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 ask you to 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.
Current PhD students
None.
Current Master Students
Chin Hong Tan (陳振峰), Institute of Statistics and Data Science, February 2025 - present
Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach
Current Undergraduates
Yi-Chen Liu (劉怡辰), Interdisciplinary Program of Management and Technology, July 2025 - present
Online Dynamic Window Size Selection
Alumni & Former Research Assistants
Former Graduate Advisees
Zong Gan (甘容), Department of Quantitative Finance, July 2023 - July 2026.
Thesis Topic: Distributionally Robust Portfolio Optimization via Supporting Hyperplane Approximation
University of Illinois Urbana-Champaign, M.S. in Financial Engineering.
Xiao-Rou Yu (余筱柔), Department of Quantitative Finance, April 2023 - November 2024.
Thesis Topic: On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio
M&A Analyst, Chenya Energy
Xin-Yu Wang (王新瑜), Department of Quantitative Finance, July 2022 - August 2023
Thesis Topic: On Robustness of a Class of Generalized Double Linear Policy
Risk Management Analyst, Yuanta Financial Holdings
Former Undergraduate Advisees
Yu-Han Syu (許譽瀚), Department of Quantitative Finance, February 2024 - July 2024.
Jie-Ling Lu (呂婕菱), Department of Quantitative Finance, February 2023 - July 2024.
Chi-Lin Li (李其霖), Double Specialty Program of Management and Technology, July 2022 - February 2023.
Boston University, M.S. in Mathematical Finance.
Treasury Quantitative Analyst at Fifth Third Bank, USA.
Former Graduate Research Assistants
Yuchia Chung (莊育嘉), Department of Mathematics, February 2025 - July 2025.
National Thing Hua University, M.S. in Math.
Yi-Shan Wong (翁翊珊), Department of Quantitative Finance, November 2021 - January 2023.
Actuarial Analyst, Cathay Life Insurance
Pei-Ting Wang (王珮庭), Department of Quantitative Finance, December 2021 - July 2022.
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach
Chia Yin Lee (李佳盈), Department of Quantitative Finance, December 2021 - July 2022.
Algorithm Engineer, SCI Group.
Former Undergraduate Research Assistants
De-Jin Huang (黃得晉), Department of Mathematics, July 2024 - August 2024.
National Chengchi University, M.S. in Finance
Hong Wen Wang (王泓文), Department of Quantitative Finance, July 2022 - February 2023.
University of Washington, M.S. in Electrical and Computer Engineering
Software Development Engineer, Amazon, USA.
Yung-Yu Shi (施泳瑜), Department of Quantitative Finance (Double major in Computer Science), July 2022 - February 2023.
National Taiwan University, M.S. in Computer Science and Information Engineering