I am currently a research assistant professor at department of Applied Mathematics in Hong Kong Polytechnic University. Before that, I was a postdoctoral research fellow at CUHK and PolyU in collaboration with Prof. Xuedong He and Prof. Zuoquan Xu. I obtained my PhD degree in financial engineering from Stevens Institute of Technology at USA in 2020 under supervision of Prof. Zhenyu Cui and Bachelor degree in mathematics and economics from Southwestern University of Finance and Economics at Chengdu under supervision of Prof. Jingtang Ma in 2016.
I am currently a research assistant professor at department of Applied Mathematics in Hong Kong Polytechnic University. Before that, I was a postdoctoral research fellow at CUHK and PolyU in collaboration with Prof. Xuedong He and Prof. Zuoquan Xu. I obtained my PhD degree in financial engineering from Stevens Institute of Technology at USA in 2020 under supervision of Prof. Zhenyu Cui and Bachelor degree in mathematics and economics from Southwestern University of Finance and Economics at Chengdu under supervision of Prof. Jingtang Ma in 2016.
My major research interest focus on developing quantitative models and designing efficient algorithms to solve financial decision making problems. I have publications in the areas of derivatives pricing and hedging, mathematical behavioral finance and optimal insurance problems etc.
My major research interest focus on developing quantitative models and designing efficient algorithms to solve financial decision making problems. I have publications in the areas of derivatives pricing and hedging, mathematical behavioral finance and optimal insurance problems etc.
Currently, I have strong interest to explore potential application of cutting edge reinforcement learning technics to real data-driven quantitative financial problems and related research in fintech.
Currently, I have strong interest to explore potential application of cutting edge reinforcement learning technics to real data-driven quantitative financial problems and related research in fintech.