Aug 2025: Paper accepted: Our paper Measuring Name Concentrations through Deep Learning in joint work with Eva Lütkebohmert has been accepted for publication in International Review of Financial Analysis.

Aug 2025: New preprint available: Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities in joint work with my students Zixing Chen, Yihan Qi, Shanlan Que, and Xiao Zhang.

Aug 2025: Paper accepted: Non-concave stochastic optimal control in finite discrete time under model uncertainty  has been accepted for publication in Mathematical Finance.

July 2025:  Paper accepted:  Our paper Name Concentration Risk in Multilateral Development Banks' Portfolios: Measurement and Capital Adequacy Implications  in joint work with Eva Lütkebohmert and Hongyi Shen has been accapted for publication in the Global Finance Journal.

May 2025: New preprint available: Distributionally Robust Deep Q-Learning in joint work with my PhD Student Chung I Lu and my final year project student Aijia Zhang.

May 2025: An updated version of the paper Non-concave stochastic optimal control in finite discrete time under model uncertainty (new name compared to previous version) has been uploaded to arxiv, in joint work with Ariel Neufeld.

Mar 2025: I am part of the organizing committee of the Quantitative Finance conference 2025 at NUS. Join us! Submissions can be handed in until 15 May 2025.

Feb 2025: An updated version of the paper Robust Q-Learning for finite ambiguity sets has been uploaded to arxiv, in joint work with my Master's student Cécile Decker.

Dec 2024: Our paper Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty has been selected for the Editor's choice award .

Sep 2024: Paper accepted: Neural networks can detect model-free static arbitrage strategies has been accepted for publication in Applied Mathematics and Optimization.

Aug 2024: Paper accepted: Bounding the Difference between the Values of Robust and Non-Robust Markov Decision Problems has been accepted for publication in the Journal of Applied Probability.

Jul 2024: New preprint available: Generative model for financial time series trained with MMD using a signature kernel in joint work with my PhD Student Chung I Lu.

Jul 2024: New preprint available: Robust Q-Learning for finite ambiguity sets in joint work with my Master's student Cécile Decker.

Jun 2024: Paper accepted: Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty has been accepted for publication in Automatica.

Apr 2024: New preprint available: Non-concave distributionally robust stochastic control in a discrete time finite horizon setting in joint work with Ariel Neufeld.

Mar 2024: New preprint available: Measuring Name Concentrations through Deep Learning in joint work with Eva Lütkebohmert.

Mar 2024: Paper published: A multi-marginal c-convex duality theorem for martingale optimal transport appears in the Statistics and Probability Letters.

Mar 2024: Paper accepted: in joint work with Ariel Neufeld and Daiying, our paper Detecting data-driven robust statistical arbitrage strategies with deep neural networks  has been accepted for publication in the SIAM Journal of Financial Mathematics.

Jan 2024: I am proud to share that I received one of the Faculty Teaching Excellence Awards 2023