Operations Research II (Spring 2023, 2025)
Introduction to Probability Theory
Random Variables
Conditional Probability and Conditional Expectation
Markov Chain I
Markov Chain II
Poisson Process
Continuous-Time Markov Chain
Renewal Process
Algorithmic Trading (Fall 2022, 2023, 2024)
Basic Probability Theory
Brownian Motion and Poisson Process
Limit Order Book and Market Activities
Stochastic Optimal Control
Merton's Portfolio Problem, Optimal Liquidation, Market Making
Paper Review I
Paper Review II
Optimization for AI (Spring 2024, Fall 2025)
Metric space, normed space, inner product space
Basic concepts in convex analysis and optimization
Gradient descent
Stochastic gradient descent
Nonconvex optimization
Regret analysis
PAC-Bayes bounds
ADAM-type optimizers
Sharpness-aware minimization
Introduction to Data Science (Fall 2024)