I am an Assistant Professor at Department of Applied Mathematics, The Hong Kong Polytechnic University. I am also an affiliated member of Research Centre for Quantitative Finance (RCQF). I obtained my Dr. rer. nat. at Humboldt University of Berlin, funded by Berlin Mathematical School (BMS). Before moving to Hong Kong, I held a research fellow position and a visiting scholar position at National University of Singapore. My research interests are
stochastic and mean field games
stochastic control theory
optimal trading in illiquid markets
optimal investment and consumption problems