work with me, I recommend taking at least one course with me (preferably QF314800/314900, QF444800, QF527200/527800) and completing two semesters of rigorous math courses such as Advanced Calculus/Real Analysis. Please write a cover letter (along with your CV & transcript) explaining your interest in working with me and indicating the topic you wish to pursue. I will request that you share some papers you find interesting and then prepare a brief presentation for me.

My Recommendation Letter Policy:

For me to write a recommendation letter, one should work with me for at least one semester and take at least two courses with me.